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Ergodic Control of Diffusion Processes
Language: en
Pages: 341
Authors: Ari Arapostathis
Categories: Mathematics
Type: BOOK - Published: 2012 - Publisher: Cambridge University Press

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The first comprehensive account of controlled diffusions with a focus on ergodic or 'long run average' control.
Ergodicity for Infinite Dimensional Systems
Language: en
Pages: 355
Authors: Giuseppe Da Prato
Categories: Mathematics
Type: BOOK - Published: 1996-05-16 - Publisher: Cambridge University Press

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This is the only book on stochastic modelling of infinite dimensional dynamical systems.
Diffusion Processes and their Sample Paths
Language: en
Pages: 341
Authors: Kiyosi Itô
Categories: Mathematics
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

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Since its first publication in 1965 in the series Grundlehren der mathematischen Wissenschaften this book has had a profound and enduring influence on research
Adaptive Control, Filtering, and Signal Processing
Language: en
Pages: 404
Authors: K.J. Aström
Categories: Science
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

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The area of adaptive systems, which encompasses recursive identification, adaptive control, filtering, and signal processing, has been one of the most active ar
Relative Optimization of Continuous-Time and Continuous-State Stochastic Systems
Language: en
Pages: 376
Authors: Xi-Ren Cao
Categories: Technology & Engineering
Type: BOOK - Published: 2020-05-13 - Publisher: Springer Nature

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This monograph applies the relative optimization approach to time nonhomogeneous continuous-time and continuous-state dynamic systems. The approach is intuitive