ENGLISH

Stochastic stability and control

By Kushner

Book information

Publisher
Academic Press
Year
1967
ISBN
0124301509, 9780124301504
Open Library ID
OL10072180M
Language
english
Format
DJVU
Filesize
882 kB (902880 bytes)
Pages
177\177
Library
Kolxo3
DPI
300
Scanned
yes
Time added
2010-07-29 05:14:56

Description

From Contents: Introduction - Markov Processes, Ito Processes, Poisson Differential Equations; Stochastic Stability - Definitions, Liapunov function, Theorems, Continuous Parameter; Finite Time Stability and First Exit Times; Optimal Stochastic Control - Dynamic programming algorithm, Theorems, Examples; Design of Controls - Calculation that assure a given stability. (Description by http-mart)

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