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Rational Matrix Equations In Stochastic Control 1st Edition Tobias Damm

  • SKU: BELL-2206424
Rational Matrix Equations In Stochastic Control 1st Edition Tobias Damm
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Rational Matrix Equations In Stochastic Control 1st Edition Tobias Damm instant download after payment.

Publisher: Springer
File Extension: PDF
File size: 2.02 MB
Pages: 213
Author: Tobias Damm
ISBN: 9783540205166, 3540205160
Language: English
Year: 2004
Edition: 1

Product desciption

Rational Matrix Equations In Stochastic Control 1st Edition Tobias Damm by Tobias Damm 9783540205166, 3540205160 instant download after payment.

This book is the first comprehensive treatment of rational matrix equations in stochastic systems, including various aspects of the field, previously unpublished results and explicit examples. Topics include modelling with stochastic differential equations, stochastic stability, reformulation of stochastic control problems, analysis of the rational matrix equation and numerical solutions. Primarily a survey in character, this monograph is intended  for researchers, graduate students and engineers in control theory and applied linear algebra.

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