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Optimal control of stochastic difference Volterra equations : an introduction /

This book showcases a subclass of hereditary systems, that is, systems with behaviour depending not only on their current state but also on their past history; it is an introduction to the mathematical theory of optimal control for stochastic difference Volterra equations of neutral type. As such, i...

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Bibliographic Details
Call Number:Libro Electrónico
Main Author: Shaikhet, Leonid (Author)
Format: Electronic eBook
Language:Inglés
Published: Cham : Springer, 2015.
Series:Studies in systems, decision and control ; volume 17.
Subjects:
Online Access:Texto completo
Table of Contents:
  • Stochastic Difference Volterra Equations and Some Auxiliary Statements
  • Optimal Control
  • Successive Approximations to the Optimal Control
  • Optimal and Quasioptimal Stabilization
  • Optimal Estimation
  • Optimal Control of Stochastic Difference Volterra Equations by Incomplete Information.