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Table of contents (3 chapters)
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About this book
The theory of controlled processes is one of the most recent mathematical theories to show very important applications in modern engineering, parti cularly for constructing automatic control systems, as well as for problems of economic control. However, actual systems subject to control do not admit a strictly deterministic analysis in view of random factors of various kinds which influence their behavior. Such factors include, for example, random noise occurring in the electrical system, variations in the supply and demand of commodities, fluctuations in the labor force in economics, and random failures of components on an automated line. The theory of con trolled processes takes the random nature of the behavior of a system into account. In such cases it is natural, when choosing a control strategy, to proceed from the average expected result, taking note of all the possible variants of the behavior of a controlled system. An extensive literature is devoted to various economic and engineering systems of control (some of these works are listed in the Bibliography). is no text which adequately covers the general However, as of now there mathematical theory of controlled processes. The authors ofthis monograph have attempted to fill this gap. In this volume the general theory of discrete-parameter (time) controlled processes (Chapter 1) and those with continuous-time (Chapter 2), as well as the theory of controlled stochastic differential equations (Chapter 3), are presented.
Authors and Affiliations
Bibliographic Information
Book Title: Controlled Stochastic Processes
Authors: Iosif Il’ich Gihman, Anatoliĭ Vladimirovich Skorohod
DOI: https://doi.org/10.1007/978-1-4612-6202-2
Publisher: Springer New York, NY
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eBook Packages: Springer Book Archive
Copyright Information: Springer-Verlag New York Inc. 1979
Softcover ISBN: 978-1-4612-6204-6Published: 03 November 2011
eBook ISBN: 978-1-4612-6202-2Published: 06 December 2012
Edition Number: 1
Number of Pages: 237
Additional Information: Original Russian edition with the title: Upravliamye slucajnye processy