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Linear-Quadratic Controls in Risk-Averse Decision Making

Performance-Measure Statistics and Control Decision Optimization

  • Book
  • © 2013

Overview

Authors:
  1. Khanh D. Pham

    1. , Space Vehicles Directorate, The Air Force Research Laboratory, Kirtland Air Force Base, USA

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  • Provides 'Statements of Statistical Optimal Control' which provide complete problem formulations composed of unique notations, terminologies ,definitions and theorems?
  • Includes 'Problem Descriptions' in which basic assumptions related to the state space models are discussed?
  • Provides a complete description of statistical optimal control

Part of the book series: SpringerBriefs in Optimization (BRIEFSOPTI)

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Table of contents (9 chapters)

  1. Front Matter

    Pages i-xii
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  2. Introduction

    • Khanh D. Pham
    Pages 1-5

  3. Risk-Averse Control of Linear-Quadratic Tracking Problems

    • Khanh D. Pham
    Pages 7-30

  4. Overtaking Tracking Problems in Risk-Averse Control

    • Khanh D. Pham
    Pages 31-47

  5. Performance Risk Management in Servo Systems

    • Khanh D. Pham
    Pages 49-66

  6. Risk-Averse Control Problems in Model-Following Systems

    • Khanh D. Pham
    Pages 67-85

  7. Incomplete Feedback Design in Model-Following Systems

    • Khanh D. Pham
    Pages 87-105

  8. Reliable Control for Stochastic Systems with Low Sensitivity

    • Khanh D. Pham
    Pages 107-123

  9. Output-Feedback Control for Stochastic Systems with Low Sensitivity

    • Khanh D. Pham
    Pages 125-144

  10. Epilogue

    • Khanh D. Pham
    Pages 145-147

  11. Back Matter

    Pages 149-150
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Keywords

About this book

​​Linear-Quadratic Controls in Risk-Averse Decision Making   cuts across control engineering (control feedback and decision optimization) and statistics (post-design performance analysis) with a common theme: reliability increase seen from the responsive angle of incorporating and engineering multi-level performance robustness beyond the long-run average performance into control feedback design and decision making and complex dynamic systems from the start. This monograph provides a complete description of statistical optimal control (also known as cost-cumulant control) theory. In control problems and topics, emphasis is primarily placed on major developments attained and explicit connections between mathematical statistics of performance appraisals and decision and control optimization. Chapter summaries shed light on the relevance of developed results, which makes this monograph suitable for graduate-level lectures in applied mathematics and electrical engineering with systems-theoretic concentration, elective study or a reference for interested readers, researchers, and graduate students who are interested in theoretical constructs and design principles for stochastic controlled systems.​ 

Reviews

From the reviews:

“This 150-page monograph published under the series: SpringerBriefs in Optimization, briefly addresses the three fields of optimal control, statistics and reliability based on the recent research of the author and other colleagues. … This monograph is suitable senior level graduate students in applied mathematics and statistics, and controls (electrical and mechanical engineering). … This volume is a welcome addition to the other books published on this topic … .” (D. Subbaram Naidu, Amazon.com, March, 2014)

Authors and Affiliations

  • , Space Vehicles Directorate, The Air Force Research Laboratory, Kirtland Air Force Base, USA

    Khanh D. Pham

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