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Controlled Stochastic Processes

Authors: Gihman, I. I., Skorohod, A. V.

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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.

Table of contents (3 chapters)

Table of contents (3 chapters)

Buy this book

eBook $79.99
price for USA in USD
  • ISBN 978-1-4612-6202-2
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $99.99
price for USA in USD
  • ISBN 978-1-4612-6204-6
  • Free shipping for individuals worldwide
  • Institutional customers should get in touch with their account manager
  • Covid-19 shipping restrictions
  • Usually ready to be dispatched within 3 to 5 business days, if in stock
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Bibliographic Information

Bibliographic Information
Book Title
Controlled Stochastic Processes
Authors
Translated by
Kotz, S.
Copyright
1979
Publisher
Springer-Verlag New York
Copyright Holder
Springer-Verlag New York Inc.
eBook ISBN
978-1-4612-6202-2
DOI
10.1007/978-1-4612-6202-2
Softcover ISBN
978-1-4612-6204-6
Edition Number
1
Number of Pages
237
Additional Information
Original Russian edition with the title: Upravliamye slucajnye processy
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