Lecture Notes in Control and Information Sciences

Rational Matrix Equations in Stochastic Control

Authors: Damm, Tobias

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About this book

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treatment of rational matrix equations in stochastic systems, including various aspects of the field, previously unpublished results and explicit examples.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.

Table of contents (6 chapters)

Table of contents (6 chapters)

Buy this book

eBook $119.00
price for USA in USD (gross)
  • The eBook version of this title will be available soon
  • ISBN 978-3-540-40001-1
  • Digitally watermarked, DRM-free
  • Included format:
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $159.99
price for USA in USD
  • ISBN 978-3-540-20516-6
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Rational Matrix Equations in Stochastic Control
Authors
Series Title
Lecture Notes in Control and Information Sciences
Series Volume
297
Copyright
2004
Publisher
Springer-Verlag Berlin Heidelberg
Copyright Holder
Springer-Verlag Berlin Heidelberg
eBook ISBN
978-3-540-40001-1
DOI
10.1007/b10906
Softcover ISBN
978-3-540-20516-6
Series ISSN
0170-8643
Edition Number
1
Number of Pages
XV, 200
Topics