Controlled Stochastic Processes is popular PDF and ePub book, written by I. I. Gihman in 2012-12-06, it is a fantastic choice for those who relish reading online the Mathematics genre. Let's immerse ourselves in this engaging Mathematics book by exploring the summary and details provided below. Remember, Controlled Stochastic Processes can be Read Online from any device for your convenience.
Controlled Stochastic Processes Book PDF Summary
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.
Detail Book of Controlled Stochastic Processes PDF
- Author : I. I. Gihman
- Release : 06 December 2012
- Publisher : Springer Science & Business Media
- ISBN : 9781461262022
- Genre : Mathematics
- Total Page : 242 pages
- Language : English
- PDF File Size : 17,5 Mb
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