Rational Matrix Equations in Stochastic Control

应用数学

原   价:
1105.00
售   价:
884.00
优惠
平台大促 低至8折优惠
作      者
出  版 社
出版时间
2004年01月15日
装      帧
平装
ISBN
9783540205166
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页      码
200
语      种
英语
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图书简介
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treatment of rational matrix equations in stochastic systems, including various aspects of the field, previously unpublished results and explicit examples.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.
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