Optimal Control of Stochastic Difference Volterra Equations An Introduction
This book showcases a subclass of hereditary systems, that is, systems with behaviour depending not only on their current state but also on their past history; it is an introduction to the mathematical theory of optimal control for stochastic difference Volterra equations of neutral type. As such, i...
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| Format: | eBook |
| Language: | English |
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Cham
Springer International Publishing
2015, 2015
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| Edition: | 1st ed. 2015 |
| Series: | Studies in Systems, Decision and Control
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| Subjects: | |
| Online Access: | |
| Collection: | Springer eBooks 2005- - Collection details see MPG.ReNa |
Table of Contents:
- Stochastic Difference Volterra Equations and Some Auxiliary Statements
- Optimal Control
- Successive Approximations to the Optimal Control
- Optimal and Quasioptimal Stabilization
- Optimal Estimation
- Optimal Control of Stochastic Difference Volterra Equations by Incomplete Information