Stochastic Switching Systems

Author : El-Kébir Boukas
Publisher : Springer Science & Business Media
ISBN 13 : 0817644520
Total Pages : 413 pages
Book Rating : 4.29/5 ( download)

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Download or read book Stochastic Switching Systems written by El-Kébir Boukas and published by Springer Science & Business Media. This book was released on 2007-05-24 with total page 413 pages. Available in PDF, EPUB and Kindle. Book excerpt: An introductory chapter highlights basics concepts and practical models, which are then used to solve more advanced problems throughout the book. Included are many numerical examples and LMI synthesis methods and design approaches.

Author : Abdellah Benzaouia
Publisher : Springer Science & Business Media
ISBN 13 : 1447128990
Total Pages : 300 pages
Book Rating : 4.91/5 ( download)

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Download or read book Saturated Switching Systems written by Abdellah Benzaouia and published by Springer Science & Business Media. This book was released on 2012-03-30 with total page 300 pages. Available in PDF, EPUB and Kindle. Book excerpt: Saturated Switching Systems treats the problem of actuator saturation, inherent in all dynamical systems by using two approaches: positive invariance in which the controller is designed to work within a region of non-saturating linear behaviour; and saturation technique which allows saturation but guarantees asymptotic stability. The results obtained are extended from the linear systems in which they were first developed to switching systems with uncertainties, 2D switching systems, switching systems with Markovian jumping and switching systems of the Takagi-Sugeno type. The text represents a thoroughly referenced distillation of results obtained in this field during the last decade. The selected tool for analysis and design of stabilizing controllers is based on multiple Lyapunov functions and linear matrix inequalities. All the results are illustrated with numerical examples and figures many of them being modelled using MATLAB®. Saturated Switching Systems will be of interest to academic researchers in control systems and to professionals working in any of the many fields where systems are affected by saturation including: chemical and pharmaceutical batch processing, manufacturing (for example in steel rolling), air-traffic control, and the automotive and aerospace industries.

Author : Vladimir S. Korolyuk
Publisher : Springer Science & Business Media
ISBN 13 : 940114625X
Total Pages : 195 pages
Book Rating : 4.58/5 ( download)

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Download or read book Stochastic Models of Systems written by Vladimir S. Korolyuk and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 195 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this monograph stochastic models of systems analysis are discussed. It covers many aspects and different stages from the construction of mathematical models of real systems, through mathematical analysis of models based on simplification methods, to the interpretation of real stochastic systems. The stochastic models described here share the property that their evolutionary aspects develop under the influence of random factors. It has been assumed that the evolution takes place in a random medium, i.e. unilateral interaction between the system and the medium. As only Markovian models of random medium are considered in this book, the stochastic models described here are determined by two processes, a switching process describing the evolution of the systems and a switching process describing the changes of the random medium. Audience: This book will be of interest to postgraduate students and researchers whose work involves probability theory, stochastic processes, mathematical systems theory, ordinary differential equations, operator theory, or mathematical modelling and industrial mathematics.

Author : Xuerong Mao
Publisher : Imperial College Press
ISBN 13 : 1860947018
Total Pages : 430 pages
Book Rating : 4.18/5 ( download)

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Download or read book Stochastic Differential Equations with Markovian Switching written by Xuerong Mao and published by Imperial College Press. This book was released on 2006 with total page 430 pages. Available in PDF, EPUB and Kindle. Book excerpt: This textbook provides the first systematic presentation of the theory of stochastic differential equations with Markovian switching. It presents the basic principles at an introductory level but emphasizes current advanced level research trends. The material takes into account all the features of Ito equations, Markovian switching, interval systems and time-lag. The theory developed is applicable in different and complicated situations in many branches of science and industry.

Author : Cheng-ke Zhang
Publisher : Springer
ISBN 13 : 331940587X
Total Pages : 187 pages
Book Rating : 4.72/5 ( download)

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Download or read book Non-cooperative Stochastic Differential Game Theory of Generalized Markov Jump Linear Systems written by Cheng-ke Zhang and published by Springer. This book was released on 2016-09-02 with total page 187 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book systematically studies the stochastic non-cooperative differential game theory of generalized linear Markov jump systems and its application in the field of finance and insurance. The book is an in-depth research book of the continuous time and discrete time linear quadratic stochastic differential game, in order to establish a relatively complete framework of dynamic non-cooperative differential game theory. It uses the method of dynamic programming principle and Riccati equation, and derives it into all kinds of existence conditions and calculating method of the equilibrium strategies of dynamic non-cooperative differential game. Based on the game theory method, this book studies the corresponding robust control problem, especially the existence condition and design method of the optimal robust control strategy. The book discusses the theoretical results and its applications in the risk control, option pricing, and the optimal investment problem in the field of finance and insurance, enriching the achievements of differential game research. This book can be used as a reference book for non-cooperative differential game study, for graduate students majored in economic management, science and engineering of institutions of higher learning.

Author : Nikos Mastorakis
Publisher : Springer
ISBN 13 : 3319157655
Total Pages : 483 pages
Book Rating : 4.58/5 ( download)

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Download or read book Computational Problems in Science and Engineering written by Nikos Mastorakis and published by Springer. This book was released on 2015-10-26 with total page 483 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides readers with modern computational techniques for solving variety of problems from electrical, mechanical, civil and chemical engineering. Mathematical methods are presented in a unified manner, so they can be applied consistently to problems in applied electromagnetics, strength of materials, fluid mechanics, heat and mass transfer, environmental engineering, biomedical engineering, signal processing, automatic control and more.

Author : Wenhai Qi
Publisher : Springer Nature
ISBN 13 : 9811954909
Total Pages : 219 pages
Book Rating : 4.00/5 ( download)

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Download or read book Analysis and Design for Positive Stochastic Jump Systems written by Wenhai Qi and published by Springer Nature. This book was released on 2022-09-19 with total page 219 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book focuses on analysis and design for positive stochastic jump systems. By using multiple linear co-positive Lyapunov function method and linear programming technique, a basic theoretical framework is formed toward the issues of analysis and design for positive stochastic jump systems. This is achieved by providing an in-depth study on several major topics such as stability, time delay, finite-time control, observer design, filter design, and fault detection for positive stochastic jump systems. The comprehensive and systematic treatment of positive systems is one of the major features of the book, which is particularly suited for readers who are interested to learn non-negative theory. By reading this book, the reader can obtain the most advanced analysis and design techniques for positive stochastic jump systems.

Author : Wenhai Qi
Publisher : Springer Nature
ISBN 13 : 9819903173
Total Pages : 227 pages
Book Rating : 4.77/5 ( download)

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Download or read book Control Synthesis for Semi-Markovian Switching Systems written by Wenhai Qi and published by Springer Nature. This book was released on 2023-03-07 with total page 227 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book focuses on control synthesis for semi-Markovian switching systems. By using multiple semi-Markovian Lyapunov function approaches, a basic theoretical framework is formed toward the issue of control synthesis for semi-Markovian switching systems. This is achieved by providing an in-depth study on several major topics such as sliding mode control, finite-time control, quantized control, event-triggered control, synchronization, and fuzzy control for semi-Markovian switching systems. The comprehensive and systematic treatment of semi-Markovian switching systems is one of the major features of the book, which is particularly suitable for readers who are interested to learn control theory and engineering. By reading this book, the reader can obtain the most advanced analysis and design techniques for stochastic switching systems.

Author : Allanus Hak-Man Tsoi
Publisher : World Scientific
ISBN 13 : 9814355712
Total Pages : 274 pages
Book Rating : 4.11/5 ( download)

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Download or read book Stochastic Analysis, Stochastic Systems, and Applications to Finance written by Allanus Hak-Man Tsoi and published by World Scientific. This book was released on 2011 with total page 274 pages. Available in PDF, EPUB and Kindle. Book excerpt: Pt. I. Stochastic analysis and systems. 1. Multidimensional Wick-Ito formula for Gaussian processes / D. Nualart and S. Ortiz-Latorre. 2. Fractional white noise multiplication / A.H. Tsoi. 3. Invariance principle of regime-switching diffusions / C. Zhu and G. Yin -- pt. II. Finance and stochastics. 4. Real options and competition / A. Bensoussan, J.D. Diltz and S.R. Hoe. 5. Finding expectations of monotone functions of binary random variables by simulation, with applications to reliability, finance, and round robin tournaments / M. Brown, E.A. Pekoz and S.M. Ross. 6. Filtering with counting process observations and other factors : applications to bond price tick data / X. Hu, D.R. Kuipers and Y. Zeng. 7. Jump bond markets some steps towards general models in applications to hedging and utility problems / M. Kohlmann and D. Xiong. 8. Recombining tree for regime-switching model : algorithm and weak convergence / R.H. Liu. 9. Optimal reinsurance under a jump diffusion model / S. Luo. 10. Applications of counting processes and martingales in survival analysis / J. Sun. 11. Stochastic algorithms and numerics for mean-reverting asset trading / Q. Zhang, C. Zhuang and G. Yin

Author : Vladimir Semenovich Koroli?uk
Publisher : World Scientific
ISBN 13 : 9812565914
Total Pages : 348 pages
Book Rating : 4.14/5 ( download)

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Download or read book Stochastic Systems in Merging Phase Space written by Vladimir Semenovich Koroli?uk and published by World Scientific. This book was released on 2005 with total page 348 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides recent results on the stochastic approximation of systems by weak convergence techniques. General and particular schemes of proofs for average, diffusion, and Poisson approximations of stochastic systems are presented, allowing one to simplify complex systems and obtain numerically tractable models.The systems discussed in the book include stochastic additive functionals, dynamical systems, stochastic integral functionals, increment processes and impulsive processes. All these systems are switched by Markov and semi-Markov processes whose phase space is considered in asymptotic split and merging schemes. Most of the results from semi-Markov processes are new and presented for the first time in this book.