Controlled Stochastic Processes:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
New York, NY
Springer New York
1979
|
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Beschreibung: | The theory of controlled processes is one of the most recent mathematical theories to show very important applications in modern engineering, particularly 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 controlled 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 |
| Beschreibung: | 1 Online-Ressource (237p) |
| ISBN: | 9781461262022 9781461262046 |
| DOI: | 10.1007/978-1-4612-6202-2 |
Internformat
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Datensatz im Suchindex
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|---|---|
| any_adam_object | |
| author | Gihman, Iosif Il'ich |
| author_facet | Gihman, Iosif Il'ich |
| author_role | aut |
| author_sort | Gihman, Iosif Il'ich |
| author_variant | i i g ii iig |
| building | Verbundindex |
| bvnumber | BV042420458 |
| classification_tum | MAT 000 |
| collection | ZDB-2-SMA ZDB-2-BAE |
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| dewey-full | 510 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 510 - Mathematics |
| dewey-raw | 510 |
| dewey-search | 510 |
| dewey-sort | 3510 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| doi_str_mv | 10.1007/978-1-4612-6202-2 |
| format | Electronic eBook |
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| id | DE-604.BV042420458 |
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| indexdate | 2024-07-10T01:21:07Z |
| institution | BVB |
| isbn | 9781461262022 9781461262046 |
| language | English |
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| spelling | Gihman, Iosif Il'ich Verfasser aut Controlled Stochastic Processes by Iosif Il'ich Gihman, Anatoliĭ Vladimirovich Skorohod New York, NY Springer New York 1979 1 Online-Ressource (237p) txt rdacontent c rdamedia cr rdacarrier The theory of controlled processes is one of the most recent mathematical theories to show very important applications in modern engineering, particularly 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 controlled 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 Mathematics Mathematics, general Mathematik Stochastischer Prozess (DE-588)4057630-9 gnd rswk-swf Regelungstheorie (DE-588)4122327-5 gnd rswk-swf Gesteuerter stochastischer Prozess (DE-588)4157166-6 gnd rswk-swf Stochastische Kontrolltheorie (DE-588)4263657-7 gnd rswk-swf Stochastischer Prozess (DE-588)4057630-9 s 1\p DE-604 Gesteuerter stochastischer Prozess (DE-588)4157166-6 s 2\p DE-604 Stochastische Kontrolltheorie (DE-588)4263657-7 s 3\p DE-604 Regelungstheorie (DE-588)4122327-5 s 4\p DE-604 Skorohod, Anatoliĭ Vladimirovich Sonstige oth https://doi.org/10.1007/978-1-4612-6202-2 Verlag Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 3\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 4\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Gihman, Iosif Il'ich Controlled Stochastic Processes Mathematics Mathematics, general Mathematik Stochastischer Prozess (DE-588)4057630-9 gnd Regelungstheorie (DE-588)4122327-5 gnd Gesteuerter stochastischer Prozess (DE-588)4157166-6 gnd Stochastische Kontrolltheorie (DE-588)4263657-7 gnd |
| subject_GND | (DE-588)4057630-9 (DE-588)4122327-5 (DE-588)4157166-6 (DE-588)4263657-7 |
| title | Controlled Stochastic Processes |
| title_auth | Controlled Stochastic Processes |
| title_exact_search | Controlled Stochastic Processes |
| title_full | Controlled Stochastic Processes by Iosif Il'ich Gihman, Anatoliĭ Vladimirovich Skorohod |
| title_fullStr | Controlled Stochastic Processes by Iosif Il'ich Gihman, Anatoliĭ Vladimirovich Skorohod |
| title_full_unstemmed | Controlled Stochastic Processes by Iosif Il'ich Gihman, Anatoliĭ Vladimirovich Skorohod |
| title_short | Controlled Stochastic Processes |
| title_sort | controlled stochastic processes |
| topic | Mathematics Mathematics, general Mathematik Stochastischer Prozess (DE-588)4057630-9 gnd Regelungstheorie (DE-588)4122327-5 gnd Gesteuerter stochastischer Prozess (DE-588)4157166-6 gnd Stochastische Kontrolltheorie (DE-588)4263657-7 gnd |
| topic_facet | Mathematics Mathematics, general Mathematik Stochastischer Prozess Regelungstheorie Gesteuerter stochastischer Prozess Stochastische Kontrolltheorie |
| url | https://doi.org/10.1007/978-1-4612-6202-2 |
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