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This self-contained, practical, entry-level text integrates the basic principles of applied mathematics, applied probability, and computational science for a clear presentation of stochastic processes and control for jump diffusions in continuous time. The author covers the important problem of controlling these systems and, through the use of a jump calculus construction, discusses the strong role of discontinuous and nonsmooth properties versus random properties in stochastic systems.
Applied and Computational Control, Signals, and Circuits: Recent Developments is an interdisciplinary book blending mathematics, computational mathematics, scientific computing and software engineering with control and systems theory, signal processing, and circuit simulations. The material consists of seven state-of-the-art review chapters, each written by a leading expert in that field. Each of the technical chapters deals exclusively with some of the recent developments involving applications and computations of control, signals and circuits. Also included is a Chapter focusing on the newly developed Fortran-based software library, called SLICOT, for control systems design and analysis. This collection will be an excellent reference work for research scientists, practicing engineers, and graduate level students of control and systems, circuit design, power systems and signal processing.
Praise for the Series:"This book will be a useful reference to control engineers and researchers. The papers contained cover well the recent advances in the field of modern control theory."-IEEE Group Correspondence"This book will help all those researchers who valiantly try to keep abreast of what is new in the theory and practice of optimal control."--Control
Atlas.
This volume contains almost all of the papers that were presented at the Workshop on Stochastic Theory and Control that was held at the Univ- sity of Kansas, 18–20 October 2001. This three-day event gathered a group of leading scholars in the ?eld of stochastic theory and control to discuss leading-edge topics of stochastic control, which include risk sensitive control, adaptive control, mathematics of ?nance, estimation, identi?cation, optimal control, nonlinear ?ltering, stochastic di?erential equations, stochastic p- tial di?erential equations, and stochastic theory and its applications. The workshop provided an opportunity for many stochastic control researchers to network and discuss ...
Contains papers based on talks given at the first AMS-IMS-SIAM Joint Summer Research Conference on Mathematics of Finance held at Snowbird. This book includes such topics as modeling, estimation, optimization, control, and risk assessment and management. It is suitable for students interested in mathematical finance.
The purpose of this annual series, Applied and Computational Control, Signals, and Circuits, is to keep abreast of the fast-paced developments in computational mathematics and scientific computing and their increasing use by researchers and engineers in control, signals, and circuits. The series is dedicated to fostering effective communication between mathematicians, computer scientists, computational scientists, software engineers, theorists, and practicing engineers. This interdisciplinary scope is meant to blend areas of mathematics (such as linear algebra, operator theory, and certain branches of analysis) and computational mathematics (numerical linear algebra, numerical differential e...
Papers presented at the International Symposium on Asymptotic and Computational Analysis, held June 1989, Winnipeg, Man., sponsored by the Dept. of Applied Mathematics, University of Manitoba and the Canadian Applied Mathematics Society.
The June 2001 conference brought together mathematicians, computational scientists, and engineers working on the mathematical and numerical treatment of fluid flow and transport in porous media. This collection of 43 papers from that conference reports on recent advances in network flow modeling, parallel computation, optimization, upscaling, uncertainty reduction, media characterization, and chemically reactive phenomena. Topics include modeling horizontal wells using hybrid grids in reservoir simulation, a high order Lagrangian scheme for flow through unsaturated porous media, and a streamline front tracking method for two- and three- phase flow. No index. Annotation copyrighted by Book News, Inc., Portland, OR.