rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Stochastic Averaging and Stochastic Extremum Seeking
  name:
    name part: Liu, Shu-Jun.
    role:
      role term: creator
    role:
      role term: author.
  name:
    name part: Krstic, Miroslav.
    role:
      role term: author.
  name:
    name part: SpringerLink (Online service)
  type of resource: text
  origin info:
    place:
      place term: xxk
    date issued: 2012
    issuance: monographic
  language:
    language term: eng
  physical description:
    form: electronic
    form: electronic resource
    reformatting quality: access
    form: remote
    extent: XII, 224 p. online resource.
  abstract: Stochastic Averaging and Stochastic Extremum Seeking develops methods of mathematical analysis inspired by the interest in reverse engineering and analysis of bacterial convergence by chemotaxis and to apply similar stochastic optimization techniques in other environments. The first half of the text presents significant advances in stochastic averaging theory, necessitated by the fact that existing theorems are restricted to systems with linear growth, globally exponentially stable average models, vanishing stochastic perturbations, and prevent analysis over infinite time horizon. The second half of the text introduces stochastic extremum seeking algorithms for model-free optimization of systems in real time using stochastic perturbations for estimation of their gradients. Both gradient- and Newton-based algorithms are presented, offering the user the choice between the simplicity of implementation (gradient) and the ability to achieve a known, arbitrary convergence rate (Newton). The design of algorithms for non-cooperative/adversarial games is described. The analysis of their convergence to Nash equilibria is provided. The algorithms are illustrated on models of economic competition and on problems of the deployment of teams of robotic vehicles. Bacterial locomotion, such as chemotaxis in E. coli, is explored with the aim of identifying two simple feedback laws for climbing nutrient gradients. Stochastic extremum seeking is shown to be a biologically plausible interpretation for chemotaxis. For the same chemotaxis-inspired stochastic feedback laws, the book also provides a detailed analysis of convergence for models of nonholonomic robotic vehicles operating in GPS-denied environments. The book contains block diagrams and several simulation examples, including examples arising from bacterial locomotion, multi-agent robotic systems, and economic market models. Stochastic Averaging and Extremum Seeking will be informative for control engineers from backgrounds in el…
  table of contents: Stochastic Averaging for Aymptotic Stability -- Stochastic Averaging for Practical Stability -- Single-parameter Stochastic Extremum Seeking -- Stochastic Source Seeking for Nonholonomic Vehicles -- Stochastic Source Seeking with Tuning of Forward Velocity -- Multi-parameter Stochastic Extremum Seeking and Slope Seeking -- Stochastic Nash Equilibrium Seeking for Games with General Nonlinear Payoffs -- Nash Equilibrium Seeking for Quadratic Games and Application to Oligopoly Markets and Vehicle Deployment -- Newton-based Stochastic Extremum Seeking.
  note: by Shu-Jun Liu, Miroslav Krstic.
  subject:
    topic: Engineering
  subject:
    topic: Systems biology
  subject:
    topic: System theory
  subject:
    topic: Calculus of variations
  subject:
    topic: Control engineering
  subject:
    topic: Robotics
  subject:
    topic: Automation
  subject:
    topic: Economic theory
  subject:
    topic: Engineering
  subject:
    topic: Control
  subject:
    topic: Calculus of Variations and Optimal Control; Optimization
  subject:
    topic: Economic Theory/Quantitative Economics/Mathematical Methods
  subject:
    topic: Systems Biology
  subject:
    topic: Robotics and Automation
  subject:
    topic: Systems Theory, Control
  classification: TJ212-225
  classification: 629.8
  related item:
    title info:
      title: Springer eBooks
  related item:
    title info:
      title: Communications and Control Engineering
  identifier: 9781447140870
  identifier: http://dx.doi.org/10.1007/978-1-4471-4087-0
  record info:
    record creation date: 120615
    record change date: 20151204165444.0
    record identifier: 978-1-4471-4087-0