Optimal Control of Stochastic Difference Volterra Equations An Introduction /

• Main Author: Shaikhet, Leonid (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2015.
• Series: Studies in Systems, Decision and Control, 17
• Subjects: Engineering.; System theory.; Calculus of variations.; Control engineering.; Control.; Systems Theory, Control.; Calculus of Variations and Optimal Control; Optimization.

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...

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.