Linear-Quadratic Controls in Risk-Averse Decision Making - Performance-Measure Statistics and Control Decision Optimization (Paperback, 2013 ed.)

Linear-Quadratic Controls in Risk-Averse Decision Making cuts across control engineering (control feedback and decision optimization) and statistics (post-design performance analysis) with a common theme: reliability increase seen from the responsive angle of incorporating and engineering multi-level performance robustness beyond the long-run average performance into control feedback design and decision making and complex dynamic systems from the start. This monograph provides a complete description of statistical optimal control (also known as cost-cumulant control) theory. In control problems and topics, emphasis is primarily placed on major developments attained and explicit connections between mathematical statistics of performance appraisals and decision and control optimization. Chapter summaries shed light on the relevance of developed results, which makes this monograph suitable for graduate-level lectures in applied mathematics and electrical engineering with systems-theoretic concentration, elective study or a reference for interested readers, researchers, and graduate students who are interested in theoretical constructs and design principles for stochastic controlled systems. "

General

Imprint:	Springer-Verlag New York
Country of origin:	United States
Series:	SpringerBriefs in Optimization
Release date:	October 2012
First published:	2013
Authors:	Khanh D. Pham
Dimensions:	235 x 155 x 8mm (L x W x T)
Format:	Paperback
Pages:	150
Edition:	2013 ed.
ISBN-13:	978-1-4614-5078-8
Categories:	Books > Science & Mathematics > Mathematics > Calculus & mathematical analysis > Calculus of variations Books > Science & Mathematics > Mathematics > Optimization > General Books > Science & Mathematics > Mathematics > Applied mathematics > Mathematics for scientists & engineers Books > Science & Mathematics > Mathematics > Applied mathematics > Non-linear science
LSN:	1-4614-5078-0
Barcode:	9781461450788

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