Rational matrix equations in stochastic control /

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Bibliographic Details
Author / Creator:	Damm, Tobias.
Imprint:	Berlin ; New York : Springer, ©2004.
Description:	1 online resource (xv, 200 pages) : illustrations.
Language:	English
Series:	Lecture notes in control and information sciences, 0170-8643 ; 297 Lecture notes in control and information sciences ; 297.
Subject:	Stochastic control theory. Matrices. Matrices. Stochastic control theory.
Format:	E-Resource Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/11072926

Hidden Bibliographic Details
ISBN:	9783540400011 354040001X 3540205160 9783540205166
Notes:	Includes bibliographical references (pages 185-195) and index.
Summary:	This book is the first comprehensive treatment of rational matrix equations in stochastic systems, including various aspects of the field, previously unpublished results and explicit examples. Topics include modelling with stochastic differential equations, stochastic stability, reformulation of stochastic control problems, analysis of the rational matrix equation and numerical solutions. Primarily a survey in character, this monograph is intended for researchers, graduate students and engineers in control theory and applied linear algebra.
Other form:	Print version: Damm, Tobias. Rational matrix equations in stochastic control. Berlin ; New York : Springer, ©2004 3540205160

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