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2051952

9783540205166

Rational Matrix Equations in Stochastic Control

Rational Matrix Equations in Stochastic Control
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Product details

  • ISBN-13: 9783540205166
  • ISBN: 3540205160
  • Publication Date: 2004
  • Publisher: Springer

AUTHOR

Damm, Tobias

SUMMARY

A comprehensive treatment of rational matrix equations in stochastic systems, this volume covers topics including modeling with stochastic differential equations, stochastic stability, reformulation of stochastic control problems, analysis of the rational matrix equation & numerical solutions.Damm, Tobias is the author of 'Rational Matrix Equations in Stochastic Control', published 2004 under ISBN 9783540205166 and ISBN 3540205160.

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