This book provides robust analysis and synthesis tools for Markovian jump systems in the finite-time domain with specified performances. It explores how these tools can make the systems more applicable to fields such as economic systems, ecological s...Lasīt vairāk
This book provides robust analysis and synthesis tools for Markovian jump systems in the finite-time domain with specified performances. It explores how these tools can make the systems more applicable to fields such as economic systems, ecological s...Lasīt vairāk
The book focuses on analysis and design for positive stochastic jump systems. By using multiple linear co-positive Lyapunov function method and linear programming technique, a basic theoretical framework is formed toward the issues of analysis and de...Lasīt vairāk
The book focuses on analysis and design for positive stochastic jump systems. By using multiple linear co-positive Lyapunov function method and linear programming technique, a basic theoretical framework is formed toward the issues of analysis and de...Lasīt vairāk
(Izdošanas datums: 08-Mar-2022, EPUB+DRM, Izdevniecība: Taylor & Francis Ltd, ISBN-13: 9781000475371)
Diffusion Processes, Jump Processes, and Stochastic Differential Equations provides a compact exposition of the results explaining interrelations between di usion stochastic processes, stochastic di erential equations and the fractional infinitesimal...Lasīt vairāk
(Izdošanas datums: 08-Mar-2022, PDF+DRM, Izdevniecība: Taylor & Francis Ltd, ISBN-13: 9781000475357)
Diffusion Processes, Jump Processes, and Stochastic Differential Equations provides a compact exposition of the results explaining interrelations between di usion stochastic processes, stochastic di erential equations and the fractional infinitesimal...Lasīt vairāk
(Izdošanas datums: 23-Aug-2021, PDF+DRM, Izdevniecība: Taylor & Francis Ltd, ISBN-13: 9781000425970)
This book presents analysis and design for a class of stochastic systems with semi-Markovian jump parameters. It explores systematic analysis of semi-Markovian jump systems via sliding mode control strategy which makes up the shortages in the analysi...Lasīt vairāk
(Izdošanas datums: 23-Aug-2021, EPUB+DRM, Izdevniecība: Taylor & Francis Ltd, ISBN-13: 9781000425994)
This book presents analysis and design for a class of stochastic systems with semi-Markovian jump parameters. It explores systematic analysis of semi-Markovian jump systems via sliding mode control strategy which makes up the shortages in the analysi...Lasīt vairāk
This book focuses on multi-model systems, describing how to apply intelligent technologies to model complex multi-model systems by combining stochastic jumping system, neural network and fuzzy models. It focuses on robust filtering, including finite-...Lasīt vairāk
This book focuses on multi-model systems, describing how to apply intelligent technologies to model complex multi-model systems by combining stochastic jumping system, neural network and fuzzy models. It focuses on robust filtering, including finite-...Lasīt vairāk
This book presents recent advances in control and filter design for Takagi-Sugeno (T-S) fuzzy systems with switched parameters. Thanks to its powerful ability in transforming complicated nonlinear systems into a set of linear subsystems, the T-S fuzz...Lasīt vairāk
This book presents recent advances in control and filter design for Takagi-Sugeno (T-S) fuzzy systems with switched parameters. Thanks to its powerful ability in transforming complicated nonlinear systems into a set of linear subsystems, the T-S fuzz...Lasīt vairāk
This book presents up-to-date research developments and novel methodologies on semi-Markovian jump systems (S-MJS). It presents solutions to a series of problems with new approaches for the control and filtering of S-MJS, including stability analysis...Lasīt vairāk
This book presents up-to-date research developments and novel methodologies on semi-Markovian jump systems (S-MJS). It presents solutions to a series of problems with new approaches for the control and filtering of S-MJS, including stability analysis...Lasīt vairāk
This book presents recent research work on stochastic jump hybrid systems. Specifically, the considered stochastic jump hybrid systems include Markovian jump Ito stochastic systems, Markovian jump linear-parameter-varying (LPV) systems, Markovian j...Lasīt vairāk
(Izdošanas datums: 07-Mar-2016, EPUB+DRM, Izdevniecība: De Gruyter, ISBN-13: 9783110392326)
This monograph is a concise introduction to the stochastic calculus of variations (also known as Malliavin calculus) for processes with jumps. It is written for researchers and graduate students who are interested in Malliavin calculus for jump proce...Lasīt vairāk
(Izdošanas datums: 07-Mar-2016, PDF+DRM, Izdevniecība: De Gruyter, ISBN-13: 9783110378078)
This monograph is a concise introduction to the stochastic calculus of variations (also known as Malliavin calculus) for processes with jumps. It is written for researchers and graduate students who are interested in Malliavin calculus for jump proce...Lasīt vairāk
The book addresses the control issues such as stability analysis, control synthesis and filter design of Markov jump systems with the above three types of TPs, and thus is mainly divided into three parts. Part I studies the Markov jump systems with p...Lasīt vairāk
This monograph is an up-to-date presentation of the analysis and design of singular Markovian jump systems (SMJSs) in which the transition rate matrix of the underlying systems is generally uncertain, partially unknown and designed. The problems addr...Lasīt vairāk
Sērija : Chapman and Hall/CRC Financial Mathematics Series
(Izdošanas datums: 30-Dec-2003, EPUB+DRM, Izdevniecība: Taylor & Francis Inc, ISBN-13: 9781135437930)
WINNER of a Riskbook.com Best of 2004 Book Award!During the last decade, financial models based on jump processes have acquired increasing popularity in risk management and option pricing. Much has been published on the subject, but the technical nat...Lasīt vairāk
Sērija : Chapman and Hall/CRC Financial Mathematics Series
(Izdošanas datums: 30-Dec-2003, PDF+DRM, Izdevniecība: Taylor & Francis Inc, ISBN-13: 9781135437947)
WINNER of a Riskbook.com Best of 2004 Book Award!During the last decade, financial models based on jump processes have acquired increasing popularity in risk management and option pricing. Much has been published on the subject, but the technical nat...Lasīt vairāk
Sērija : Memoirs of the American Mathematical Society
(Izdošanas datums: 01-Mar-2012, PDF+DRM, Izdevniecība: American Mathematical Society, ISBN-13: 9780821885239)
Assume that there is some analytic structure, a differential equation or a stochastic process for example, on a metric space. To describe asymptotic behaviors of analytic objects, the original metric of the space may not be the best one. Every now an...Lasīt vairāk
Sērija : Memoirs of the American Mathematical Society
(Izdošanas datums: 01-Sep-2017, PDF+DRM, Izdevniecība: American Mathematical Society, ISBN-13: 9781470441371)
The text is concerned with a class of two-sided stochastic processes of the form X=W+A. Here W is a two-sided Brownian motion with random initial data at time zero and A\equiv A(W) is a function of W. Elements of the related stochastic calcul...Lasīt vairāk
