The Markov chain approximation methods are widely used for the numerical solution of nonlinear stochastic control problems in continuous time. This book extends the methods to stochastic systems with delays. The book ...
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ISBN:
(数字)9780817646219
ISBN:
(纸本)9780817645342
The Markov chain approximation methods are widely used for the numerical solution of nonlinear stochastic control problems in continuous time. This book extends the methods to stochastic systems with delays. The book is the first on the subject and will be of great interest to all those who work with stochastic delay equations and whose main interest is either in the use of the algorithms or in the mathematics. An excellent resource for graduate students, researchers, and practitioners, the work may be used as a graduate-level textbook for a special topics course or seminar on numerical methods in stochastic control
Life has many surprises. One of the best surprises is meeting a caring mentor, an encouraging collaborator, or an enthusiastic friend. This volume is a tribute to P- fessor Michael K. Sain, who is such a teacher,colle...
ISBN:
(数字)9780817647957
ISBN:
(纸本)9780817647940
Life has many surprises. One of the best surprises is meeting a caring mentor, an encouraging collaborator, or an enthusiastic friend. This volume is a tribute to P- fessor Michael K. Sain, who is such a teacher,colleague,and *** the beautiful fall day of October 27, 2007, friends, families, colleagues, and former students ga- ered at a workshop held in Notre Dame, Indiana. This workshop brought together many people whose lives have been touched by Mike to celebrate his milestone 70th birthday, and to congratulate him on his contributions in the elds of systems, c- cuits, and control. Mike was born on March 22, 1937, in St. Louis, Missouri. After obtaining his B.S.E.E. and M.S.E.E. at St. Louis University, he went on to study at the University of Illinois at Urbana-Champaignfor his doctoral degree. With his Ph.D. degree c- plete, he came to the University of Notre Dame in 1965 as an assistant professor. He became an associate professor in 1968, a full professor in 1972, and the Frank M. Freimann Chair in Electrical Engineering in 1982. He has remained at and loved the University of Notre Dame for over 40 years. Mike also held a number of consu- ing jobs throughout his career. Most notably, he consulted with the Energy controls Division of Allied-Bendix Aerospace from 1976 to 1988 and the North American Operations branch of the Research and Development Laboratory of General Motors Corporation for a decade, 1984-1994.
Many control problems can be naturally formulated, analyzed, and solved in a set-theoretic context. Sets appear naturally when three aspects, which are crucial in controlsystems design, are considered: constraints, u...
ISBN:
(数字)9780817646066
ISBN:
(纸本)9780817632557
Many control problems can be naturally formulated, analyzed, and solved in a set-theoretic context. Sets appear naturally when three aspects, which are crucial in controlsystems design, are considered: constraints, uncertainties, anddesignspeci'***,setsarethemostappropriatelanguage to specify severalsystem performances, for instance when we areinterested in determining the domain of attraction, in measuring the e'ect of a persistent noise in a feedback loop or in bounding the error of an estimation algorithm. From a conceptual point of view, the peculiarity of the material presented in this book lies in the fact that sets are not only terms of the formulation, but they play an active role in the solution of the problems as well. Generally speaking, in the control theory context, all the techniques which are theore- cally based on some properties of subsets of the state-space could be referred to as set-theoretic methods. The most popular and clear link is that with Lyapunov theory and positive invariance. Lyapunov functions are positi- de'nite energy-type functions of the state variables, which have the property of being decreasing in time and are fundamental tools to guarantee stability. Besides, their sublevel sets are positively invariant and thus their shape is quite meaningful to characterize the system dynamics, a key point which will be enlightened in the present book. The invariance property will be shown to be fundamental in dealing with problems such as saturating control, noise suppression, model-predictive control, and many others.
This monograph presents new constructive design methods for boundary stabilization and boundary estimation for several classes of benchmark problems in flow control, with potential applications to turbulence control, ...
ISBN:
(数字)9780817646998
ISBN:
(纸本)9780817646981
This monograph presents new constructive design methods for boundary stabilization and boundary estimation for several classes of benchmark problems in flow control, with potential applications to turbulence control, weather forecasting, and plasma control. One of the main features of the book is a unique "backstepping" approach to parabolic partial differential equations, which yields not only the stabilization of the flow, but also the explicit solvability of the closed-loop system. The work is an excellent reference for a broad, interdisciplinary engineering and mathematics audience: control theorists, fluid mechanicists, mechanical engineers, aerospace engineers, chemical engineers, electrical engineers, applied mathematicians, as well as research and graduate students in these fields.
This book addresses the design of such tools for correct-by-construction synthesis of supervisors for systems and specifications represented in the discrete-event framework. The approach employed uses Petri nets as di...
ISBN:
(数字)9780817644888
ISBN:
(纸本)9780817643577
This book addresses the design of such tools for correct-by-construction synthesis of supervisors for systems and specifications represented in the discrete-event framework. The approach employed uses Petri nets as discrete-event models and structural methods for the synthesis of supervisors, and may lead to significant computational benefits. Highlighting recent progress in the design of supervisors by structural methods, the book represents a novel contribution to the field. One of the main features of the presentation is the demonstration that structural methods can address a variety of supervisor specifications under diverse supervision settings.
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