Accession Number:

AD0662119

Title:

STOCHASTIC STABILITY AND CONTROL,

Descriptive Note:

Corporate Author:

BROWN UNIV PROVIDENCE RI

Personal Author(s):

Report Date:

1967-01-01

Pagination or Media Count:

175.0

Abstract:

The book contains an exposition of the stochastic Liapunov function approach to the study of Markov processes. The numerous applications of the approach to control theory are considered. Much of the material is new and is expected to be as important to Markov process and stochastic control theory as the ordinary Liapunov theory is to ordinary differential equations and control theory. Topics include sufficient conditions for various asympototic properties, estimates of path excursions and moments, first passage time estimates, optimal control and design of controls satisfying given stability or cost conditions. Author

Subject Categories:

  • Operations Research

Distribution Statement:

APPROVED FOR PUBLIC RELEASE