Skip to main content
  • Book
  • © 1979

Controlled Stochastic Processes

Buying options

eBook USD 79.99
Price excludes VAT (USA)
  • ISBN: 978-1-4612-6202-2
  • Instant PDF download
  • Readable on all devices
  • Own it forever
  • Exclusive offer for individuals only
  • Tax calculation will be finalised during checkout
Softcover Book USD 99.99
Price excludes VAT (USA)

This is a preview of subscription content, access via your institution.

Table of contents (3 chapters)

  1. Front Matter

    Pages i-vii
  2. Discrete-Parameter Controlled Stochastic Processes

    • Iosif Il’ich Gihman, Anatoliĭ Vladimirovich Skorohod
    Pages 1-78
  3. Continuous-Time Control Processes

    • Iosif Il’ich Gihman, Anatoliĭ Vladimirovich Skorohod
    Pages 79-115
  4. Controlled Stochastic Differential Equations

    • Iosif Il’ich Gihman, Anatoliĭ Vladimirovich Skorohod
    Pages 116-226
  5. Back Matter

    Pages 227-237

About this book

The theory of controlled processes is one of the most recent mathematical theories to show very important applications in modern engineering, parti­ cularly for constructing automatic control systems, as well as for problems of economic control. However, actual systems subject to control do not admit a strictly deterministic analysis in view of random factors of various kinds which influence their behavior. Such factors include, for example, random noise occurring in the electrical system, variations in the supply and demand of commodities, fluctuations in the labor force in economics, and random failures of components on an automated line. The theory of con­ trolled processes takes the random nature of the behavior of a system into account. In such cases it is natural, when choosing a control strategy, to proceed from the average expected result, taking note of all the possible variants of the behavior of a controlled system. An extensive literature is devoted to various economic and engineering systems of control (some of these works are listed in the Bibliography). is no text which adequately covers the general However, as of now there mathematical theory of controlled processes. The authors ofthis monograph have attempted to fill this gap. In this volume the general theory of discrete-parameter (time) controlled processes (Chapter 1) and those with continuous-time (Chapter 2), as well as the theory of controlled stochastic differential equations (Chapter 3), are presented.

Keywords

  • Kontrolle (Math.)
  • Markov chain
  • Markov process
  • Stochastic processes
  • Stochastischer Prozess
  • diffusion process
  • stochastic process

Authors and Affiliations

  • Institute of Applied Mathematics and Mechanics, Academy of Sciences of the Ukranian SSR, Donetsk, USSR

    Iosif Il’ich Gihman

  • Institute of Mathematics, Academy of Sciences of the Ukranian SSR, Kiev, USSR

    Anatoliĭ Vladimirovich Skorohod

Bibliographic Information

  • Book Title: Controlled Stochastic Processes

  • Authors: Iosif Il’ich Gihman, Anatoliĭ Vladimirovich Skorohod

  • DOI: https://doi.org/10.1007/978-1-4612-6202-2

  • Publisher: Springer New York, NY

  • eBook Packages: Springer Book Archive

  • Copyright Information: Springer-Verlag New York Inc. 1979

  • Softcover ISBN: 978-1-4612-6204-6

  • eBook ISBN: 978-1-4612-6202-2

  • Edition Number: 1

  • Number of Pages: 237

  • Additional Information: Original Russian edition with the title: Upravliamye slucajnye processy

  • Topics: Probability Theory

Buying options

eBook USD 79.99
Price excludes VAT (USA)
  • ISBN: 978-1-4612-6202-2
  • Instant PDF download
  • Readable on all devices
  • Own it forever
  • Exclusive offer for individuals only
  • Tax calculation will be finalised during checkout
Softcover Book USD 99.99
Price excludes VAT (USA)