Max-Plus Linear Stochastic Systems and Perturbation Analysis

Max-Plus Linear Stochastic Systems and Perturbation Analysis PDF Author: Bernd F. Heidergott
Publisher: Springer Science & Business Media
ISBN: 0387389954
Category : Computers
Languages : en
Pages : 324

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Book Description
This book provides a thorough review and explanation of the theory of stochastic max-plus linear systems, which has seen rapid advances in the last decade. The coverage includes modeling issues and stability theory for stochastic max-plus systems, perturbation analysis of max-plus systems, developing a calculus for differentiation of max-plus systems. This leads to numerical evaluations of performance indices of max-plus linear stochastic systems, such as the Lyapunov exponent or waiting times.

Max-Plus Linear Stochastic Systems and Perturbation Analysis

Max-Plus Linear Stochastic Systems and Perturbation Analysis PDF Author: Bernd Heidergott
Publisher: Springer
ISBN: 9781441941985
Category : Computers
Languages : en
Pages : 0

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Book Description
This book provides a thorough review and explanation of the theory of stochastic max-plus linear systems, which has seen rapid advances in the last decade. The coverage includes modeling issues and stability theory for stochastic max-plus systems, perturbation analysis of max-plus systems, developing a calculus for differentiation of max-plus systems. This leads to numerical evaluations of performance indices of max-plus linear stochastic systems, such as the Lyapunov exponent or waiting times.

Max-Plus Linear Stochastic Systems and Perturbation Analysis

Max-Plus Linear Stochastic Systems and Perturbation Analysis PDF Author: Bernd Heidergott
Publisher: Springer
ISBN: 9780387514673
Category : Computers
Languages : en
Pages : 0

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Book Description
This book provides a thorough review and explanation of the theory of stochastic max-plus linear systems, which has seen rapid advances in the last decade. The coverage includes modeling issues and stability theory for stochastic max-plus systems, perturbation analysis of max-plus systems, developing a calculus for differentiation of max-plus systems. This leads to numerical evaluations of performance indices of max-plus linear stochastic systems, such as the Lyapunov exponent or waiting times.

Quantitative Evaluation of Systems

Quantitative Evaluation of Systems PDF Author: Gethin Norman
Publisher: Springer
ISBN: 3319106961
Category : Computers
Languages : en
Pages : 435

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Book Description
This book constitutes the proceedings of the 11th International Conference on Quantitative Evaluation of Systems, QEST 2014, held in Florence, Italy, in September 2014. The 24 full papers and 5 short papers included in this volume were carefully reviewed and selected from 61 submissions. They are organized in topical sections named: Kronecker and product form methods; hybrid systems; mean field/population analysis; models and tools; simulation; queueing, debugging and tools; process algebra and equivalences; automata and Markov process theory; applications, theory and tools; and probabilistic model checking.

Human-Computer Systems Interaction

Human-Computer Systems Interaction PDF Author: Zdzisław S. Hippe
Publisher: Springer
ISBN: 3319621203
Category : Technology & Engineering
Languages : en
Pages : 203

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Book Description
This book presents a fascinating, state-of-the-art collection of papers on the recent advances in human-computer systems interaction (H-CSI). It offers a detailed description of the status quo in the H-CSI field and also provides a solid base for further development and research in the area. The content is divided into three parts: I. Aid systems for disabled people; II. Decision-making support systems; and III. Information and communication systems. It is intended for a wide audience of readers who are not necessarily experts in computer science, machine learning or knowledge engineering, but are interested in human-computer systems interaction, and the combination of general and specific papers offers readers deeper insights than might be gleaned from research papers or talks at conferences. It touches on all the current hot topics in the field of H-CSI.

Measure-valued differentiations for finite products of measures

Measure-valued differentiations for finite products of measures PDF Author: Haralambie Leahu
Publisher: Rozenberg Publishers
ISBN: 9051709056
Category :
Languages : en
Pages : 160

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Book Description


Mathematical Methods in Robust Control of Linear Stochastic Systems

Mathematical Methods in Robust Control of Linear Stochastic Systems PDF Author: Vasile Dragan
Publisher: Springer Science & Business Media
ISBN: 1461486637
Category : Science
Languages : en
Pages : 455

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Book Description
This second edition of Mathematical Methods in the Robust Control of Linear Stochastic Systems includes a large number of recent results in the control of linear stochastic systems. More specifically, the new results presented are: - A unified and abstract framework for Riccati type equations arising in the stochastic control - Stability and control problems for systems perturbed by homogeneous Markov processes with infinite number of states - Mixed H2 / H∞ control problem and numerical procedures - Linear differential equations with positive evolution on ordered Banach spaces with applications for stochastic systems including both multiplicative white noise and Markovian jumps represented by a Markov chain with countable infinite set of states - Kalman filtering for stochastic systems subject both to state dependent noise and Markovian jumps - H∞ reduced order filters for stochastic systems The book will appeal to graduate students, researchers in advanced control engineering, finance, mathematical systems theory, applied probability and stochastic processes, and numerical analysis. From Reviews of the First Edition: This book is concerned with robust control of stochastic systems. One of the main features is its coverage of jump Markovian systems. ... Overall, this book presents results taking into consideration both white noise and Markov chain perturbations. It is clearly written and should be useful for people working in applied mathematics and in control and systems theory. The references cited provide further reading sources. (George Yin, Mathematical Reviews, Issue 2007 m) This book considers linear time varying stochastic systems, subjected to white noise disturbances and system parameter Markovian jumping, in the context of optimal control ... robust stabilization, and disturbance attenuation. ... The material presented in the book is organized in seven chapters. ... The book is very well written and organized. ... is a valuable reference for all researchers and graduate students in applied mathematics and control engineering interested in linear stochastic time varying control systems with Markovian parameter jumping and white noise disturbances. (Zoran Gajic, SIAM Review, Vol. 49 (3), 2007)

Two-Scale Stochastic Systems

Two-Scale Stochastic Systems PDF Author: Yuri Kabanov
Publisher: Springer Science & Business Media
ISBN: 3662132427
Category : Mathematics
Languages : en
Pages : 274

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Book Description
Two-scale systems described by singularly perturbed SDEs have been the subject of ample literature. However, this new monograph develops subjects that were rarely addressed and could be given the collective description "Stochastic Tikhonov-Levinson theory and its applications." The book provides a mathematical apparatus designed to analyze the dynamic behaviour of a randomly perturbed system with fast and slow variables. In contrast to the deterministic Tikhonov-Levinson theory, the basic model is described in a more realistic way by stochastic differential equations. This leads to a number of new theoretical questions but simultaneously allows us to treat in a unified way a surprisingly wide spectrum of applications like fast modulations, approximate filtering, and stochastic approximation.Two-scale systems described by singularly perturbed SDEs have been the subject of ample literature. However, this new monograph develops subjects that were rarely addressed and could be given the collective description "Stochastic Tikhonov-Levinson theory and its applications." The book provides a mathematical apparatus designed to analyze the dynamic behaviour of a randomly perturbed system with fast and slow variables. In contrast to the deterministic Tikhonov-Levinson theory, the basic model is described in a more realistic way by stochastic differential equations. This leads to a number of new theoretical questions but simultaneously allows us to treat in a unified way a surprisingly wide spectrum of applications like fast modulations, approximate filtering, and stochastic approximation.

23rd DASC

23rd DASC PDF Author:
Publisher:
ISBN:
Category : Air traffic control
Languages : en
Pages : 988

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Book Description


Nonlinear Dynamics of Production Systems

Nonlinear Dynamics of Production Systems PDF Author: Günter Radons
Publisher: John Wiley & Sons
ISBN: 3527606483
Category : Science
Languages : en
Pages : 647

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Book Description
This reference work provides a comprehensive insight into past developments in the application of non-linear dynamics, such as production systems in the manufacturing and process engineering, mechanical engineering and plant construction and automation technology. As such, it is the first publication to document the successful implementation of non-linear dynamics into current tasks or problems of engineering thus far unsolved. The interdisciplinary team of contributors from research and industry establishes ties between mechanical methods of manufacturing and new methods reaching the dynamics of production lines and complete production systems.