Description

Book Synopsis

1. Preliminaries.- 2. Linear Differential Equations with Jumps Generating a Positive Evolution on an Ordered Banach Space.- 3. Stability of Systems of Stochastic Linear Differential Equations with Jumps.- 4. Structural Properties of Linear Stochastic Systems with Jumps.- 5. A Class of Generalized Matrix Riccati Differential Equations with Jumps.- 6. Linear Quadratic Optimal Control Problems for Linear Stochastic Systems with Jumps.- 7. H2 Optimal Control and H2 Optimal Filtering for Stochastic Linear Systems with Jumps.- 8. Robust Control with Respect to the Parametric Uncertainties of a Stochastic Linear System with Jumps.

Robust Control of Jump Linear Stochastic Systems

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    A Hardback by Vasile Dragan

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      Book details

      Publisher Springer
      Published 16 April 2025
      ISBN-13 9783031840692
      978-3031840692
      Also in:
      Cybernetics and systems theory

      Description

      Book Synopsis

      1. Preliminaries.- 2. Linear Differential Equations with Jumps Generating a Positive Evolution on an Ordered Banach Space.- 3. Stability of Systems of Stochastic Linear Differential Equations with Jumps.- 4. Structural Properties of Linear Stochastic Systems with Jumps.- 5. A Class of Generalized Matrix Riccati Differential Equations with Jumps.- 6. Linear Quadratic Optimal Control Problems for Linear Stochastic Systems with Jumps.- 7. H2 Optimal Control and H2 Optimal Filtering for Stochastic Linear Systems with Jumps.- 8. Robust Control with Respect to the Parametric Uncertainties of a Stochastic Linear System with Jumps.

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