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Linear stochastic systems are successfully used to provide mathematical models for real processes in fields such as aerospace engineering, communications, manufacturing, finance and economy. This monograph presents a useful methodology for the control of such stochastic systems with a focus on robust stabilization in the mean square, linear quadratic control, the disturbance attenuation problem, and robust stabilization with respect to dynamic and parametric uncertainty. Systems with both multiplicative white noise and Markovian jumping are covered. Key Features: -Covers the necessary pre-requisites from probability theory, stochastic processes, stochastic integrals and stochastic differential equations -Includes detailed treatment of the fundamental properties of stochastic systems subjected both to multiplicative white noise and to jump Markovian perturbations -Systematic presentation leads the reader in a natural way to the original results -New theoretical results accompanied by detailed numerical examples -Proposes new numerical algorithms to solve coupled matrix algebraic Riccati equations. The unique monograph is geared to researchers and graduate students in advanced control engineering, applied mathematics, mathematical systems theory and finance. It is also accessible to undergraduate students with a fundamental knowledge in the theory of stochastic systems.

Robust control --- Linear systems. --- Stochastic systems. --- Mathematical models. --- Systems, Stochastic --- Stochastic processes --- System analysis --- Systems, Linear --- Differential equations, Linear --- System theory --- Robustness (Control systems) --- Automatic control --- System theory. --- Distribution (Probability theory. --- Numerical analysis. --- Systems Theory, Control. --- Probability Theory and Stochastic Processes. --- Numerical Analysis. --- Mathematical analysis --- Distribution functions --- Frequency distribution --- Characteristic functions --- Probabilities --- Systems, Theory of --- Systems science --- Science --- Philosophy --- Systems theory. --- Distribution (Probability theory) --- Probabilities. --- Probability --- Statistical inference --- Combinations --- Mathematics --- Chance --- Least squares --- Mathematical statistics --- Risk

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In this monograph the authors develop a theory for the robust control of discrete-time stochastic systems, subjected to both independent random perturbations and to Markov chains. Such systems are widely used to provide mathematical models for real processes in fields such as aerospace engineering, communications, manufacturing, finance and economy. The theory is a continuation of the authors’ work presented in their previous book entitled "Mathematical Methods in Robust Control of Linear Stochastic Systems" published by Springer in 2006. Key features: - Provides a common unifying framework for discrete-time stochastic systems corrupted with both independent random perturbations and with Markovian jumps which are usually treated separately in the control literature - Covers preliminary material on probability theory, independent random variables, conditional expectation and Markov chains - Proposes new numerical algorithms to solve coupled matrix algebraic Riccati equations - Leads the reader in a natural way to the original results through a systematic presentation - Presents new theoretical results with detailed numerical examples The monograph is geared to researchers and graduate students in advanced control engineering, applied mathematics, mathematical systems theory and finance. It is also accessible to undergraduate students with a fundamental knowledge in the theory of stochastic systems.

Discrete-time systems -- Mathematical models. --- Linear systems -- Mathematical models. --- Robust control -- Mathematical models. --- Stochastic systems -- Mathematical models. --- Robust control --- Discrete-time systems --- Linear systems --- Stochastic systems --- Mathematical models. --- Systems, Stochastic --- Systems, Linear --- DES (System analysis) --- Discrete event systems --- Sampled-data systems --- Robustness (Control systems) --- Mathematics. --- Applied mathematics. --- Engineering mathematics. --- System theory. --- Numerical analysis. --- Mathematical optimization. --- Probabilities. --- Robotics. --- Automation. --- Applications of Mathematics. --- Robotics and Automation. --- Probability Theory and Stochastic Processes. --- Systems Theory, Control. --- Optimization. --- Numerical Analysis. --- Stochastic processes --- System analysis --- Differential equations, Linear --- System theory --- Digital control systems --- Linear time invariant systems --- Automatic control --- Distribution (Probability theory. --- Systems theory. --- Mathematical analysis --- Optimization (Mathematics) --- Optimization techniques --- Optimization theory --- Systems optimization --- Maxima and minima --- Operations research --- Simulation methods --- Distribution functions --- Frequency distribution --- Characteristic functions --- Probabilities --- Math --- Science --- Automatic factories --- Automatic production --- Computer control --- Engineering cybernetics --- Factories --- Industrial engineering --- Mechanization --- Assembly-line methods --- Automatic machinery --- CAD/CAM systems --- Robotics --- Automation --- Machine theory --- Systems, Theory of --- Systems science --- Probability --- Statistical inference --- Combinations --- Mathematics --- Chance --- Least squares --- Mathematical statistics --- Risk --- Engineering --- Engineering analysis --- Philosophy

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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).

Mathematics --- Operational research. Game theory --- Probability theory --- Applied physical engineering --- Engineering sciences. Technology --- waarschijnlijkheidstheorie --- stochastische analyse --- systeemtheorie --- wiskunde --- systeembeheer --- ingenieurswetenschappen --- kansrekening

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This book is the result of an impeccable scientific collaboration between Ovidius University of Constanta, Romania, and the International Union of Judicial Officers. Collaboration between academics and legal practitioners is essential for many aspects of the legal field and its development in general. This volume focus one the two phases of the civil process: the effectiveness of the judicial title, which is represented by the court decision issued by the competent court in the trial phase, and which, to be effective, must comply with the law, be clear, and precisely outline the rights and obligations of the parties involved in the dispute; and the enforcement of the judicial title, which involves carrying out the judgment with the help of state coercion to ensure compliance with the rights and obligations established by the court. The effectiveness of executing the judicial title, as the second phase of the civil process, depends on the ability of competent authorities (e.g. judicial officers) to enforce this title and guarantee its execution with accuracy and speed. For these reasons, the scholarly works in this book, compiled by prestigious academics and practitioners, will certainly pique the interest of legal theorists and professionals and potentially students or doctoral candidates interested in studying the doctrines and jurisprudence relevant to the two phases of the civil process: judgment and enforcement. Cet ouvrage est le fruit d’une collaboration scientifique menée par l’Université Ovidius de Constanta, Roumanie, et l’Union Internationale des Huissiers de Justice. La collaboration entre universitaires et praticiens du droit est essentielle pour de nombreux aspects du domaine juridique et pour son développement en général. Ce volume se penche ici sur les deux phases du processus civil : l’effectivité du titre judiciaire, qui est représentée par la décision de justice ordonnée par le tribunal compétent en première phase de processus civil, et qui, pour être effective, doit être délivrée dans le respect de la loi, être claire et énoncer avec précision les droits et obligations des parties impliquées dans le litige ; et l’exécution du titre judiciaire, qui implique la manière d’exécuter, avec l’aide de la coercition de l’État, les dispositions du jugement prononcé pour assurer le respect des droits et obligations établis par le tribunal. L’efficacité de l’exécution du titre judiciaire en tant que deuxième phase du processus civil dépend de la capacité des autorités compétentes (par exemple, les huissiers) à faire respecter ce titre et à garantir l’exécution correcte et avec célérité de ces dispositions. Au regard de ces considérations, les travaux de ce livre, compilés par des universitaires et praticiens prestigieux, susciteront certainement l’intérêt des théoriciens et professionnels du droit, et pourquoi pas des étudiants ou doctorants intéressés par l’étude de la doctrine et de la jurisprudence pertinentes en matière des deux phases du processus civil : jugement et exécution.

Law of civil procedure --- Judgments --- Executions (Law) --- Comparative law --- Jugements --- Voies d'exécution --- Droit comparé --- E-books --- Huissiers de justice. --- Efficacité du droit. --- Voies d'exécution. --- Efficacité du droit --- Effectivité et validité du droit --- Belgique --- Etats-Unis --- Moldavie --- France