Linear-Quadratic Controls in Risk-Averse Decision Making: Performance-Measure Statistics and Control Decision Optimization

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Springer Science & Business Media, Oct 23, 2012 - Mathematics - 150 pages
Linear-Quadratic Controls in Risk-Averse Decision Making cuts across control engineering (control feedback and decision optimization) and statistics (post-design performance analysis) with a common theme: reliability increase seen from the responsive angle of incorporating and engineering multi-level performance robustness beyond the long-run average performance into control feedback design and decision making and complex dynamic systems from the start. This monograph provides a complete description of statistical optimal control (also known as cost-cumulant control) theory. In control problems and topics, emphasis is primarily placed on major developments attained and explicit connections between mathematical statistics of performance appraisals and decision and control optimization. Chapter summaries shed light on the relevance of developed results, which makes this monograph suitable for graduate-level lectures in applied mathematics and electrical engineering with systems-theoretic concentration, elective study or a reference for interested readers, researchers, and graduate students who are interested in theoretical constructs and design principles for stochastic controlled systems.
 

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Contents

Chapter 1 Introduction
1
Chapter 2 RiskAverse Control of LinearQuadratic Tracking Problems
7
Chapter 3 Overtaking Tracking Problems in RiskAverse Control
31
Chapter 4 Performance Risk Management in Servo Systems
48
Chapter 5 RiskAverse Control Problems in ModelFollowing Systems
67
Chapter 6 Incomplete Feedback Design in ModelFollowing Systems
87
Chapter 7 Reliable Control for Stochastic Systems with Low Sensitivity
106
Chapter 8 OutputFeedback Control for Stochastic Systems with LowSensitivity
125
Chapter 9 Epilogue
145
Index
148
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