Linear-Quadratic Controls in Risk-Averse Decision Making Performance
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 respon
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Khanh D. Pham
Linear-Quadratic Controls in Risk-Averse Decision Making Performance-Measure Statistics and Control Decision Optimization
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Khanh D. Pham The Air Force Research Laboratory Space Vehicles Directorate 3550 Aberdeen Ave. S.E. Kirtland Air Force Base New Mexico, USA
ISSN 2190-8354 ISSN 2191-575X (electronic) ISBN 978-1-4614-5078-8 ISBN 978-1-4614-5079-5 (eBook) DOI 10.1007/978-1-4614-5079-5 Springer New York Heidelberg Dordrecht London Library of Congress Control Number: 2012949189 Mathematics Subject Classification (2010): 60-00, 93cxx, 62-xx, 65k10 © Khanh D. Pham 2013 This work is subject to copyright. All rights are reserved by the Publisher, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilms or in any other physical way, and transmission or information storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology now known or hereafter developed. Exempted from this legal reservation are brief excerpts in connection with reviews or scholarly analysis or material supplied specifically for the purpose of being entered and executed on a computer system, for exclusive use by the purchaser of the work. Duplication of this publication or parts thereof is permitted only under the provisions of the Copyright Law of the Publisher’s location, in its current version, and permission for use must always be obtained from Springer. Permissions for use may be obtained through RightsLink at the Copyright Clearance Center. Violations are liable to prosecution under the respective Copyright Law. The use of general descriptive names, registered names, trademarks, service marks, etc. in this publication does not imply, even in the absence of a specific statement, that such names are exempt from the relevant protective laws and regulations and therefore free for general use. While the advice and information in this book are believed to be true and accurate at the date of publication, neither the authors nor the editors nor the publisher can accept any legal responsibility for any errors or omissions that may be made. The publisher makes no warranty, express or implied, with respect to the material contained herein. Printed on acid-free paper Springer is part of Springer Science+Business Media (www.springer.com)
Dedicated to my Wife Huong Nguyen and my Children An and Duc
Preface
When measuring performance reliability, statistical analysis for probabilistic nature of performance uncertainty is relied on as part of the long-range assessment of reliability. Some
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