Relative Optimization of Continuous-Time and Continuous-State Stochastic Systems
This monograph applies the relative optimization approach to time nonhomogeneous continuous-time and continuous-state dynamic systems. The approach is intuitively clear and does not require deep knowledge of the mathematics of partial differential equatio
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Xi-Ren Cao
Relative Optimization of Continuous-Time and Continuous-State Stochastic Systems
Communications and Control Engineering Series Editors Alberto Isidori, Roma, Italy Jan H. van Schuppen, Amsterdam, The Netherlands Eduardo D. Sontag, Boston, USA Miroslav Krstic, La Jolla, USA
Communications and Control Engineering is a high-level academic monograph series publishing research in control and systems theory, control engineering and communications. It has worldwide distribution to engineers, researchers, educators (several of the titles in this series find use as advanced textbooks although that is not their primary purpose), and libraries. The series reflects the major technological and mathematical advances that have a great impact in the fields of communication and control. The range of areas to which control and systems theory is applied is broadening rapidly with particular growth being noticeable in the fields of finance and biologically-inspired control. Books in this series generally pull together many related research threads in more mature areas of the subject than the highly-specialised volumes of Lecture Notes in Control and Information Sciences. This series’s mathematical and control-theoretic emphasis is complemented by Advances in Industrial Control which provides a much more applied, engineering-oriented outlook. Indexed by SCOPUS and Engineering Index. Publishing Ethics: Researchers should conduct their research from research proposal to publication in line with best practices and codes of conduct of relevant professional bodies and/or national and international regulatory bodies. For more details on individual ethics matters please see: https://www.springer.com/gp/authors-editors/journal-author/journal-authorhelpdesk/publishing-ethics/14214
More information about this series at http://www.springer.com/series/61
Xi-Ren Cao
Relative Optimization of Continuous-Time and Continuous-State Stochastic Systems
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Xi-Ren Cao Department of Automation Shanghai Jiao Tong University Shanghai, China Professor Emeritus, Department of Electrical and Computer Engineering The Hong Kong University of Science and Technology Kowloon, Hong Kong
ISSN 0178-5354 ISSN 2197-7119 (electronic) Communications and Control Engineering ISBN 978-3-030-41845-8 ISBN 978-3-030-41846-5 (eBook) https://doi.org/10.1007/978-3-030-41846-5 Mathematics Subject Classification (2010): 49Kxx, 49Q12, 60G17, 62L15, 60H05, 60H10, 60J25, 60J55, 60J60, 60J65, 93C73, 93E20, 93E35 © Springer Nature Switzerland AG 2020 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. The use of general descriptive names, registered names, trademarks, s
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