Introduction to stochastic control

Science & Math

Kushner, Harold

Mathematics

HOLT. RINEHART AND WINSTON

Approximation and Weak Convergence Methods for Random Processes with Applications to Stochastic Systems Theory (Signal Processing, Optimization, and Control)

Control and communications engineers, physicists, and probability theorists, among others, will find this book unique. It contains a detailed development of approximation and limit theorems and methods for random processes and applies them to numerous problems of practical importance. In particular, it develops usable and broad conditions and techniques for showing that a sequence of processes converges to a Markov diffusion or jump process. This is useful when the natural physical model is quite complex, in which case a simpler approximation la diffusion process, for example) is usually made.The book simplifies and extends some important older methods and develops some powerful new ones applicable to a wide variety of limit and approximation problems. The theory of weak convergence of probability measures is introduced along with general and usable methods (for example, perturbed test function, martingale, and direct averaging) for proving tightness and weak convergence.Kushner's study begins with a systematic development of the method. It then treats dynamical system models that have state-dependent noise or nonsmooth dynamics. Perturbed Liapunov function methods are developed for stability studies of nonMarkovian problems and for the study of asymptotic distributions of non-Markovian systems. Three chapters are devoted to applications in control and communication theory (for example, phase-locked loops and adoptive filters). Smallnoise problems and an introduction to the theory of large deviations and applications conclude the book.Harold J. Kushner is Professor of Applied Mathematics and Engineering at Brown University and is one of the leading researchers in the area of stochastic processes concerned with analysis and synthesis in control and communications theory. This book is the sixth in The MIT Press Series in Signal Processing, Optimization, and Control, edited by Alan S. Willsky.

Computers & Technology

Computer Science

MIT Press]

Cuando su hijo fue diagnosticado a los tres años de edad con una enfermedad degenerativa que acortaría su vida en la adolescencia, Harold Kushner se enfrentó a una de las preguntas más angustiantes en la vida: ¿Por qué, Dios? Años más tarde, el rabino Kushner escribió esta contemplación sencilla y elegante de las dudas y temores que surgen cuando una tragedia nos golpea la puerta. Kushner comparte su sabiduría como rabino, como padre, como lector y como ser humano. Con múltiples imitaciones que no han logrado superar este original, Cuando a la gente buena le pasan cosas malas es un clásico que nos ofrece pensamientos claros y consolación en períodos de dolor y tristeza.

Cuando a la gente buena le pasan cosas malas / When Bad Things Happen to Good Pe ople (Spanish Edition)

Self-Help

Death & Grief

Vintage Espanol

"If there were a quick fix for our troubled globe, it would be the profoundly tolerant message, teeming with humanity, at the heart of this book." --Thomas Moore From the author of When Bad Things Happen to Good People comes an inspiring new bestseller that puts human feelings of guilt and inadequacy in perspective -- and teaches us how we can learn to accept ourselves and others even when we and they are less than perfect. How Good Do We Have to Be? is for everyone who experiences that sense of guilt and disappointment. Harold Kushner, writing with his customary generosity and wisdom, shows us how human life is too complex for anyone to live it without making mistakes, and why we need not fear the loss of God's love when we are less than perfect. Harold Kushner begins by offering a radically new interpretation of the story of Adam and Eve, which he sees as a tale of Paradise Outgrown rather than Paradise Lost: eating from the Tree of Knowledge was not an act of disobedience, but a brave step forward toward becoming human, complete with the richness of work, sexuality and child-rearing, and a sense of our mortality. Drawing on modern literature, psychology, theology,,and his own thirty years of experience as a congregational rabbi, Harold Kushner reveals how acceptance and forgiveness can change our relationships with the most important people in our lives and help us meet the bold and rewarding challenge of being human.

How Good Do We Have to Be? A New Understanding of Guilt and Forgiveness

Religion & Spirituality

Judaism

Back Bay Books

This book presents a thorough development of the modern theory of stochastic approximation or recursive stochastic algorithms for both constrained and unconstrained problems. This second edition is a thorough revision, although the main features and structure remain unchanged. It contains many additional applications and results as well as more detailed discussion.

Stochastic Approximation and Recursive Algorithms and Applications (Stochastic Modelling and Applied Probability, 35)

Yin, G. George

Springer

Stochastic control is a very active area of research. This monograph, written by two leading authorities in the field, has been updated to reflect the latest developments. It covers effective numerical methods for stochastic control problems in continuous time on two levels, that of practice and that of mathematical development. It is broadly accessible for graduate students and researchers.

Numerical Methods for Stochastic Control Problems in Continuous Time (Stochastic Modelling and Applied Probability, 24)

Dupuis, Paul G.

Reference

One of the first books in the timely and important area of heavy traffic analysis of controlled and uncontrolled stochastics networks, by one of the leading authors in the field. The general theory is developed, with possibly state dependent parameters, and specialized to many different cases of practical interest.

Heavy Traffic Analysis of Controlled Queueing and Communication Networks (Stochastic Modelling and Applied Probability, 47)

Certification

The author calls for a return to religious commitment in people's lives in order to fulfill a need for connection, joy, and community, and explains what religion can offer

Who Needs God

Pocket

The author of the million-copy bestseller When Bad Things Happen to Good People presents a private counseling session with the listener via audiocassette.

Who Needs God? Cassette

Sound Ideas

Kushner helps people fight the disease of boredom, meaninglessness and purposelessness by going beyond the definition of self-help and offering an inspiring, comforting, and spiritually nourishing message. "A useful spiritual survival manual".--Washington Post.

When All You Ever Wanted Isn't Enough

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Books by Kushner, Harold