Open access peer-reviewed Edited Volume

Stochastic Modeling and Control

Stochastic control plays an important role in many scientific and applied disciplines including communications, engineering, medicine, finance and many others. It is one of the effective methods being used to find optimal decision-making strategies in applications. The book provides a collection of outstanding investigations in various aspects of stochastic systems and their behavior. The book provides a self-contained treatment on practical aspects of stochastic modeling and calculus including applications drawn from engineering, statistics, and computer science. Readers should be familiar with basic probability theory and have a working knowledge of stochastic calculus. PhD students and researchers in stochastic control will find this book useful.

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Stochastic Modeling and ControlEdited by Ivan Ivanov

Published: November 28th 2012

DOI: 10.5772/2567

ISBN: 978-953-51-0830-6

eBook (PDF) ISBN: 978-953-51-6271-1

Copyright year: 2012

Books open for chapter submissions

24214 Total Chapter Downloads

2 Crossref Citations

2 Web of Science Citations

2 Dimensions Citations


Open access peer-reviewed

1. Design of Estimation Algorithms from an Innovation Approach in Linear Discrete-Time Stochastic Systems with Uncertain Observations

By J. Linares-Pérez, R. Caballero-Águila and I. García-Garrido


Open access peer-reviewed

2. On Guaranteed Parameter Estimation of Stochastic Delay Differential Equations by Noisy Observations

By Uwe Küchler and Vyacheslav A. Vasiliev


Open access peer-reviewed

3. Coherent Upper Conditional Previsions Defined by Hausdorff Outer Measures to Forecast in Chaotic Dynamical Systems

By Serena Doria


Open access peer-reviewed

4. Geometrical Derivation of Equilibrium Distributions in Some Stochastic Systems

By Ricardo López-Ruiz and Jaime Sañudo


Open access peer-reviewed

5. Stochastic Modelling of Structural Elements

By David Opeyemi


Open access peer-reviewed

6. Singular Stochastic Control in Option Hedging with Transaction Costs

By Tze Leung Lai and Tiong Wee Lim


Open access peer-reviewed

7. Stochastic Control for Jump Diffusions

By Jingtao Shi


Open access peer-reviewed

8. Iterations for a General Class of Discrete-Time Riccati-Type Equations: A Survey and Comparison

By Ivan Ivanov


Open access peer-reviewed

9. Stochastic Observation Optimization on the Basis of the Generalized Probabilistic Criteria

By Sergey V. Sokolov


Open access peer-reviewed

10. Stochastic Control and Improvement of Statistical Decisions in Revenue Optimization Systems

By Nicholas A. Nechval and Maris Purgailis


Open access peer-reviewed

11. Stochastic Based Simulations and Measurements of Some Objective Parameters of Acoustic Quality: Subjective Evaluation of Room Acoustic Quality with Acoustics Optimization in Multimedia Classroom (Analysis with Application)

By Vladimir Šimović, Siniša Fajt and Miljenko Krhen


Open access peer-reviewed

12. Discrete-Time Stochastic Epidemic Models and Their Statistical Inference

By Raúl Fierro


Open access peer-reviewed

13. Identifiability of Quantized Linear Systems

By Ying Shen and Hui Zhang


Edited Volume and chapters are indexed in

  • Worldcat
  • OpenAIRE
  • Google Scholar
  • AZ ebsco
  • Base
  • CNKI

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