Open access peer-reviewed Edited Volume

Stochastic Control

Uncertainty presents significant challenges in the reasoning about and controlling of complex dynamical systems. To address this challenge, numerous researchers are developing improved methods for stochastic analysis. This book presents a diverse collection of some of the latest research in this important area. In particular, this book gives an overview of some of the theoretical methods and tools for stochastic analysis, and it presents the applications of these methods to problems in systems theory, science, and economics.

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Stochastic ControlEdited by Chris Myers

Published: August 17th 2010

DOI: 10.5772/260

ISBN: 978-953-307-121-3

eBook (PDF) ISBN: 978-953-51-5938-4

Copyright year: 2010

Books open for chapter submissions

55572 Total Chapter Downloads

14 Crossref Citations

34 Web of Science Citations

25 Dimensions Citations


Open access peer-reviewed

1. The Fokker-Planck Equation

By Shambhu N. Sharma and Hiren G. Patel


Open access peer-reviewed

2. The Itô Calculus for a Noisy Dynamical System

By Shambhu N. Sharma


Open access peer-reviewed

3. Application of Coloured Noise as a Driving Force in the Stochastic Differential Equations

By Wilson Charles


Open access peer-reviewed

4. Complexity and Stochastic Synchronization in Coupled Map Lattices and Cellular Automata

By Ricardo Lopez-Ruiz and Juan R. Sanchez


Open access peer-reviewed

5. Zero-Sum Stopping Game Associated with Threshold Probability

By Yoshio Ohtsubo


Open access peer-reviewed

6. Stochastic Independence with Respect to Upper and Lower Conditional Probabilities Defined by Hausdorff Outer and Inner Measures

By Serena Doria


Open access peer-reviewed

7. Design and Experimentation of a Large Scale Distributed Stochastic Control Algorithm Applied to Energy Management Problems

By Stephane Vialle and Xavier Warin


Open access peer-reviewed

8. Exploring Statistical Processes with Mathematica7

By Fred Spiring


Open access peer-reviewed

9. A Learning Algorithm Based on PSO and L-M for Parity Problem

By Guangyou Yang, Daode Zhang and Xinyu Hu


Open access peer-reviewed

10. Improved State Estimation of Stochastic Systems via a New Technique of Invariant Embedding

By Nicholas A. Nechval and Maris Purgailis


Open access peer-reviewed

11. Fuzzy Identification of Discrete Time Nonlinear Stochastic Systems

By Ginalber Serra


Open access peer-reviewed

12. Fuzzy Frequency Response for Stochastic Linear Parameter Varying Dynamic Systems

By Carlos Cesar Teixeira Ferreia and Ginalber Luiz De Oliveira Serra


Open access peer-reviewed

13. Delay-Dependent Exponential Stability and Filtering for Time-Delay Stochastic Systems with Nonlinearities

By Huaicheng Yan, Hao Zhang, Hongbo Shi and Max Q.-H. Meng


Open access peer-reviewed

14. Optimal Filtering for Linear States over Polynomial Observations

By Joel Perez Padron, Jose Paz Perez Padron and Rogelio Soto


Open access peer-reviewed

15. The Stochastic Matched Filter and Its Applications to Detection and De-Noising

By Philippe Courmontagne


Open access peer-reviewed

16. Wireless Fading Channel Models: from Classical to Stochastic Differential Equations

By Mohammed Olama, Seddik Djouadi and Charalambos Charalambous


Open access peer-reviewed

17. Information Flow and Causality Quantification in Discrete and Continuous Stochastic Systems

By X. San Liang


Open access peer-reviewed

18. Reduced-Order LQG Controller Design by Minimizing Information Loss

By Hui Zhang and Suo Zhang


Open access peer-reviewed

19. The Synthesis Problem of the Optimum Control for Nonlinear Stochastic Structures in the Multistructural Systems and Methods of Its Solution

By Sergey V. Sokolov


Open access peer-reviewed

20. Optimal Design Criteria for Isolation Devices in Vibration Control

By Sara Sgobba and Giuseppe Carlo Marano


Open access peer-reviewed

21. Sensitivity Analysis and Stochastic Modeling of the Effective Characteristics for the Reinforced Elastomers

By Marcin Kaminski and Bernd Lauke


Open access peer-reviewed

22. Stochastic Improvement of Structural Design

By Francesco Caputo and Alessandro Soprano


Open access peer-reviewed

23. Modelling Earthquake Ground Motions by Stochastic Method

By Nelson Lam, John Wilson and Hing Ho Tsang


Open access peer-reviewed

24. Quasi-Self-Similarity for Laser-Plasma Interactions Modelled with Fuzzy Scaling and Genetic Algorithms

By Danilo Rastovic


Open access peer-reviewed

25. Effecient Stochastic Simulation to Analyze Targeted Properties of Biological Systems

By Hiroyuki Kuwahara, Curtis Madsen, Ivan Mura, Chris Myers, Abiezer Tejeda and Chris Winstead


Open access peer-reviewed

26. Stochastic Decision Support Models and Optimal Stopping Rules in a New Product Lifetime Testing

By Nicholas A. Nechval and Maris Purgailis


Open access peer-reviewed

27. A Non-Linear Double Stochastic Model of Return in Financial Markets

By Vygintas Gontis, Julius Ruseckas and Aleksejus Kononovičius


Open access peer-reviewed

28. Mean-Variance Hedging Under Partial Information

By Michael Mania, Revaz Tevzadze and Teimuraz Toronjadze


Open access peer-reviewed

29. Pertinence and Information Needs of Different Subjects on Markets and Appropriate Operative (Tactical or Strategic) Stochastic Control Approaches

By Vladimir Simovic and Vladimir Simovic Jr.


Open access peer-reviewed

30. Fractional Bioeconomic Systems: Optimal Control Problems, Theory and Applications

By Daria Filatova, Marek Grzywaczewski and Nikolai Osmolovskii


Edited Volume and chapters are indexed in

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

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