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 responsive angle of incorporating and engineering multi-level performance robustness beyond the long-run average performance into control feedback design and decision making and complex dynamic systems from the start. This monograph provides a complete description of statistical optimal control (also known as cost-cumulant control) theory. In...
Linear-Quadratic Controls in Risk-Averse Decision Making cuts across control engineering (control feedback and decision optimization) an...
Providing readers with a detailed examination of resilient controls in risk-averse decision, this monograph is aimed toward researchers and graduate students in applied mathematics and electrical engineering with a systems-theoretic concentration. This work contains a timely and responsive evaluation of reforms on the use of asymmetry or skewness pertaining to the restrictive family of quadratic costs that have been appeared in various scholarly forums. Additionally, the book includes a discussion of the current and ongoing efforts in the usage of risk, dynamic game decision optimization...
Providing readers with a detailed examination of resilient controls in risk-averse decision, this monograph is aimed toward researchers and graduat...
Providing readers with a detailed examination of resilient controls in risk-averse decision, this monograph is aimed toward researchers and graduate students in applied mathematics and electrical engineering with a systems-theoretic concentration.
Providing readers with a detailed examination of resilient controls in risk-averse decision, this monograph is aimed toward researchers and graduate s...
