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Stochastic Averaging and Stochastic Extremum Seeking

Shu-Jun Liu & Miroslav Krstic

Stochastic Averaging and Stochastic Extremum Seeking
Stochastic Averaging and Stochastic Extremum Seeking

Stochastic Averaging and Stochastic Extremum Seeking

Shu-Jun Liu & Miroslav Krstic

Hardback / bound | English
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Description

Stochastic Averaging and Extremum Seeking treats methods inspired by attempts to understand the seemingly non-mathematical question of bacterial chemotaxis and their application in other environments.

From the book reviews:

“This research monograph presents and consolidates new results on the well-known topic of stochastic averaging and in the emerging area of stochastic extremum seeking. … The monograph develops averaging from scratch for ordinary differential equations in deterministic and stochastic settings. … This book will be of interest to researchers interested in stochastic search techniques applied to a large variety of engineering systems.” (IEEE Control Systems Magazine, October, 2013)

Miroslav Krstic is an author of several books on adaptive control, stochastic nonlinear control, extremum seeking, and control of PDEs. Several of these books have had a high impact in the control field and inspired many researchers to work on the topics that the books have covered and apply the tools from the books in their research and in practice.
Shujun Liu is a young researcher in mathematics and control theory in China with strong connections with the leading research groups in control theory at the Chinese Academy of Sciences. Her doctoral work on stochastic stability and stabilization has had considerable influence on a number of research groups in China who have taken on this topic after her initial work with her doctoral advisor Professor Jifeng Zhang.
Much of the material of this book was developed while the first author was a postdoctoral scholar with the second author at University of California, San Diego.

Specifications

  • Publisher
    Springer London Ltd
  • Pub date
    Jun 2012
  • Theme
    Automatic control engineering
  • Dimensions
    235 x 155 mm
  • EAN
    9781447140863
  • Hardback / bound
    Hardback / bound
  • Language
    English

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