stochasticmodelingcontrolito12 3353

STOCHASTIC
MODELING
AND CONTROL

Edited by
Ivan Ganchev Ivanov


STOCHASTIC MODELING
AND CONTROL
Edited by Ivan Ganchev Ivanov


Stochastic Modeling and Control
/>Edited by Ivan Ganchev Ivanov
Contributors
J. Linares-Pérez, R. Caballero-Águila, I. García-Garrido, Uwe Küchler, Vyacheslav A. Vasiliev,
Serena Doria, Ricardo López-Ruiz, Jaime Sudo, David Opeyemi, Tze Leung Lai, Tiong Wee
Lim, Jingtao Shi, Ivan Ivanov, Sergey V. Sokolov, Nicholas A. Nechval, Maris Purgailis, Ming Xu,
Jiamin Zhu, Tian Tan, Shijie Xu, Vladimir Šimović, Siniša Fajt, Miljenko Krhen, Raúl Fierro, Ying
Shen, Hui Zhang

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Stochastic Modeling and Control, Edited by Ivan Ganchev Ivanov
p. cm.
ISBN 978-953-51-0830-6



Contents
Preface IX
Chapter 1

Design of Estimation Algorithms from an Innovation
Approach in Linear Discrete-Time Stochastic Systems
with Uncertain Observations 1
J. Linares-Pérez, R. Caballero-Águila and I. García-Garrido

Chapter 2

On Guaranteed Parameter Estimation of Stochastic
Delay Differential Equations by Noisy Observations
Uwe Küchler and Vyacheslav A. Vasiliev

23

Chapter 3

Coherent Upper Conditional Previsions Defined
by Hausdorff Outer Measures to Forecast
in Chaotic Dynamical Systems 51
Serena Doria

Chapter 4

Geometrical Derivation of Equilibrium Distributions
in Some Stochastic Systems 63
Ricardo López-Ruiz and Jaime Sudo

Chapter 5

Stochastic Modelling of Structural Elements 81
David Opeyemi

Chapter 6

Singular Stochastic Control in Option Hedging

with Transaction Costs 103
Tze Leung Lai and Tiong Wee Lim

Chapter 7

Stochastic Control for Jump Diffusions 119
Jingtao Shi

Chapter 8

Iterations for a General Class of Discrete-Time
Riccati-Type Equations: A Survey and Comparison 147
Ivan Ivanov

Chapter 9

Stochastic Observation Optimization on the Basis
of the Generalized Probabilistic Criteria 171
Sergey V. Sokolov


Identifiability of Quantized Linear Systems 293

Author details
Ying Shen
China Mobile Group, Zhejiang Co., Ltd. Huzhou Branch, Huzhou, China
Hui Zhang*
State Key Laboratory of Industrial Control Technology, Institute of Industrial Process Control,
Department of Control Science and Engineering, Zhejiang University, Hangzhou, China

Acknowledgement
This work was supported by the Natural Science Foundation of China under Grand No.
61174063 & 60736021.

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*

Corresponding Author


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