Variance-Constrained Multi-Objective Stochastic Control and Filtering

Key Features

• Unifies existing and emerging concepts concerning multi-objective control and stochastic control with engineering-oriented phenomena
• Establishes a unified theoretical framework for control and filtering problems for a class of discrete-time nonlinear stochastic systems with consideration to performance
• Includes case studies of several nonlinear stochastic systems
• Investigates the phenomena of incomplete information, including missing/degraded measurements, actuator failures and sensor saturations
• Considers both time-invariant systems and time-varying systems
• Exploits newly developed techniques to handle the emerging mathematical and computational challenges