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Two-Scale Stochastic Systems: Asymptotic Analysis and Control

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Two-Scale Stochastic Systems: Asymptotic Analysis and Control - Kabanov, Yuri, and Pergamenshchikov, Sergei
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In many complex systems one can distinguish "fast" and "slow" processes with radically di?erent velocities. In mathematical models based on di?er- tialequations,suchtwo-scalesystemscanbedescribedbyintroducingexpl- itly a small parameter?on the left-hand side ofstate equationsfor the "fast" variables,and these equationsare referredto assingularly perturbed. Surpr- ingly, this kind of equation attracted attention relatively recently (the idea of distinguishing "fast" and "slow" movements is, apparently, much older). Robert O ...

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Two-Scale Stochastic Systems: Asymptotic Analysis and Control 2010, Springer-Verlag Berlin and Heidelberg GmbH & Co. K, Berlin

ISBN-13: 9783642084676

Paperback

Two-Scale Stochastic Systems: Asymptotic Analysis and Control 2002, Springer, Berlin, Heidelberg

ISBN-13: 9783540653325

2003 edition

Hardcover