The Resource Stochastic Averaging and Stochastic Extremum Seeking, by Shu-Jun Liu, Miroslav Krstic, (electronic resource)

Stochastic Averaging and Stochastic Extremum Seeking, by Shu-Jun Liu, Miroslav Krstic, (electronic resource)

Label
Stochastic Averaging and Stochastic Extremum Seeking
Title
Stochastic Averaging and Stochastic Extremum Seeking
Statement of responsibility
by Shu-Jun Liu, Miroslav Krstic
Creator
Contributor
Author
Author
Subject
Language
eng
Summary
Stochastic Averaging and Stochastic Extremum Seeking develops methods of mathematical analysis inspired by the interest in reverse engineering and analysis of bacterial convergence by chemotaxis and to apply similar stochastic optimization techniques in other environments. The first half of the text presents significant advances in stochastic averaging theory, necessitated by the fact that existing theorems are restricted to systems with linear growth, globally exponentially stable average models, vanishing stochastic perturbations, and prevent analysis over infinite time horizon. The second half of the text introduces stochastic extremum seeking algorithms for model-free optimization of systems in real time using stochastic perturbations for estimation of their gradients. Both gradient- and Newton-based algorithms are presented, offering the user the choice between the simplicity of implementation (gradient) and the ability to achieve a known, arbitrary convergence rate (Newton). The design of algorithms for non-cooperative/adversarial games is described. The analysis of their convergence to Nash equilibria is provided. The algorithms are illustrated on models of economic competition and on problems of the deployment of teams of robotic vehicles. Bacterial locomotion, such as chemotaxis in E. coli, is explored with the aim of identifying two simple feedback laws for climbing nutrient gradients. Stochastic extremum seeking is shown to be a biologically plausible interpretation for chemotaxis. For the same chemotaxis-inspired stochastic feedback laws, the book also provides a detailed analysis of convergence for models of nonholonomic robotic vehicles operating in GPS-denied environments. The book contains block diagrams and several simulation examples, including examples arising from bacterial locomotion, multi-agent robotic systems, and economic market models. Stochastic Averaging and Extremum Seeking will be informative for control engineers from backgrounds in electrical, mechanical, chemical and aerospace engineering and to applied mathematicians. Economics researchers, biologists, biophysicists and roboticists will find the applications examples instructive. The Communications and Control Engineering series reports major technological advances which have potential for great impact in the fields of communication and control. It reflects research in industrial and academic institutions around the world so that the readership can exploit new possibilities as they become available
Member of
Is part of
http://library.link/vocab/creatorName
Liu, Shu-Jun
http://bibfra.me/vocab/relation/httpidlocgovvocabularyrelatorsaut
  • jdbp8Jrn1Ks
  • XBRdRcsE2Hs
Image bit depth
0
LC call number
TJ212-225
Literary form
non fiction
http://library.link/vocab/relatedWorkOrContributorName
Krstić, Miroslav
Series statement
Communications and Control Engineering,
http://library.link/vocab/subjectName
  • Automatic control
  • Calculus of variations
  • Economics
  • Systems biology
  • Robotics
  • Automation
  • System theory
  • Control and Systems Theory
  • Calculus of Variations and Optimal Control; Optimization
  • Economic Theory/Quantitative Economics/Mathematical Methods
  • Systems Biology
  • Robotics and Automation
  • Systems Theory, Control
Label
Stochastic Averaging and Stochastic Extremum Seeking, by Shu-Jun Liu, Miroslav Krstic, (electronic resource)
Instantiates
Publication
Antecedent source
mixed
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
not applicable
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Stochastic Averaging for Aymptotic Stability -- Stochastic Averaging for Practical Stability -- Single-parameter Stochastic Extremum Seeking -- Stochastic Source Seeking for Nonholonomic Vehicles -- Stochastic Source Seeking with Tuning of Forward Velocity -- Multi-parameter Stochastic Extremum Seeking and Slope Seeking -- Stochastic Nash Equilibrium Seeking for Games with General Nonlinear Payoffs -- Nash Equilibrium Seeking for Quadratic Games and Application to Oligopoly Markets and Vehicle Deployment -- Newton-based Stochastic Extremum Seeking
Dimensions
unknown
Edition
1st ed. 2012.
Extent
XII, 224 p.
File format
multiple file formats
Form of item
electronic
Isbn
9781447140870
Level of compression
uncompressed
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/978-1-4471-4087-0
Other physical details
online resource.
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
(DE-He213)978-1-4471-4087-0
Label
Stochastic Averaging and Stochastic Extremum Seeking, by Shu-Jun Liu, Miroslav Krstic, (electronic resource)
Publication
Antecedent source
mixed
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
not applicable
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Stochastic Averaging for Aymptotic Stability -- Stochastic Averaging for Practical Stability -- Single-parameter Stochastic Extremum Seeking -- Stochastic Source Seeking for Nonholonomic Vehicles -- Stochastic Source Seeking with Tuning of Forward Velocity -- Multi-parameter Stochastic Extremum Seeking and Slope Seeking -- Stochastic Nash Equilibrium Seeking for Games with General Nonlinear Payoffs -- Nash Equilibrium Seeking for Quadratic Games and Application to Oligopoly Markets and Vehicle Deployment -- Newton-based Stochastic Extremum Seeking
Dimensions
unknown
Edition
1st ed. 2012.
Extent
XII, 224 p.
File format
multiple file formats
Form of item
electronic
Isbn
9781447140870
Level of compression
uncompressed
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/978-1-4471-4087-0
Other physical details
online resource.
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
(DE-He213)978-1-4471-4087-0

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