Variance-Constrained Multi-Objective Stochastic Control and Filtering

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