Randomized Algorithms for Analysis and Control of Uncertain Systems: With Applications

Features: ·         self-contained treatment explaining Monte Carlo and Las Vegas randomized algorithms from their genesis in the principles of probability theory to their use for system analysis; ·         development of a novel paradigm for (convex and nonconvex) controller synthesis in the presence of uncertainty and in the context of randomized algorithms; ·         comprehensive treatment of multivariate sample generation techniques, including consideration of the difficulties involved in obtaining identically and independently distributed samples; ·         applications of randomized algorithms in various endeavours, such as PageRank computation for the Google Web search engine, unmanned aerial vehicle design (both new in the second edition), congestion control of high-speed communications networks and stability of quantized sampled-data systems. (second edition) is certain to interest academic researchers and graduate control students working in probabilistic, robust or optimal control methods and control engineers dealing with system uncertainties. The present book is a very timely contribution to the literature. I have no hesitation in asserting that it will remain a widely cited reference work for many years. M. Vidyasagar