000 04929nam a22005415i 4500
001 978-1-4471-4087-0
003 DE-He213
005 20140220083237.0
007 cr nn 008mamaa
008 120615s2012 xxk| s |||| 0|eng d
020 _a9781447140870
_9978-1-4471-4087-0
024 7 _a10.1007/978-1-4471-4087-0
_2doi
050 4 _aTJ212-225
072 7 _aTJFM
_2bicssc
072 7 _aTEC004000
_2bisacsh
082 0 4 _a629.8
_223
100 1 _aLiu, Shu-Jun.
_eauthor.
245 1 0 _aStochastic Averaging and Stochastic Extremum Seeking
_h[electronic resource] /
_cby Shu-Jun Liu, Miroslav Krstic.
264 1 _aLondon :
_bSpringer London :
_bImprint: Springer,
_c2012.
300 _aXI, 224 p. 45 illus., 32 illus. in color.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
490 1 _aCommunications and Control Engineering,
_x0178-5354
505 0 _aStochastic 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.
520 _aStochastic 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.
650 0 _aEngineering.
650 0 _aBiological models.
650 0 _aSystems theory.
650 0 _aMathematical optimization.
650 0 _aEconomics, Mathematical.
650 1 4 _aEngineering.
650 2 4 _aControl.
650 2 4 _aCalculus of Variations and Optimal Control; Optimization.
650 2 4 _aGame Theory/Mathematical Methods.
650 2 4 _aSystems Biology.
650 2 4 _aRobotics and Automation.
650 2 4 _aSystems Theory, Control.
700 1 _aKrstic, Miroslav.
_eauthor.
710 2 _aSpringerLink (Online service)
773 0 _tSpringer eBooks
776 0 8 _iPrinted edition:
_z9781447140863
830 0 _aCommunications and Control Engineering,
_x0178-5354
856 4 0 _uhttp://dx.doi.org/10.1007/978-1-4471-4087-0
912 _aZDB-2-ENG
999 _c100765
_d100765