Variance-Constrained Multi-Objective Stochastic Control and Filtering

<ul> <li>Unifies existing and emerging concepts concerning multi-objective control and stochastic control with engineering-oriented phenomena</li> <li>Establishes a unified theoretical framework for control and filtering problems for a class of discrete-time nonlinear stochastic systems with consideration to performance</li> <li>Includes case studies of several nonlinear stochastic systems</li> <li>Investigates the phenomena of incomplete information, including missing/degraded measurements, actuator failures and sensor saturations</li> <li>Considers both time-invariant systems and time-varying systems</li> <li>Exploits newly developed techniques to handle the emerging mathematical and computational challenges</li> </ul>