This book provides an introduction to the analysis and the control mechanism of physical, chemical, biological, technological and economic models and their nonequilibrium evolution dynamics. Strong emphasis is placed on the foundation of variational principles, evolution and control equations, numerical methods, statistical concepts and techniques for solving or estimation of stochastic control problems for systems with a high degree of complexity. In particular, the central aim of this book is developing a synergetic connection between theoretical concepts and real applications. This book is a modern introduction and a helpful tool for researchers as well as for graduate students interested in econophysics and related topics.

Up-to-date review Broad spectrum of useful methods and techniques Includes supplementary material: sn.pub/extras

Autorentext
Michael Schulz, geb. 1959 in Staßfurt, studierte Physik an der Technischen Hochschule Merseburg, wo er 1987 promovierte. Von 1987-89 arbeitete er zunächst als Wissenschaftler an der TH Merseburg, später an der SUNY in Albany. Nach einigen Jahren als Privatdozent an der Martin Luther Universität Halle-Wittenberg war er ab 1996 als Heisenberg-Stipendiat an mehreren Forschungsinstituten tätig und ist momentan Hochschuldozent an der Universität Ulm. Sein Forschungsgebiet ist die Statistische Physik kondensierter Materie und die Dynamik komplexer Systeme im Nichtgleichgewicht.

Klappentext

This book covers systematically and in a simple language the mathematical and physical foundations of controlling deterministic and stochastic evolutionary processes in systems with a high degree of complexity. Strong emphasis is placed on concepts, methods and techniques for modelling, assessment and the solution or estimation of control problems in an attempt to understand the large variability of these problems in several branches of physics, chemistry and biology as well as in technology and economics. The main focus of the book is on a clear physical and mathematical understanding of the dynamics and kinetics behind several kinds of control problems and their relation to self-organizing principles in complex systems. The book is a modern introduction and a helpful tool for researchers, engineers as well as post-docs and graduate students interested in an application oriented control theory and related topics.

Inhalt
Introduction.- Deterministic Control Theory.- Linear Quadratic Problems.- Control of Fields.- Chaos Control.- Non-Equilibrium Statistical Physics.- Optimal Control of Stochastic Processes.- Filters and Predictors.- Game Theory.- Optimization Problems.