Stochastic Dynamics and Control (Hardcover, 4 ed)

Preface
1. Introduction
2. Probability Theory
3. Stochastic Processes
4. Spectral Analysis of Stochastic Processes
5. Stochastic Calculus
6. Fokker-Planck-Kologorov Equation
7. Kolmogorov Backward Equation
8. Random Vibration of SDOF Systems
9. Random Vibration of MDOF Discrete Systems
10. Random Vibration of Continuous Structures
11. Structural Reliability
12. Monte Carlo Simulation
13. Elements of Feedback Controls
14. Feedback Control of Stochastic Systems
15. Concepts of Optimal Controls
16. Stochastic Optimal Control with the GCM Method
17. Sliding Mode Control
18. Control of Stochastic Systems with Time Delay
19. Probability Density Function Control
A. Matrix Computation
B. Laplace Transformation
Bibliography
Index