This book is a result of many years of author's research and teaching on random vibration and control. It was used as lecture notes for a graduate course. It pr
In Stochastic Dynamics of Structures, Li and Chen present a unified view of the theory and techniques for stochastic dynamics analysis, prediction of reliabilit
Stochastic dynamics has been a subject of interest since the early 20th Century. Since then, much progress has been made in this field of study, and many modern
This book offers a systematic introduction to the optimal stochastic control theory via the dynamic programming principle, which is a powerful tool to analyze c
Focusing on the mathematical description of stochastic dynamics in discrete as well as in continuous time, this book investigates such dynamical phenomena as pe