LQ Dynamic Optimization and Differential Games, Jacob Engwerda
Автор: Weintraub, Steven Название: Differential forms ISBN: 0123944031 ISBN-13(EAN): 9780123944030 Издательство: Elsevier Science Рейтинг: Цена: 7654 р. 8504.00-10% Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Differential forms are a powerful mathematical technique to help students, researchers, and engineers solve problems in geometry and analysis, and their applications. They both unify and simplify results in concrete settings, and allow them to be clearly and effectively generalized to more abstract settings. Differential Forms has gained high recognition in the mathematical and scientific community as a powerful computational tool in solving research problems and simplifying very abstract problems. Differential Forms, 2nd Edition, is a solid resource for students and professionals needing a general understanding of the mathematical theory and to be able to apply that theory into practice.
Автор: Sundaram, Rangarajan K. Название: A First Course in Optimization Theory ISBN: 0521497701 ISBN-13(EAN): 9780521497701 Издательство: Cambridge Academ Рейтинг: Цена: 3642 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book introduces students to optimization theory and its use in economics and allied disciplines.
Описание: Optimal control theory has numerous applications in both science and engineering. This book presents basic concepts and principles of mathematical programming in terms of set-valued analysis and develops a comprehensive optimality theory of problems described by ordinary and partial differential inclusions.
Описание: This book is concerned with the analysis, optimization and controllability of time-discrete dynamical systems and games under the aspect of stability, controllability and (for games) cooperative and non-cooperative treatment. The investigation of stability is based on Lyapunov's method which is generalized to non-autonomous systems. Optimization and controllability of dynamical systems is treated, among others, with the aid of mapping theorems such as implicit function theorem and inverse mapping theorem. Dynamical games are treated as cooperative and non-cooperative games and are used in order to deal with the problem of carbon dioxide reduction under economic aspects. The theoretical results are demonstrated by various applications.
Автор: Yeung David W.K., Petrosyan Leon A. Название: Cooperative Stochastic Differential Games ISBN: 0387276203 ISBN-13(EAN): 9780387276205 Издательство: Springer Рейтинг: Цена: 13089 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Stochastic differential games represent one of the most complex forms of decision making under uncertainty. In particular, interactions between strategic behaviors, dynamic evolution and stochastic elements have to be considered simultaneously. The complexity of stochastic differential games generally leads to great difficulties in the derivation of solutions. Cooperative games hold out the promise of more socially optimal and group efficient solutions to problems involving strategic actions. Despite urgent calls for national and international cooperation, the absence of formal solutions has precluded rigorous analysis of this problem.
Описание: The goal of this textbook is to introduce students to the stochastic analysis tools that play an increasing role in the probabilistic approach to optimization problems, including stochastic control and stochastic differential games. While optimal control is taught in many graduate programs in applied mathematics and operations research, the author was intrigued by the lack of coverage of the theory of stochastic differential games.This is the first title in SIAM’s Financial Mathematics book series and is based on the author’s lecture notes. It will be helpful to students who are interested in stochastic differential equations (forward, backward, forward-backward); the probabilistic approach to stochastic control (dynamic programming and the stochastic maximum principle); and mean field games and control of McKean-Vlasov dynamics.The theory is illustrated by applications to models of systemic risk, macroeconomic growth, flocking/schooling, crowd behavior, and predatory trading, among others.
Описание: This book provides an introduction to the use of geometric partial differential equations in image processing and computer vision. This research area brings a number of new concepts into the field, providing a very fundamental and formal approach to image processing. State-of-the-art practical results in a large number of real problems are achieved with the techniques described in this book. Applications covered include image segmentation, shape analysis, image enhancement, and tracking. This book will be a useful resource for researchers and practitioners. It is intended to provide information for people investigating new solutions to image processing problems as well as for people searching for existent advanced solutions.
Описание: A text for a graduate level course in the theory of ordinary differential equations. It contains theory and applications. It links ordinary differential equations with advanced mathematical topics such as differential geometry, Lie group theory, analysis in infinite-dimensional spaces and abstract algebra.
Описание: Includes the proof of the fundamental Doob-Meyer decomposition theorem. This book contains the more general version of the Girsanov theorem due to Lenglart and martingale representation, including both the Jacod-Yor theory and Emery`s examples of martingales that actually have martingale representation.
Описание: This book offers an in-depth overview of polyhedral methods and efficient algorithms in combinatorial optimization.These methods form a broad, coherent and powerful kernel in combinatorial optimization, with strong links to discrete mathematics, mathematical programming and computer science. In eight parts, various areas are treated, each starting with an elementary introduction to the area, with short, elegant proofs of the principal results, and each evolving to the more advanced methods and results, with full proofs of some of the deepest theorems in the area. Over 4000 references to further research are given, and historical surveys on the basic subjects are presented.
Описание: Game theory is the theory of social situations, and the majority of research into the topic focuses on how groups of people interact by developing formulas and
algorithms to identify optimal strategies and to predict the outcome of interactions. Only fifty years old, it has already revolutionized economics and finance, and is spreading rapidly to a
wide variety of fields. "LQ Dynamic Optimization and Differential Games" is an assessment of the state of the art in its field and the first modern book on linear quadratic game theory,
one of the most commonly used tools for modelling and analysing strategic decision making problems in economics and management.
Linear quadratic dynamic models have a
long tradition in economics, operations research and control engineering; and the author begins by describing the one decision maker LQ dynamic optimization problem before
introducing LQ differential games. It covers cooperative and non cooperative scenarios, and treats the standard information structures (open loop and feedback). It includes real life
economic examples to illustrate theoretical concepts and results.
It presents problem formulations and sound mathematical problem analysis. It includes exercises and
solutions, enabling use for self study or as a course text. It is supported by a website featuring solutions to exercises, further examples and computer code for numerical
"LQ Dynamic Optimization and Differential Games" offers a comprehensive introduction to the theory and practice of this extensively used class of economic
models, and will appeal to applied mathematicians and econometricians as well as researchers and senior undergraduate/graduate students in economics, mathematics, engineering
and management science.
Описание: This book fills a gap between theory-oriented investigations in PDE-constrained optimization and the practical demands made by numerical solutions of PDE optimization problems. The authors discuss computational techniques representing recent developments that result from a combination of modern techniques for the numerical solution of PDEs and for sophisticated optimization schemes. Computational Optimization of Systems offers readers a combined treatment of PDE-constrained optimization and uncertainties and an extensive discussion of multigrid optimization. It provides a bridge between continuous optimization and PDE modelling and focuses on the numerical solution of the corresponding problems. Intended for graduate students in PDE-constrained optimization, it is also suitable as an introduction for researchers in scientific computing or optimization. It will also help researchers in the natural sciences and engineering to formulate and solve optimization problems.
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