Описание: The Wiley--Interscience Paperback Series consists of selected books that have been made more accessible to consumers in an effort to increase global appeal and general circulation. With these new unabridged softcover volumes, Wiley hopes to extend the lives of these works by making them available to future generations of statisticians, mathematicians, and scientists. "This text is unique in bringing together so many results hitherto found only in part in other texts and papers...The text is fairly self--contained, inclusive of some basic mathematical results needed, and provides a rich diet of examples, applications, and exercises. The bibliographical material at the end of each chapter is excellent, not only from a historical perspective, but because it is valuable for researchers in acquiring a good perspective of the MDP research potential." - Zentralblatt fur Mathematik "...it is of great value to advanced--level students, researchers, and professional practitioners of this field to have now a complete volume (with more than 600 pages) devoted to this topic...Markov Decision Processes: Discrete Stochastic Dynamic Programming represents an up--to--date, unified, and rigorous tre " - Journal of the American Statistical Association
Описание: This book is intended as an introduction to optimal stochastic control for continuous time Markov processes and to the theory of viscosity solutions. The authors approach stochastic control problems by the method of dynamic programming. The text provides an introduction to dynamic programming for deterministic optimal control problems, as well as to the corresponding theory of viscosity solutions. A new Chapter X gives an introduction to the role of stochastic optimal control in portfolio optimization and in pricing derivatives in incomplete markets. Chapter VI of the First Edition has been completely rewritten, to emphasize the relationships between logarithmic transformations and risk sensitivity. A new Chapter XI gives a concise introduction to two-controller, zero-sum differential games. Also covered are controlled Markov diffusions and viscosity solutions of Hamilton-Jacobi-Bellman equations. The authors have tried, through illustrative examples and selective material, to connect stochastic control theory with other mathematical areas (e.g. large deviations theory) and with applications to engineering, physics, management, and finance. In this Second Edition, new material on applications to mathematical finance has been added. Concise introductions to risk-sensitive control theory, nonlinear H-infinity control and differential games are also included.
Описание: In this book, the functional inequalities are introduced to describe: (i) the spectrum of the generator: the essential and discrete spectrums, high order eigenvalues, the principle eigenvalue, and the spectral gap; (ii) the semigroup properties: the uniform intergrability, the compactness, the convergence rate, and the existence of density; (iii) the reference measure and the intrinsic metric: the concentration, the isoperimetic inequality, and the transportation cost inequality.
Описание: A careful and accessible exposition of a functional analytic approach to initial boundary value problems for semilinear parabolic differential equations, with a focus on the relationship between analytic semigroups and initial boundary value problems. This semigroup approach is distinguished by the extensive use of the ideas and techniques characteristic of the recent developments in the theory of pseudo-differential operators, one of the most influential works in the modern history of analysis. Complete with ample illustrations and additional references, this new edition offers both streamlined analysis and better coverage of important examples and applications. A powerful method for the study of elliptic boundary value problems, capable of further extensive development, is provided for advanced undergraduates or beginning graduate students, as well as mathematicians with an interest in functional analysis and partial differential equations.
Автор: Engel Название: A Short Course on Operator Semigroups ISBN: 0387313419 ISBN-13(EAN): 9780387313412 Издательство: Springer Рейтинг: Цена: 8359 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The book offers a direct and up-to-date introduction to the theory of one-parameter semigroups of linear operators on Banach spaces. It contains the fundamental results of the theory such as the Hille-Yoshida generation theorem, the bounded perturbation theorem, and the Trotter-Kato approximation theorem, but also treats the spectral theory of semigroups and its consequences for the qualitative behavior.The book is intended for students and researchers who want to become acquainted with the concept of semigroups in order to work with it in fields like partial and functional differential equations, stochastic processes, infinite dimensional control theory, or dynamical systems coming from physics or biology.
Описание: This book presents a detailed and contemporary account of the classical theory of convergence of semigroups and its more recent development treating the case where the limit semigroup, in contrast to the approximating semigroups, acts merely on a subspace of the original Banach space (this is the case, for example, with singular perturbations). The author demonstrates the far-reaching applications of this theory using real examples from various branches of pure and applied mathematics, with a particular emphasis on mathematical biology. The book may serve as a useful reference, containing a significant number of new results ranging from the analysis of fish populations to signaling pathways in living cells. It comprises many short chapters, which allows readers to pick and choose those topics most relevant to them, and it contains 160 end-of-chapter exercises so that readers can test their understanding of the material as they go along.
Автор: Shoikhet D. Название: Semigroups in Geometrical Function Theory ISBN: 0792371119 ISBN-13(EAN): 9780792371113 Издательство: Springer Рейтинг: Цена: 10449 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Nonlinear semigroup theory is not only of intrinsic interest, but is also important in the study of evolution problems. In the last forty years, the generation theory of
flows of holomorphic mappings has been of great interest in the theory of Markov stochastic branching processes, the theory of composition operators, control theory, and optimization.
It transpires that the asymptotic behavior of solutions to evolution equations is applicable to the study of the geometry of certain domains in complex spaces.
provided with a systematic overview of many results concerning both nonlinear semigroups in metric and Banach spaces and the fixed point theory of mappings, which are
nonexpansive with respect to hyperbolic metrics (in particular, holomorphic self-mappings of domains in Banach spaces). The exposition is organized in a readable and intuitive manner,
presenting basic functional and complex analysis as well as very recent developments.
Автор: Janssen Jacques, Manca Raimondo Название: Applied Semi-Markov Processes ISBN: 038729547X ISBN-13(EAN): 9780387295473 Издательство: Springer Рейтинг: Цена: 11494 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Aims to give to the reader the tools necessary to apply semi-Markov processes in real-life problems.The book is self-contained and, starting from a low level of probability concepts, gradually brings the reader to a deep knowledge of semi-Markov processes.Presents homogeneous and non-homogeneous semi-Markov processes, as well as Markov and semi-Markov rewards processes.The concepts are fundamental for many applications, but they are not as thoroughly presented in other books on the subject as they are here.
Автор: Arveson William Название: Noncommutative Dynamics and E-Semigroups ISBN: 0387001514 ISBN-13(EAN): 9780387001517 Издательство: Springer Рейтинг: Цена: 15674 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book introduces the notion of an E-semigroup, a generalization of the known concept of E_O-semigroup. These objects are families of endomorphisms of a von Neumann algebra satisfying certain natural algebraic and continuity conditions. Its thorough approach is ideal for graduate students and research mathematicians.
Описание: With emphasis on positive semigroups on Banach lattices and perturbation techniques, this book is an introduction to semigroup theory. It presents a survey of the results and also provides worked examples to help absorb the theoretical material. It then deals with the application of the developed theory to a variety of problems.
Автор: Kantorovitz, Shmuel Название: Topics in operator semigroups ISBN: 081764931X ISBN-13(EAN): 9780817649319 Издательство: Springer Рейтинг: Цена: 13584 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book is based on lecture notes from a second-year graduate course, and is a greatly expanded version of our previous monograph K8]. We expose some aspects of the theory of semigroups of linear operators, mostly (but not only) from the point of view of its meeting with that part of spectral theory which is concerned with the integral representation of families of operators. This approach and selection of topics di?erentiate this book from others in the general area, and re?ect the author s own research directions. There is no attempt therefore to cover thoroughly the theory of semigroups of operators. This theory and its applications are extensively exposed in many books, from theclassicHille Phillipsmonograph HP]tothemostrecenttextbookofEngel and Nagel EN2] (see A], BB], Cl], D3], EN1], EN2], Fat], G], HP], P], Vr], and others), as well as in chapters in more general texts on Functional Analysis and the theory of linear operators (cf. D5], DS I III], Kat1], RS], Y], and many others)."
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