Контакты/Проезд  Доставка и Оплата Помощь/Возврат
История
  +7(495) 980-12-10
  10:00-20:00 пн-пт 11-18 сб
  shop@logobook.ru
   
    Поиск книг                    Поиск по списку ISBN Расширенный поиск    
Найти
  Зарубежные издательства Российские издательства  
Авторы | Каталог книг | Издательства | Новинки | Учебная литература | Специальные предложения | Бестселлеры
 

Controlled Markov Processes and Viscosity Solutions, Fleming Wendell H., Soner H.M.



Варианты приобретения
Цена: 13584р.
Кол-во:
Наличие: Поставка под заказ.  Есть в наличии на складе поставщика.
Склад Америка: 116 шт.  
При оформлении заказа до: 26 мар 2021
Ориентировочная дата поставки: Середина- конец Апреля
При условии наличия книги у поставщика.

Добавить в корзину
в Мои желания

Автор: Fleming Wendell H., Soner H.M.
Название:  Controlled Markov Processes and Viscosity Solutions   (Флеминг Венделл: Контролируемые марковские процессы и вязкость растворов)
Издательство: Springer
Классификация:
Управление и методы управления
Вероятность и статистика
Прикладная математика
Проектирование электроники

ISBN: 0387260455
ISBN-13(EAN): 9780387260457
ISBN: 0-387-26045-5
ISBN-13(EAN): 978-0-387-26045-7
Обложка/Формат: Hardback
Страницы: 429
Вес: 0.834 кг.
Дата издания: 2006
Серия: Stochastic Modelling and Applied Probability
Язык: English
Издание: 2nd ed. 2006
Иллюстрации: Xvii, 429 p.
Размер: 166 x 304 x 33
Читательская аудитория: Postgraduate, research & scholarly
Ссылка на Издательство: Link
Рейтинг:
Поставляется из: Германии
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.
Дополнительное описание: Формат: 235x155
Круг читателей: Advanced graduate students, postdocs and researchers in applied mathematics
Ключевые слова:
Язык: eng
Издание: 2nd ed.
Оглавление: Preface.- Preface to Second Edition.- Notation.- Deterministic Optimal Control.- Viscosity Solutions.- Optimal Control of Markov Processes:Classical Solutions.- Controlled Markov Diffusions in IRn.- Viscosity Solutions: Scond-Order Case.- Logarithmic Transformations and Risk Sensitivity.- Singular Perturbations.- Singular Stochastic Control.- Finite Difference Numerical Approximations.- Applications to Finance.- Differential Games.- Duality Relationships.- Dynkin ’s Formula for Random Evolutions with Markov Chain Parameters.- Extension of Lipschitz Continuous Functions; Smoothing.





Markov Decision Processes: Discrete Stochastic Dynamic Programming

Автор: Martin L. Puterman
Название: Markov Decision Processes: Discrete Stochastic Dynamic Programming
ISBN: 0471727822 ISBN-13(EAN): 9780471727828
Издательство: Wiley
Рейтинг:
Цена: 14207 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

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

Markov Processes, Brownian Motion, and Time Symmetry

Автор: Chung
Название: Markov Processes, Brownian Motion, and Time Symmetry
ISBN: 0387220267 ISBN-13(EAN): 9780387220260
Издательство: Springer
Рейтинг:
Цена: 12326 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: From the reviews of the First Edition:"This excellent book is based on several sets of lecture notes written over a decade and has its origin in a one-semester course given by the author at the ETH, ZГјrich, in the spring of 1970. The author's aim was to present some of the best features of Markov processes and, in particular, of Brownian motion with a minimum of prerequisites and technicalities. The reader who becomes acquainted with the volume cannot but agree with the reviewer that the author was very successful in accomplishing this goal…The volume is very useful for people who wish to learn Markov processes but it seems to the reviewer that it is also of great interest to specialists in this area who could derive much stimulus from it. One can be convinced that it will receive wide circulation." (Mathematical Reviews)This new edition contains 9 new chapters which include new exercises, references, and multiple corrections throughout the original text.

Markov Processes,

Автор: Daniel T. Gillespie
Название: Markov Processes,
ISBN: 0122839552 ISBN-13(EAN): 9780122839559
Издательство: Elsevier Science
Рейтинг:
Цена: 5742 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Markov process theory is basically an extension of ordinary calculus to accommodate functions whose time evolutions are not entirely deterministic. This book develops the single-variable theory of both continuous and jump Markov processes. It is intended for physicists and chemists at the senior and graduate level.

Cycle Representations of Markov Processes

Автор: Kalpazidou Sophia L.
Название: Cycle Representations of Markov Processes
ISBN: 0387291660 ISBN-13(EAN): 9780387291666
Издательство: Springer
Рейтинг:
Цена: 17241 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: This book is a prototype providing new insight into Markovian dependence via the cycle decompositions. It presents a systematic account of a class of stochastic processes known as cycle (or circuit) processes - so-called because they may be defined by directed cycles. These processes have special and important properties through the interaction between the geometric properties of the trajectories and the algebraic characterization of the Markov process. An important application of this approach is the insight it provides to electrical networks and the duality principle of networks. In particular, it provides an entirely new approach to infinite electrical networks and their applications in topics as diverse as random walks, the classification of Riemann surfaces, and to operator theory.The second edition of this book adds new advances to many directions, which reveal wide-ranging interpretations of the cycle representations like homologic decompositions, orthogonality equations, Fourier series, semigroup equations, and disintegration of measures. The versatility of these interpretations is consequently motivated by the existence of algebraic-topological principles in the fundamentals of the cycle representations. This book contains chapter summaries as well as a number of detailed illustrations.Review of the earlier edition:"This is a very useful monograph which avoids ready ways and opens new research perspectives. It will certainly stimulate further work, especially on the interplay of algebraic and geometrical aspects of Markovian dependence and its generalizations."Math Reviews.

Markov Processes, Gaussian Processes, and Local Times

Автор: Michael B. Marcus
Название: Markov Processes, Gaussian Processes, and Local Times
ISBN: 0521863007 ISBN-13(EAN): 9780521863001
Издательство: Cambridge Academ
Рейтинг:
Цена: 8858 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Written by two foremost researchers in the field, this book studies the local times of Markov processes by employing isomorphism theorems that relate them to certain associated Gaussian processes. It builds to this material through self-contained but harmonized ‘mini-courses’ on the relevant ingredients, which assume only knowledge of measure-theoretic probability. The streamlined selection of topics creates an easy entrance for students and for experts in related fields. The book starts by developing the fundamentals of Markov process theory and then of Gaussian process theory, including sample path properties. It then proceeds to more advanced results, bringing the reader to the heart of contemporary research. It presents the remarkable isomorphism theorems of Dynkin and Eisenbaum, then shows how they can be applied to obtain new properties of Markov processes by using well-established techniques in Gaussian process theory. This original, readable book will appeal to both researchers and advanced graduate students.

An Introduction to Markov Processes

Автор: Stroock Daniel W.
Название: An Introduction to Markov Processes
ISBN: 3540234993 ISBN-13(EAN): 9783540234999
Издательство: Springer
Рейтинг:
Цена: 7310 р.
Наличие на складе: Поставка под заказ.

Описание: This book provides a rigorous but elementary introduction to the theory of Markov Processes on a countable state space. It should be accessible to students with a solid undergraduate background in mathematics, including students from engineering, economics, physics, and biology. Topics covered are: Doeblin's theory, general ergodic properties, and continuous time processes. A whole chapter is devoted to reversible processes and the use of their associated Dirichlet forms to estimate the rate of convergence to equilibrium.

Semigroups, Boundary Value Problems and Markov Processes

Автор: Taira Kazuaki
Название: Semigroups, Boundary Value Problems and Markov Processes
ISBN: 3540406514 ISBN-13(EAN): 9783540406518
Издательство: Springer
Цена: 8877 р.
Наличие на складе: Поставка под заказ.

Описание: The purpose of this book is to provide a careful and accessible account along modern lines of the subject which the title deals, as well as to discuss problems of current interest in the field. More precisely this book is devoted to the functional-analytic approach to a class of degenerate boundary value problems for second-order elliptic integro-differential operators which includes as particular cases the Dirichlet and Robin problems. This class of boundary value problems provides a new example of analytic semigroups. As an application, we construct a strong Markov process corresponding to such a diffusion phenomenon that a Markovian particle moves both by jumps and continuously in the state space until it dies at the time when it reaches the set where the particle is definitely absorbed.

Controlled diffusion processes

Автор: Krylov, N.v.
Название: Controlled diffusion processes
ISBN: 3540709134 ISBN-13(EAN): 9783540709138
Издательство: Springer
Рейтинг:
Цена: 7836 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Deals with the optimal control of solutions of fully observable Ito-type stochastic differential equations. This work proves the validity of the Bellman differential equation for payoff functions and develops the rules for optimal control strategies.

Multivariable Computer-controlled Systems / A Transfer Function Approach

Автор: Rosenwasser Efim N., Lampe Bernhard P.
Название: Multivariable Computer-controlled Systems / A Transfer Function Approach
ISBN: 1846284317 ISBN-13(EAN): 9781846284311
Издательство: Springer
Рейтинг:
Цена: 19532 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Shows how parametric transfer functions, which incorporate time-dependence, can be used to give an exposition of analysis and design methods for multi-input, multi-output (MIMO) sampled-data systems. Divided into three parts, this guide features appendices covering basic mathematical formulae and two MATLAB toolboxes.

Ontologically Controlled Autonomous Systems

Автор: Fodor
Название: Ontologically Controlled Autonomous Systems
ISBN: 0792380355 ISBN-13(EAN): 9780792380351
Издательство: Springer
Рейтинг:
Цена: 23931 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Presents the main principles, operations and architecture involved in the design of a type of supervisory controller called an ontological controller. This book also presents a framework and results for ontological control. It is intended for professionals and students working in industrial control, discrete control, and discrete-event systems.

Heavy Traffic Analysis of Controlled Queueing and Communication Networks

Автор: Kushner Harold J.
Название: Heavy Traffic Analysis of Controlled Queueing and Communication Networks
ISBN: 0387952640 ISBN-13(EAN): 9780387952642
Издательство: Springer
Рейтинг:
Цена: 8355 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: This book provides a thorough development of the powerful methods of heavy traffic analysis and approximations with applications to a wide variety of stochastic (e.g. queueing and communication) networks, for both controlled and uncontrolled systems. The approximating models are reflected stochastic differential equations. The analytical and numerical methods yield considerable simplifications and insights and good approximations to both path properties and optimal controls under broad conditions on the data and structure. The general theory is developed, with possibly state dependent parameters, and specialized to many different cases of practical interest. Control problems in telecommunications and applications to scheduling, admissions control, polling, and elsewhere are treated. The necessary probability background is reviewed, including a detailed survey of reflected stochastic differential equations, weak convergence theory, methods for characterizing limit processes, and ergodic problems.

Numerical Methods for Controlled Stochastic Delay Systems

Автор: Harold Kushner
Название: Numerical Methods for Controlled Stochastic Delay Systems
ISBN: 0817645349 ISBN-13(EAN): 9780817645342
Издательство: Springer
Рейтинг:
Цена: 11494 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: The Markov chain approximation methods are used for the numerical solution of nonlinear stochastic control problems in continuous time. This book extends the methods to stochastic systems with delays. It surveys properties of various stochastic dynamical models, including singular control, and those for diffusion and reflected diffusion models.


ООО "Логосфера " Тел:+7(495) 980-12-10 www.logobook.ru
   В Контакте     В Контакте Мед  Мобильная версия