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: 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.
Описание: Finite Element Methods are used for numerous engineering applications where numerical solutions of partial differential equations are needed. As computers can now deal with the millions of parameters used in these methods, automatic error estimation and automatic adaptation of the utilised method (according to this error estimation), has become a hot research topic. This text offers comprehensive coverage of this new field of automatic adaptation and error estimation, bringing together the work of eight outstanding researchers in this field who have completed a six year national researproject within the German Science Foundation. The result is a state-of-the-art work in true reference style. Each chapter is self-contained and covers theoretical, algorithmic and software presentations as well as solved problems. A main feature consists of several carefully elaborated benchmarks of 2D- and 3D- applications. First book to go beyond the Finite Element Method in itself Covers material from a new research area Presents benchmarks of 2D- and 3D- applications Fits with the new trend for genetic strategies in engineering
Автор: Daniel T. Gillespie Название: Markov Processes, ISBN: 0122839552 ISBN-13(EAN): 9780122839559 Издательство: Elsevier Science Рейтинг: Цена: 6347 р. Наличие на складе: 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.
Автор: Stroock Daniel W. Название: An Introduction to Markov Processes ISBN: 3540234993 ISBN-13(EAN): 9783540234999 Издательство: Springer Рейтинг: Цена: 8079 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.
Описание: The time delays in controllers and actuators can either deteriorate or improve the dynamic performance of a controlled mechanical system. Thus, it is desirable to gain an insight into the effect of time delays on the dynamics of a practical system in its design phase. This monograph represents the recent advances in system modeling, analysis of stability, robust stability and bifurcation by using some new mathematical tools such as generalized Sturm criterion and Dixon's resultant elimination of polynomials. The theoretical results are demonstrated through a number of examples of active vehicle chassis, structure control, as well as the control of chaos of mechanical systems.
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 goalвЂ¦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.
Автор: Kalpazidou Sophia L. Название: Cycle Representations of Markov Processes ISBN: 0387291660 ISBN-13(EAN): 9780387291666 Издательство: Springer Рейтинг: Цена: 19056 р. Наличие на складе: 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.
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.
Автор: Krylov, N.v. Название: Controlled diffusion processes ISBN: 3540709134 ISBN-13(EAN): 9783540709138 Издательство: Springer Рейтинг: Цена: 8661 р. Наличие на складе: 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.
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.
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.
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