Numerical Methods for Stochastic Control Problems in Continu, 

Автор: Huyen Pham
Название: Continuous-time Stochastic Control and Optimization with Financial Applications
ISBN: 3540894993 ISBN-13(EAN): 9783540894995
Издательство: Springer
Рейтинг:
Цена: 9083.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: This text provides a systematic treatment of stochastic optimization problems applied to finance by presenting the different existing methods: dynamic programming, viscosity solutions, backward stochastic differential equations and martingale duality methods.

Автор: E. Polishchuk
Название: Continual Means and Boundary Value Problems in Function Spaces
ISBN: 3764322179 ISBN-13(EAN): 9783764322175
Издательство: Springer
Рейтинг:
Цена: 11173.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: The fates of important mathematical ideas are varied. Polishchuk, reconstructs and develops one of the dir.ctions in functional analysis that originated from Hadamard and Gateaux and was newly thought over and taken as the basis of a prospective theory by Paul Levy.

Автор: Irena Lasiecka; Roberto Triggiani
Название: Differential and Algebraic Riccati Equations with Application to Boundary/Point Control Problems: Continuous Theory and Approximation Theory
ISBN: 3540543392 ISBN-13(EAN): 9783540543398
Издательство: Springer
Рейтинг:
Цена: 14365.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: This book provides, in a unified framework, an updated andrather comprehensive treatment contered on the theory of ot-pimal control with quadratic cost functional for abstractlinear systems with application to boundary/point controlproblems for partial differential equations (distributed pa-rameter systems).

Автор: Nicolas Privault
Название: Stochastic Analysis in Discrete and Continuous Settings
ISBN: 3642023797 ISBN-13(EAN): 9783642023798
Издательство: Springer
Рейтинг:
Цена: 6981.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Suitable for graduate students and researchers having already received a basic training in probability, this work aims to give a unified presentation of stochastic analysis for continuous and discontinuous stochastic processes, in both discrete and continuous time.

Автор: Ivo Babuska; Philippe G. Ciarlet; Tetsuhiko Miyosh
Название: Mathematical Modeling and Numerical Simulation in Continuum Mechanics
ISBN: 3540423990 ISBN-13(EAN): 9783540423997
Издательство: Springer
Рейтинг:
Цена: 20263.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: The first international symposium on mathematical foundations of the finite element method was held at the University of Maryland in 1973. This book is the record of the proceedings of the International Sympo- sium on Mathematical Modeling and Numerical Simulation in Continuum Mechanics, held in Yamaguchi, Japan from 29 September to 3 October 2000.

Автор: R. Baker Kearfott
Название: Rigorous Global Search: Continuous Problems
ISBN: 0792342380 ISBN-13(EAN): 9780792342380
Издательство: Springer
Рейтинг:
Цена: 26546.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Completion of such an algorithm with a list of solutions constitutes a rigorous mathematical proof that all of the solutions within the original search region are within the output list. The monograph is appropriate as an introduction to research and technology in the area, as a desk reference, or as a graduate-level course reference.

Автор: Hanif D. Sherali; W. P. Adams
Название: A Reformulation-Linearization Technique for Solving Discrete and Continuous Nonconvex Problems
ISBN: 1441948082 ISBN-13(EAN): 9781441948083
Издательство: Springer
Рейтинг:
Цена: 34799.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: In the Reformulation Phase, certain types of additional implied polynomial constraints, that include the aforementioned constraints in the case of binary variables, are appended to the problem.

Автор: Hanif D. Sherali; W. P. Adams
Название: A Reformulation-Linearization Technique for Solving Discrete and Continuous Nonconvex Problems
ISBN: 0792354877 ISBN-13(EAN): 9780792354871
Издательство: Springer
Рейтинг:
Цена: 34799.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Addresses a method for generating tight linear or convex programming relaxations for discrete and continuous nonconvex programming problems. This book is intended for researchers and practitioners who work in the area of discrete or continuous nonlinear, nonconvex optimization problems.

Автор: Pinsky, Ross
Название: Problems from the discrete to the continuous
ISBN: 3319079646 ISBN-13(EAN): 9783319079646
Издательство: Springer
Рейтинг:
Цена: 7685.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Problems from the Discrete to the Continuous

Автор: S.N. Antontsev; J.I. D?az; S.I. Shmarev
Название: Energy Methods in Continuum Mechanics
ISBN: 9401066388 ISBN-13(EAN): 9789401066389
Издательство: Springer
Рейтинг:
Цена: 21935.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Proceedings of the Workshop on Energy Methods for Free Boundary Problems in Continuum Mechanics, held in Oviedo, Spain, March 21-23, 1994

Автор: Boris M. Miller; Evgeny Y. Rubinovich
Название: Impulsive Control in Continuous and Discrete-Continuous Systems
ISBN: 1461349214 ISBN-13(EAN): 9781461349211
Издательство: Springer
Рейтинг:
Цена: 6986.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Impulsive Control in Continuous and Discrete-Continuous Systems is an up-to-date introduction to the theory of impulsive control in nonlinear systems.