Описание: This book systematically studies the stochastic non-cooperative differential game theory of generalized linear Markov jump systems and its application in the field of finance and insurance. The book is an in-depth research book of the continuous time and discrete time linear quadratic stochastic differential game, in order to establish a relatively complete framework of dynamic non-cooperative differential game theory. It uses the method of dynamic programming principle and Riccati equation, and derives it into all kinds of existence conditions and calculating method of the equilibrium strategies of dynamic non-cooperative differential game. Based on the game theory method, this book studies the corresponding robust control problem, especially the existence condition and design method of the optimal robust control strategy. The book discusses the theoretical results and its applications in the risk control, option pricing, and the optimal investment problem in the field of finance and insurance, enriching the achievements of differential game research. This book can be used as a reference book for non-cooperative differential game study, for graduate students majored in economic management, science and engineering of institutions of higher learning.
Автор: Rubino Название: Markov Chains and Dependability Theory ISBN: 1107007577 ISBN-13(EAN): 9781107007574 Издательство: Cambridge Academ Рейтинг: Цена: 10296.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Dependability metrics are omnipresent in every engineering field, from simple ones through to more complex measures combining performance and dependability aspects of systems. This book presents the mathematical basis of the analysis of these metrics in the most used framework, Markov models, describing both basic results and specialised techniques. The authors first present both discrete and continuous time Markov chains before focusing on dependability measures, which necessitate the study of Markov chains on a subset of states representing different user satisfaction levels for the modelled system. Topics covered include Markovian state lumping, analysis of sojourns on subset of states of Markov chains, analysis of most dependability metrics, fundamentals of performability analysis, and bounding and simulation techniques designed to evaluate dependability measures. The book is of interest to graduate students and researchers in all areas of engineering where the concepts of lifetime, repair duration, availability, reliability and risk are important.
Автор: Kai-hui Chang; Igor L. Markov; Valeria Bertacco Название: Functional Design Errors in Digital Circuits ISBN: 9048181127 ISBN-13(EAN): 9789048181124 Издательство: Springer Рейтинг: Цена: 19589.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This text covers innovative methods to automate the debugging process throughout the design flow, enabling the production of more reliable electronic devices. It offers many examples and figures to illustrate key concepts and algorithms.
Автор: Chang Hyeong Soo Название: Simulation-based Algorithms for Markov Decision Processes ISBN: 144715021X ISBN-13(EAN): 9781447150213 Издательство: Springer Рейтинг: Цена: 19591.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The updated 2nd edition of this book covers MDPs in constrained settings and with uncertain transition properties; approximation stochastic annealing, a population-based on-line simulation-based algorithm; game-theoretic method for solving MDPs and more.
Автор: Sakriani Sakti; Konstantin Markov; Satoshi Nakamur Название: Incorporating Knowledge Sources into Statistical Speech Recognition ISBN: 1441946764 ISBN-13(EAN): 9781441946768 Издательство: Springer Рейтинг: Цена: 19589.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The authors address the problem of developing efficient automatic speech recognition systems that maintain a balance between utilizing a wide knowledge of speech variability, while keeping the training manageable and improving speech recognition performance.
Автор: Olivier Capp?; Eric Moulines; Tobias Ryden Название: Inference in Hidden Markov Models ISBN: 1441923195 ISBN-13(EAN): 9781441923196 Издательство: Springer Рейтинг: Цена: 27251.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book is a comprehensive treatment of inference for hidden Markov models, including both algorithms and statistical theory. The book builds on recent developments, both at the foundational level and the computational level, to present a self-contained view.
Автор: George F. Viamontes; Igor L. Markov; John P. Hayes Название: Quantum Circuit Simulation ISBN: 9048130646 ISBN-13(EAN): 9789048130641 Издательство: Springer Рейтинг: Цена: 19591.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Covering the fundamentals of linear algebra, this book introduces those concepts of quantum physics that are needed to understand quantum circuits and algorithms, and requires only basic familiarity with algebra, graph algorithms and computer engineering.
Автор: Fleming Wendell H., Soner H.M. Название: Controlled Markov Processes and Viscosity Solutions ISBN: 0387260455 ISBN-13(EAN): 9780387260457 Издательство: Springer Рейтинг: Цена: 18167.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book is an introduction to optimal stochastic control for continuous time Markov processes and the theory of viscosity solutions. New chapters in this second edition introduce the role of stochastic optimal control in portfolio optimization and in pricing derivatives in incomplete markets and two-controller, zero-sum differential games.
Описание: This book introduces a new Markov chain optimization method with braking the detailed balance. It develops a quantum Monte Carlo method for nonconserved particles and combines it with the excitation level analysis.
Описание: The book addresses the control issues such as stability analysis, control synthesis and filter design of Markov jump systems with the above three types of TPs, and thus is mainly divided into three parts.
Описание: This brief broadens readers` understanding of stochastic control by highlighting recent advances in the design of optimal control for Markov jump linear systems (MJLS).
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