Stochastic Optimal Control in Infinite Dimension, Giorgio Fabbri; Fausto Gozzi; Andrzej ?wi?ch; Marc
Автор: Gallager Название: Stochastic Processes ISBN: 1107039754 ISBN-13(EAN): 9781107039759 Издательство: Cambridge Academ Рейтинг: Цена: 11246.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This definitive textbook provides a solid introduction to stochastic processes, covering both theory and applications. It is written by one of the world`s leading information theorists, evolving over twenty years of graduate classroom teaching, and is accompanied by over 300 exercises, with online solutions for instructors.
Автор: W. H. Fleming; L. G. Gorostiza Название: Advances in Filtering and Optimal Stochastic Control ISBN: 3662135310 ISBN-13(EAN): 9783662135310 Издательство: Springer Рейтинг: Цена: 16979.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Автор: Leonid Shaikhet Название: Optimal Control of Stochastic Difference Volterra Equations ISBN: 3319132385 ISBN-13(EAN): 9783319132389 Издательство: Springer Рейтинг: Цена: 16769.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book demonstrates the structural characteristics of the optimal control policies in various stochastic supply chains and to shows how to make use of these characteristics to construct easy-to-operate sub-optimal policies.
Автор: Dean A. Carlson; Alain B. Haurie; Arie Leizarowitz Название: Infinite Horizon Optimal Control ISBN: 3642767575 ISBN-13(EAN): 9783642767579 Издательство: Springer Рейтинг: Цена: 15372.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This monograph deals with various classes of deterministic and stochastic continuous time optimal control problems that are defined over unbounded time intervals. Briefly, this problem can be described as a Lagrange problem with unbounded time interval.
Автор: Jo?l Blot; Na?la Hayek Название: Infinite-Horizon Optimal Control in the Discrete-Time Framework ISBN: 1461490375 ISBN-13(EAN): 9781461490371 Издательство: Springer Рейтинг: Цена: 6986.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: ГЇВїВЅ ГЇВїВЅ ГЇВїВЅ ГЇВїВЅ In this book the authors take a rigorous look at the infinite-horizon discrete-time optimal control theory from the viewpoint of Pontryagin`s principles.
Автор: Da Prato Название: Stochastic Equations in Infinite Dimensions ISBN: 1107055849 ISBN-13(EAN): 9781107055841 Издательство: Cambridge Academ Рейтинг: Цена: 21384.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Now in its second edition, this book gives a systematic and self-contained presentation of basic results on stochastic evolution equations in infinite dimensional, typically Hilbert and Banach, spaces. Thoroughly updated, it also includes two brand new chapters surveying recent developments in the area.
Автор: Gawarecki, Leszek Mandrekar, Vidyadhar Название: Stochastic differential equations in infinite dimensions ISBN: 3642266347 ISBN-13(EAN): 9783642266348 Издательство: Springer Рейтинг: Цена: 8384.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This volume offers comprehensive coverage of modern techniques used for solving problems in infinite dimensional stochastic differential equations. It presents major methods, including compactness, coercivity, monotonicity, in different set-ups.
Описание: This research monograph brings together, for the first time, the varied literature on Yosida approximations of stochastic differential equations (SDEs) in infinite dimensions and their applications into a single cohesive work. The author provides a clear and systematic introduction to the Yosida approximation method and justifies its power by presenting its applications in some practical topics such as stochastic stability and stochastic optimal control. The theory assimilated spans more than 35 years of mathematics, but is developed slowly and methodically in digestible pieces.The book begins with a motivational chapter that introduces the reader to several different models that play recurring roles throughout the book as the theory is unfolded, and invites readers from different disciplines to see immediately that the effort required to work through the theory that follows is worthwhile. From there, the author presents the necessary prerequisite material, and then launches the reader into the main discussion of the monograph, namely, Yosida approximations of SDEs, Yosida approximations of SDEs with Poisson jumps, and their applications. Most of the results considered in the main chapters appear for the first time in a book form, and contain illustrative examples on stochastic partial differential equations. The key steps are included in all proofs, especially the various estimates, which help the reader to get a true feel for the theory of Yosida approximations and their use.This work is intended for researchers and graduate students in mathematics specializing in probability theory and will appeal to numerical analysts, engineers, physicists and practitioners in finance who want to apply the theory of stochastic evolution equations. Since the approach is based mainly in semigroup theory, it is amenable to a wide audience including non-specialists in stochastic processes.
Автор: Bernido Название: Stochastic and Infinite Dimensional Analysis ISBN: 3319072447 ISBN-13(EAN): 9783319072449 Издательство: Springer Рейтинг: Цена: 19564.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This volumepresents a collection of papers covering applications from a wide range ofsystems with infinitely many degrees of freedom studied using techniques fromstochastic and infinite dimensional analysis, e.g. Feynman path integrals, thestatistical mechanics of polymer chains, complex networks, and quantum fieldtheory. Systems of infinitely many degrees of freedom create their particularmathematical challenges which have been addressed by different mathematicaltheories, namely in the theories of stochastic processes, Malliavin calculus,and especially white noise analysis.Theseproceedings are inspired by a conference held on the occasion of Prof. LudwigStreit’s 75th birthday and celebrate his pioneering and ongoing work in thesefields.
Описание: The classical Pontryagin maximum principle (addressed to deterministic finite dimensional control systems) is one of the three milestones in modern control theory.
Описание: This book demonstrates the structural characteristics of the optimal control policies in various stochastic supply chains and to shows how to make use of these characteristics to construct easy-to-operate sub-optimal policies.
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