Nonlinear Stochastic Systems with Incomplete Information, Bo Shen; Zidong Wang; Huisheng Shu

Автор: Hu, Jun Wang, Zidong Gao, Huijun
Название: Nonlinear stochastic systems with network-induced phenomena
ISBN: 331908710X ISBN-13(EAN): 9783319087108
Издательство: Springer
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Автор: Nikolai Dokuchaev
Название: Dynamic Portfolio Strategies: quantitative methods and empirical rules for incomplete information
ISBN: 079237648X ISBN-13(EAN): 9780792376484
Издательство: Springer
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Описание: Investigates optimal investment problems for stochastic financial market models. This work is intended for academics and students who are interested in the mathematics of finance, stochastic processes, and optimal control, and also for practitioners in risk management and quantitative analysis.

Автор: Vadim S. Anishchenko; Vladimir Astakhov; Alexander
Название: Nonlinear Dynamics of Chaotic and Stochastic Systems
ISBN: 3642424678 ISBN-13(EAN): 9783642424670
Издательство: Springer
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Описание: We hope that the new edition of the book will be of great interest for a widesectionofreaderswhoarealreadyspecialistsorthosewhoarebeginning research in the ?elds of nonlinear oscillation and wave theory, dynamical chaos, synchronization, and stochastic process theory.

Автор: Jun Hu; Zidong Wang; Huijun Gao
Название: Nonlinear Stochastic Systems with Network-Induced Phenomena
ISBN: 3319359290 ISBN-13(EAN): 9783319359298
Издательство: Springer
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Описание: Introduction.- Recursive Filtering for Time-Varying Nonlinear Systems with Stochastic Nonlinearities, Multiple Missing Measurements and Quantized Effects.- Recursive Filtering with Random Parameter Matrices, Multiple Fading Measurements, Probabilistic Sensor Delays, Correlated Noises and Gain-Constraint.- Probability-Guaranteed H-infinity Finite-Horizon Filtering for a Class of Nonlinear Time-Varying Systems with Sensor Saturations.- H-infinity Sliding-Mode Observer Design for a Class of Nonlinear Time-Delay Systems.- Robust Sliding-Mode Control for Uncertain Stochastic Systems with Time-Varying Delays, Randomly-Occurring Nonlinearities and Stochastic Nonlinearities.- Robust Sliding-Mode Control for Stochastic Systems with Randomly-Occurring Uncertainties, Randomly Occurring Nonlinearities, Mixed Time Delays and Markovian Jumping Parameters.- Conclusions and Future Work.

Автор: L. Arnold; R. Lefever
Название: Stochastic Nonlinear Systems in Physics, Chemistry, and Biology
ISBN: 3642680402 ISBN-13(EAN): 9783642680403
Издательство: Springer
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Описание: The workshop brought some 25 physicists, chemists, and biologists - who deal with stochastic phenomena - and about an equal number of mathematicians - who are experts in the theory of stochastic processes - together.

Автор: Kabanov Yuri, Pergamenshchikov Sergei
Название: Two-Scale Stochastic Systems / Asymptotic Analysis and Control
ISBN: 3540653325 ISBN-13(EAN): 9783540653325
Издательство: Springer
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Описание: Two-scale systems described by singularly perturbed SDEs have been the subject of ample literature. However, this new monograph develops subjects that were rarely addressed and could be given the collective description "Stochastic Tikhonov-Levinson theory and its applications." The book provides a mathematical apparatus designed to analyze the dynamic behaviour of a randomly perturbed system with fast and slow variables. In contrast to the deterministic Tikhonov-Levinson theory, the basic model is described in a more realistic way by stochastic differential equations. This leads to a number of new theoretical questions but simultaneously allows us to treat in a unified way a surprisingly wide spectrum of applications like fast modulations, approximate filtering, and stochastic approximation.

Автор: Song
Название: Optimal Control and Optimization of Stochastic Supply Chain Systems
ISBN: 1447147235 ISBN-13(EAN): 9781447147237
Издательство: Springer
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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.