Описание: Chapter two is dedicated to infinite horizon stochastic discrete optimal control models and Markov decision problems with average and expected total discounted optimization criteria, while Chapter three develops a special game-theoretical approach to Markov decision processes and stochastic discrete optimal control problems.
Описание: This book presents recent developments and applications in multiobjective control of time-discrete systems with a finite set of states. It describes the dynamics of such systems as well as characterized game theoretical properties.
Автор: Suresh Prakash Sethi; Han-Qin Zhang; Qing Zhang Название: Average-Cost Control of Stochastic Manufacturing Systems ISBN: 1441919546 ISBN-13(EAN): 9781441919540 Издательство: Springer Рейтинг: Цена: 20263.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book articulates a new theory that shows that hierarchical decision making can in fact lead to a near optimization of system goals. The material in the book cuts across disciplines. It will appeal to graduate students and researchers in applied mathematics, operations management, operations research, and system and control theory.
Описание: By interrelating concepts and results from system theory with those from econometrics and social sciences, the author has attempted to narrow the gap between the more technical sciences such as engi- neering and social sciences and econometrics, and to contribute to either side.
Описание: It presents recent and pressing issues in stochastic processes, control theory, differential games, optimization, and their applications in finance, manufacturing, queueing networks, and climate control. The book is dedicated to Professor Suresh Sethi on the occasion of his 60th birthday, in view of his distinguished career.
Автор: Ratnesh Kumar; Vijay K. Garg Название: Modeling and Control of Logical Discrete Event Systems ISBN: 0792395387 ISBN-13(EAN): 9780792395386 Издательство: Springer Рейтинг: Цена: 18167.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Discrete event systems is a field that utilizes many interesting mathematical models and techniques. This book focuses on a high level treatment of discrete event systems, where the order of events, rather their occurrence times, is the principal concern.
Автор: Ratnesh Kumar; Vijay K. Garg Название: Modeling and Control of Logical Discrete Event Systems ISBN: 1461359317 ISBN-13(EAN): 9781461359319 Издательство: Springer Рейтинг: Цена: 15372.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The field of discrete event systems has emerged to provide a formal treatment of many of the man-made systems such as manufacturing systems, communica- tion networks.
Описание: Presents at an introductory level some stochastic models applied in economics, finance and insurance. This book uses Markov chains, random walks, stochastic differential equations and other stochastic processes throughout and systematically applies them to economic and financial applications.
Автор: Hernandez-Lerma Название: Discrete-Time Markov Control Processes ISBN: 0387945792 ISBN-13(EAN): 9780387945798 Издательство: Springer Рейтинг: Цена: 18167.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This text provides a unified treatment of some recent theoretical developments on Markov control processes. Interest is mainly confined to MCPs with Borel state and control spaces, and possibly unbound costs and non-compact control constraint sets.
Автор: Robert G. Gallager Название: Discrete Stochastic Processes ISBN: 1461359864 ISBN-13(EAN): 9781461359869 Издательство: Springer Рейтинг: Цена: 10448.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Stochastic processes are found in probabilistic systems that evolve with time. Discrete stochastic processes change by only integer time steps (for some time scale), or are characterized by discrete occurrences at arbitrary times.
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: Xiaoqiang Cai; Xianyi Wu; Xian Zhou Название: Optimal Stochastic Scheduling ISBN: 1489974040 ISBN-13(EAN): 9781489974044 Издательство: Springer Рейтинг: Цена: 21661.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This comprehensive book details elementary models and results in stochastic scheduling. It also presents the latest developments and research topics in the area.
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