Описание: Stochastic control is a very active area of research. This monograph, written by two leading authorities in the field, has been updated to reflect the latest developments. It covers effective numerical methods for stochastic control problems in continuous time on two levels, that of practice and that of mathematical development.
Описание: This book presents the details of the BONUS algorithm and its real world applications in areas like sensor placement in large scale drinking water networks, sensor placement in advanced power systems, water management in power systems, and capacity expansion of energy systems.
Автор: Xiong Jie Название: Three Classes of Nonlinear Stochastic Partial Differential E ISBN: 9814452351 ISBN-13(EAN): 9789814452359 Издательство: World Scientific Publishing Цена: 10296.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The study of measure-valued processes in random environments has seen some intensive research activities in recent years whereby interesting nonlinear stochastic partial differential equations (SPDEs) were derived. Due to the nonlinearity and the non-Lipschitz continuity of their coefficients, new techniques and concepts have recently been developed for the study of such SPDEs. These include the conditional Laplace transform technique, the conditional mild solution, and the bridge between SPDEs and some kind of backward stochastic differential equations. This volume provides an introduction to these topics with the aim of attracting more researchers into this exciting and young area of research. It can be considered as the first book of its kind. The tools introduced and developed for the study of measure-valued processes in random environments can be used in a much broader area of nonlinear SPDEs.
Описание: Further, the kind and level of sophistication of mathematics applied in various sciences has changed drastically in recent years: measure theory is used (non-trivially) in regional and theoretical economics; the Minkowsky lemma, COding theory and the structure of water meet one another in packing and covering theory;
Автор: A. Naess; S. Krenk Название: IUTAM Symposium on Advances in Nonlinear Stochastic Mechanics ISBN: 9401066302 ISBN-13(EAN): 9789401066303 Издательство: Springer Рейтинг: Цена: 12157.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Proceedings of the IUTAM Symposium held in Trondheim, Norway, 3-7 July 1995
Автор: N. Sri Namachchivaya; Y.K. Lin Название: IUTAM Symposium on Nonlinear Stochastic Dynamics ISBN: 9401039852 ISBN-13(EAN): 9789401039857 Издательство: Springer Рейтинг: Цена: 20962.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Proceedings of the IUTAM Symposium held in Monticello, IL, USA, 26-30 August 2002
Автор: Tadahisa Funaki; Wojbor Woyczynski Название: Nonlinear Stochastic PDEs ISBN: 1461384702 ISBN-13(EAN): 9781461384700 Издательство: Springer Рейтинг: Цена: 16769.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This IMA Volume in Mathematics and its Applications NONLINEAR STOCHASTIC PDEs: HYDRODYNAMIC LIMIT AND BURGERS` TURBULENCE is based on the proceedings of the period of concentration on Stochas- tic Methods for Nonlinear PDEs which was an integral part of the 1993- 94 IMA program on "Emerging Applications of Probability."
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