Mathematical Methods in Robust Control of Discrete-Time Linear Stochastic Systems, Vasile Dragan; Toader Morozan; Adrian-Mihail Stoic
Автор: Kabanov Yuri, Pergamenshchikov Sergei Название: Two-Scale Stochastic Systems / Asymptotic Analysis and Control ISBN: 3540653325 ISBN-13(EAN): 9783540653325 Издательство: Springer Рейтинг: Цена: 13974.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
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.
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: Atle Seierstad Название: Stochastic Control in Discrete and Continuous Time ISBN: 1441945695 ISBN-13(EAN): 9781441945693 Издательство: Springer Рейтинг: Цена: 6561.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book is a comprehensive introduction to stochastic control problems in both discrete and continuous time. It covers stochastic dynamic programming and the optimal stopping problem for discrete time with a finite or infinite horizon.
Описание: This book focuses on the basic control and filtering synthesis problems for discrete-time switched linear systems under time-dependent switching signals.
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: 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: Features articles from the Third International Conference of Mathematical Models of Non-Linear Excitations, Transfer, Dynamics and Control in Condensed Systems and Other Media, held June 29-July 3, 1998. This book covers topics including nonlinear exaltations in condensed systems and a evolution of complex systems.
Описание: Topics include: nonlinear exaltations in condensed systems, evolution of complex systems, dynamics and structure of molecular and biomolecular systems, mathematical models of transfer processes in nonlinear systems and numerical modeling and algorithms.
Описание: As our title reveals, we focus on optimal control methods and applications relevant to linear dynamic economic systems in discrete-time variables.
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