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Weak Convergence Methods and Singularly Perturbed Stochastic Control and Filtering Problems, Harold Kushner


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Автор: Harold Kushner
Название:  Weak Convergence Methods and Singularly Perturbed Stochastic Control and Filtering Problems
ISBN: 9781461288381
Издательство: Springer
Классификация: ISBN-10: 146128838X
Обложка/Формат: Paperback
Страницы: 234
Вес: 0.34 кг.
Дата издания: 04.10.2011
Серия: Systems & Control: Foundations & Applications
Язык: English
Размер: 229 x 152 x 14
Основная тема: Mathematics
Ссылка на Издательство: Link
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Поставляется из: Германии
Описание: The book deals with several closely related topics concerning approxima- tions and perturbations of random processes and their applications to some important and fascinating classes of problems in the analysis and design of stochastic control systems and nonlinear filters. The basic mathematical methods which are used and developed are those of the theory of weak con- vergence. The techniques are quite powerful for getting weak convergence or functional limit theorems for broad classes of problems and many of the techniques are new. The original need for some of the techniques which are developed here arose in connection with our study of the particular applica- tions in this book, and related problems of approximation in control theory, but it will be clear that they have numerous applications elsewhere in weak convergence and process approximation theory. The book is a continuation of the authors long term interest in problems of the approximation of stochastic processes and its applications to problems arising in control and communication theory and related areas. In fact, the techniques used here can be fruitfully applied to many other areas. The basic random processes of interest can be described by solutions to either (multiple time scale) Ito differential equations driven by wide band or state dependent wide band noise or which are singularly perturbed. They might be controlled or not, and their state values might be fully observable or not (e. g., as in the nonlinear filtering problem).


Free Boundary Problems and Asymptotic Behavior of Singularly Perturbed Partial Differential Equations

Автор: Kelei Wang
Название: Free Boundary Problems and Asymptotic Behavior of Singularly Perturbed Partial Differential Equations
ISBN: 364244248X ISBN-13(EAN): 9783642442483
Издательство: Springer
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Цена: 15372.00 р.
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Описание: The results of this exceptional thesis on free boundary problems in singularly perturbed PDEs develop our understanding of the effects of strong competition between species. The research has a wealth of valuable applications in both physics and biology.

Homogenization in Time of Singularly Perturbed Mechanical Systems

Автор: Folkmar Bornemann
Название: Homogenization in Time of Singularly Perturbed Mechanical Systems
ISBN: 3540644474 ISBN-13(EAN): 9783540644477
Издательство: Springer
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Цена: 4186.00 р.
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Описание: This text is about the elimination of fast oscillatory scales in dynamical systems, which is important for efficient computer-simulations and the understanding of model hierarchies. The author presents his method, homogenization in time, based on energy principles and weak convergence techniques.

Nonlinear Filtering and Stochastic Control

Автор: S.K. Mitter; A. Moro
Название: Nonlinear Filtering and Stochastic Control
ISBN: 3540119760 ISBN-13(EAN): 9783540119760
Издательство: Springer
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Цена: 4884.00 р.
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Asymptotic Theory of Elliptic Boundary Value Problems in Singularly Perturbed Domains

Автор: Vladimir Maz`ya; Serguei Nazarov; Boris Plamenevsk
Название: Asymptotic Theory of Elliptic Boundary Value Problems in Singularly Perturbed Domains
ISBN: 3764363975 ISBN-13(EAN): 9783764363970
Издательство: Springer
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Цена: 29342.00 р.
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Описание: For the first time in the mathematical literature, this two-volume work introduces a unified and general approach to the subject. To a large extent, the book is based on the authors` work, and has no significant overlap with other books on the theory of elliptic boundary value problems.

Asymptotic Theory of Elliptic Boundary Value Problems in Singularly Perturbed Domains Volume II

Автор: Vladimir Maz`ya; B. Plamenevskij; Serguei Nazarov;
Название: Asymptotic Theory of Elliptic Boundary Value Problems in Singularly Perturbed Domains Volume II
ISBN: 3764363983 ISBN-13(EAN): 9783764363987
Издательство: Springer
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Цена: 29342.00 р.
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Описание: For the first time in the mathematical literature, this two-volume work introduces a unified and general approach to the subject. To a large extent, the book is based on the authors` work, and has no significant overlap with other books on the theory of elliptic boundary value problems

Robust Numerical Methods for Singularly Perturbed Differential Equations

Автор: Hans-G?rg Roos; Martin Stynes; Lutz Tobiska
Название: Robust Numerical Methods for Singularly Perturbed Differential Equations
ISBN: 3642070825 ISBN-13(EAN): 9783642070822
Издательство: Springer
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Цена: 20263.00 р.
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Описание: This new edition incorporates new developments in numerical methods for singularly perturbed differential equations, focusing on linear convection-diffusion equations and on nonlinear flow problems that appear in computational fluid dynamics.

Dynamic Feature Space Modelling, Filtering and Self-Tuning Control of Stochastic Systems

Автор: Pieter W. Otter
Название: Dynamic Feature Space Modelling, Filtering and Self-Tuning Control of Stochastic Systems
ISBN: 3540156542 ISBN-13(EAN): 9783540156543
Издательство: Springer
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Цена: 15372.00 р.
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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.

Advances in Filtering and Optimal Stochastic Control

Автор: W. H. Fleming; L. G. Gorostiza
Название: Advances in Filtering and Optimal Stochastic Control
ISBN: 3662135310 ISBN-13(EAN): 9783662135310
Издательство: Springer
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Цена: 16979.00 р.
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Singularly Perturbed and Weakly Coupled Linear Control Systems

Автор: Zoran Gajic; Djordjija Petkovski; Xuemin Shen
Название: Singularly Perturbed and Weakly Coupled Linear Control Systems
ISBN: 3540523332 ISBN-13(EAN): 9783540523338
Издательство: Springer
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Цена: 12157.00 р.
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Описание: This book provides a comprehensive view of current developments in the theory of recursive reduced-order methods for singularly perturbed and weakly coupled linear control systems.

Asymptotic Theory of Elliptic Boundary Value Problems in Singularly Perturbed Domains Volume II

Автор: Vladimir Maz`ya; B. Plamenevskij; Serguei Nazarov;
Название: Asymptotic Theory of Elliptic Boundary Value Problems in Singularly Perturbed Domains Volume II
ISBN: 303489564X ISBN-13(EAN): 9783034895644
Издательство: Springer
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Цена: 20962.00 р.
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Описание: For the first time in the mathematical literature, this two-volume work introduces a unified and general approach to the subject. To a large extent, the book is based on the authors` work, and has no significant overlap with other books on the theory of elliptic boundary value problems

Asymptotic Theory of Elliptic Boundary Value Problems in Singularly Perturbed Domains

Автор: Vladimir Maz`ya; Serguei Nazarov; Boris Plamenevsk
Название: Asymptotic Theory of Elliptic Boundary Value Problems in Singularly Perturbed Domains
ISBN: 3034895658 ISBN-13(EAN): 9783034895651
Издательство: Springer
Рейтинг:
Цена: 20962.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: For the first time in the mathematical literature, this two-volume work introduces a unified and general approach to the subject. To a large extent, the book is based on the authors` work, and has no significant overlap with other books on the theory of elliptic boundary value problems.

Two-Scale Approach to Oscillatory Singularly Perturbed Transport Equations

Автор: Emmanuel Fr?nod
Название: Two-Scale Approach to Oscillatory Singularly Perturbed Transport Equations
ISBN: 3319646672 ISBN-13(EAN): 9783319646671
Издательство: Springer
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Цена: 4890.00 р.
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Описание: In addition, it explores the homogenization of hyperbolic partial differential equations with oscillating coefficients and linear oscillatory singularly perturbed hyperbolic partial differential equations.


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