Описание: This IMA Volume in Mathematics and its Applications NONSMOOTH ANALYSIS AND GEOMETRIC METHODS IN DETERMINISTIC OPTIMAL CONTROL is based on the proceedings of a workshop that was an integral part of the 1992-93 IMA program on "Control Theory.
Описание: Nowadays approximately 6 billion people use a mobile phone and they now take a central position within our daily lives. The 1990s saw a tremendous increase in the use of wireless systems and the democratization of this means of communication.
Автор: Jon H. Davis Название: Foundations of Deterministic and Stochastic Control ISBN: 1461265991 ISBN-13(EAN): 9781461265993 Издательство: Springer Рейтинг: Цена: 6986.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
Control theory has applications to a number of areas in engineering and communication theory. This introductory text on the subject is fairly self-contained and aimed primarily at advanced mathematics and engineering students in various disciplines.
The topics covered include realization problems, linear-quadratic optimal control, stability theory, stochastic modeling and recursive estimation algorithms in communications and control, and distributed system modeling. These topics have a wide range of applicability, and provide background for further study in the control and communications areas.
In the early chapters the basics of linear control systems as well as the fundamentals of stochastic control are presented in a unique way so that the methods generalize to a useful class of distributed parameter and nonlinear system models. The control of distributed parameter systems (systems governed by PDEs) is based on the framework of linear quadratic Gaussian optimization problems.
The approach here utilizes methods based on Wiener-Hopf integral equations. Additionally, the important notion of state space modeling of distributed systems is examined. Basic results due to Gohberg and Krein on convolution are given and many results are illustrated with some examples that carry throughout the text. The standard linear regulator problem is studied in both the continuous and discrete time cases, followed by a discussion of the (dual) filtering problems. Later chapters treat the stationary regulator and filtering problems with a Wiener-Hopf approach. This leads to spectral factorization problems and useful iterative algorithms that follow naturally from the methods employed. The interplay between time and frequency domain approaches is emphasized.
Автор: M.A. Dempster Название: Deterministic and Stochastic Scheduling ISBN: 9400978030 ISBN-13(EAN): 9789400978034 Издательство: Springer Рейтинг: Цена: 12157.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Proceedings of the NATO Advanced Study and Research Institute on Theoretical Approaches to Scheduling Problems, Durham, England, July 6-17, 1981
Автор: Panos M. Pardalos; Anatoly Zhigljavsky; Julius ?il Название: Advances in Stochastic and Deterministic Global Optimization ISBN: 3319299735 ISBN-13(EAN): 9783319299730 Издательство: Springer Рейтинг: Цена: 15372.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Current research results in stochastic and deterministic global optimization including single and multiple objectives are explored and presented in this book by leading specialists from various fields. Contributions include applications to multidimensional data visualization, regression, survey calibration, inventory management, timetabling, chemical engineering, energy systems, and competitive facility location. Graduate students, researchers, and scientists in computer science, numerical analysis, optimization, and applied mathematics will be fascinated by the theoretical, computational, and application-oriented aspects of stochastic and deterministic global optimization explored in this book.
This volume is dedicated to the 70th birthday of Antanas ?ilinskas who is a leading world expert in global optimization. Professor ?ilinskas's research has concentrated on studying models for the objective function, the development and implementation of efficient algorithms for global optimization with single and multiple objectives, and application of algorithms for solving real-world practical problems.
Автор: Calin Ovidiu Название: Deterministic And Stochastic Topics In Computational Finance ISBN: 9813203080 ISBN-13(EAN): 9789813203082 Издательство: World Scientific Publishing Цена: 8870.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
What distinguishes this book from other texts on mathematical finance is the use of both probabilistic and PDEs tools to price derivatives for both constant and stochastic volatility models, by which the reader has the advantage of computing explicitly a large number of prices for European, American and Asian derivatives.
The book presents continuous time models for financial markets, starting from classical models such as Black-Scholes and evolving towards the most popular models today such as Heston and VAR.
A key feature of the textbook is the large number of exercises, mostly solved, which are designed to help the reader to understand the material.
The book is based on the author's lectures on topics on computational finance for senior and graduate students, delivered in USA (Princeton University and EMU), Taiwan and Kuwait. The prerequisites are an introductory course in stochastic calculus, as well as the usual calculus sequence.
The book is addressed to undergraduate and graduate students in Masters of Finance programs as well as to those who wish to become more efficient in their practical applications.
Автор: El-Kebir Boukas; Zi-Kuan Liu Название: Deterministic and Stochastic Time-Delay Systems ISBN: 1461266025 ISBN-13(EAN): 9781461266020 Издательство: Springer Рейтинг: Цена: 13974.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Most practical processes such as chemical reactor, industrial furnace, heat exchanger, etc., are nonlinear stochastic systems, which makes their con- trol in general a hard problem.
Автор: Piotr Garbaczewski; Marek Wolf; Aleksander Weron Название: Chaos — The Interplay Between Stochastic and Deterministic Behaviour ISBN: 3662140306 ISBN-13(EAN): 9783662140307 Издательство: Springer Рейтинг: Цена: 15672.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The study of chaotic behaviour of dynamical systems has triggered new efforts to reconcile deterministic and stochastic processes as well as classical and quantum physics. New efforts are made to understand complex and unpredictable behaviour. The papers collected in this volume give a broad overview of these activities. Readers will get a glimpse of the growing importance of L vy processes for physics. They will find new views on fundamental concepts of quantum physics and will see many applications of chaotic and essentially random phenomena to a number of physical problems.
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