Finite Approximations in Discrete-Time Stochastic Control, Naci Saldi; Tam?s Linder; Serdar Y?ksel
Автор: Maria Tomas-Rodriguez; Stephen P. Banks Название: Linear, Time-varying Approximations to Nonlinear Dynamical Systems ISBN: 184996100X ISBN-13(EAN): 9781849961004 Издательство: Springer Рейтинг: Цена: 25853.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: A new technique for analysing and controlling nonlinear systems is introduced in this book. Although the methods outlined are novel, they can be simply implemented using pre-existing and widely known classical control ideas.
Автор: Barry C. Arnold; Narayanaswamy Balakrishnan Название: Relations, Bounds and Approximations for Order Statistics ISBN: 0387969756 ISBN-13(EAN): 9780387969756 Издательство: Springer Рейтинг: Цена: 16070.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Balakrishnan Hamilton, Ontario Canada November, 1988 Table of Contents Chapter 1: TIlE DISTRIBUTION OF ORDER STATISTICS Exercises 4 Chapter 2: RECURRENCE RELATIONS AND IDENTITIES FOR ORDER STATISTICS 2. Results for two related populations 2. Results for exchangeable variates 23 25 Exercises Chapter 3: BOUNDS ON EXPECTATIONS OF ORDER STATISTICS 3.
Автор: Saldi, Naci. Название: Finite approximations in discrete-time stochastic control : ISBN: 3319790323 ISBN-13(EAN): 9783319790329 Издательство: Springer Рейтинг: Цена: 9083.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
In a unified form, this monograph presents fundamental results on the approximation of centralized and decentralized stochastic control problems, with uncountable state, measurement, and action spaces. It demonstrates how quantization provides a system-independent and constructive method for the reduction of a system with Borel spaces to one with finite state, measurement, and action spaces. In addition to this constructive view, the book considers both the information transmission approach for discretization of actions, and the computational approach for discretization of states and actions. Part I of the text discusses Markov decision processes and their finite-state or finite-action approximations, while Part II builds from there to finite approximations in decentralized stochastic control problems.
This volume is perfect for researchers and graduate students interested in stochastic controls. With the tools presented, readers will be able to establish the convergence of approximation models to original models and the methods are general enough that researchers can build corresponding approximation results, typically with no additional assumptions.
Описание: This research monograph brings together, for the first time, the varied literature on Yosida approximations of stochastic differential equations (SDEs) in infinite dimensions and their applications into a single cohesive work. The author provides a clear and systematic introduction to the Yosida approximation method and justifies its power by presenting its applications in some practical topics such as stochastic stability and stochastic optimal control. The theory assimilated spans more than 35 years of mathematics, but is developed slowly and methodically in digestible pieces.The book begins with a motivational chapter that introduces the reader to several different models that play recurring roles throughout the book as the theory is unfolded, and invites readers from different disciplines to see immediately that the effort required to work through the theory that follows is worthwhile. From there, the author presents the necessary prerequisite material, and then launches the reader into the main discussion of the monograph, namely, Yosida approximations of SDEs, Yosida approximations of SDEs with Poisson jumps, and their applications. Most of the results considered in the main chapters appear for the first time in a book form, and contain illustrative examples on stochastic partial differential equations. The key steps are included in all proofs, especially the various estimates, which help the reader to get a true feel for the theory of Yosida approximations and their use.This work is intended for researchers and graduate students in mathematics specializing in probability theory and will appeal to numerical analysts, engineers, physicists and practitioners in finance who want to apply the theory of stochastic evolution equations. Since the approach is based mainly in semigroup theory, it is amenable to a wide audience including non-specialists in stochastic processes.
Автор: Albert Benveniste; S.S. Wilson; Michel Metivier; P Название: Adaptive Algorithms and Stochastic Approximations ISBN: 3642758967 ISBN-13(EAN): 9783642758966 Издательство: Springer Рейтинг: Цена: 18167.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Adaptive systems are widely encountered in many applications ranging through adaptive filtering and more generally adaptive signal processing, systems identification and adaptive control, to pattern recognition and machine intelligence: adaptation is now recognised as keystone of "intelligence" within computerised systems.
Автор: Riccardo Zoppoli; Marcello Sanguineti; Giorgio Gne Название: Neural Approximations for Optimal Control and Decision ISBN: 3030296911 ISBN-13(EAN): 9783030296919 Издательство: Springer Рейтинг: Цена: 23757.00 р. Наличие на складе: Поставка под заказ.
Описание: Neural Approximations for Optimal Control and Decision provides a comprehensive methodology for the approximate solution of functional optimization problems using neural networks and other nonlinear approximators where the use of traditional optimal control tools is prohibited by complicating factors like non-Gaussian noise, strong nonlinearities, large dimension of state and control vectors, etc.Features of the text include:• a general functional optimization framework;• thorough illustration of recent theoretical insights into the approximate solutions of complex functional optimization problems;• comparison of classical and neural-network based methods of approximate solution;• bounds to the errors of approximate solutions;• solution algorithms for optimal control and decision in deterministic or stochastic environments with perfect or imperfect state measurements over a finite or infinite time horizon and with one decision maker or several;• applications of current interest: routing in communications networks, traffic control, water resource management, etc.; and• numerous, numerically detailed examples.The authors’ diverse backgrounds in systems and control theory, approximation theory, machine learning, and operations research lend the book a range of expertise and subject matter appealing to academics and graduate students in any of those disciplines together with computer science and other areas of engineering.
Описание: It also explores approximations under convexity and a new trend in approximation theory - approximation by sublinear operators with applications to max-product operators, which are nonlinear and rational providing very fast and flexible approximations.
Автор: Vladimir Maz`ya; Alexander Movchan; Michael Nieves Название: Green`s Kernels and Meso-Scale Approximations in Perforated Domains ISBN: 3319003569 ISBN-13(EAN): 9783319003566 Издательство: Springer Рейтинг: Цена: 6986.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
Part I: Green's functions in singularly perturbed domains: Uniform asymptotic formulae for Green's functions for the Laplacian in domains with small perforations.- Mixed and Neumann boundary conditions for domains with small holes and inclusions. Uniform asymptotics of Green's kernels.- Green's function for the Dirichlet boundary value problem in a domain with several inclusions.- Numerical simulations based on the asymptotic approximations.- Other examples of asymptotic approximations of Green's functions in singularly perturbed domains.- Part II: Green's tensors for vector elasticity in bodies with small defects: Green's tensor for the Dirichlet boundary value problem in a domain with a single inclusion.- Green's tensor in bodies with multiple rigid inclusions.- Green's tensor for the mixed boundary value problem in a domain with a small hole.- Part III Meso-scale approximations. Asymptotic treatment of perforated domains without homogenization: Meso-scale approximations for solutions of Dirichlet problems.- Mixed boundary value problems in multiply-perforated domains.
Описание: If you place a large number of points randomly in the unit square, what is the distribution of the radius of the largest circle containing no points? If cars on a freeway move with constant speed (random from car to car), what is the longest stretch of empty road you will see during a long journey?
Автор: Nourdin Название: Normal Approximations with Malliavin Calculus ISBN: 1107017777 ISBN-13(EAN): 9781107017771 Издательство: Cambridge Academ Рейтинг: Цена: 11880.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book studies normal approximations by means of two powerful probabilistic techniques: the Malliavin calculus and Stein`s method. Largely self-contained it is perfect for self-study and will appeal both to researchers and to graduate students in probability and statistics.
Описание: This book focuses on computational and fractional analysis, two areas that are very important in their own right, and which are used in a broad variety of real-world applications. We also cover the conformable fractional approximation of Csiszar`s well-known f-divergence, and present conformable fractional self-adjoint operator inequalities.
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