Stochastic Optimal Control of Structures, Yongbo Peng; Jie Li
Автор: Oksendal Название: Stochastic Differential Equations ISBN: 3540047581 ISBN-13(EAN): 9783540047582 Издательство: Springer Рейтинг: Цена: 8223.00 р. Наличие на складе: Есть (1 шт.) Описание: Gives an introduction to the basic theory of stochastic calculus and its applications. This book offers examples in order to motivate and illustrate the theory and show its importance for many applications in for example economics, biology and physics.
Автор: W. H. Fleming; L. G. Gorostiza Название: Advances in Filtering and Optimal Stochastic Control ISBN: 3662135310 ISBN-13(EAN): 9783662135310 Издательство: Springer Рейтинг: Цена: 16979.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book gathers the most essential results, including recent ones, on linear-quadratic optimal control problems, which represent an important aspect of stochastic control.
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: Leonid Shaikhet Название: Optimal Control of Stochastic Difference Volterra Equations ISBN: 3319132385 ISBN-13(EAN): 9783319132389 Издательство: Springer Рейтинг: Цена: 16769.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
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: Giorgio Fabbri; Fausto Gozzi; Andrzej ?wi?ch Название: Stochastic Optimal Control in Infinite Dimension ISBN: 3319850539 ISBN-13(EAN): 9783319850535 Издательство: Springer Рейтинг: Цена: 32142.00 р. Наличие на складе: Поставка под заказ.
Описание: With a Contribution by M. Fuhrman and G. Tessitore
Автор: Karatzas Название: Brownian Motion and Stochastic Calculus ISBN: 0387976558 ISBN-13(EAN): 9780387976556 Издательство: Springer Рейтинг: Цена: 6981.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book is designed as a text for graduate courses in stochastic processes. It is written for readers familiar with measure-theoretic probability and discrete-time processes who wish to explore stochastic processes in continuous time. The vehicle chosen for this exposition is Brownian motion, which is presented as the canonical example of both a martingale and a Markov process with continuous paths. In this context, the theory of stochastic integration and stochastic calculus is developed. The power of this calculus is illustrated by results concerning representations of martingales and change of measure on Wiener space, and these in turn permit a presentation of recent advances in financial economics (option pricing and consumption/investment optimization). This book contains a detailed discussion of weak and strong solutions of stochastic differential equations and a study of local time for semimartingales, with special emphasis on the theory of Brownian local time. The text is complemented by a large number of problems and exercises.
Автор: Peng Yongbo, Li Jie Название: Stochastic Optimal Control of Structures ISBN: 9811367663 ISBN-13(EAN): 9789811367663 Издательство: Springer Рейтинг: Цена: 13974.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
Preface.- Introduction.- Theoretical essentials.- PDEM based stochastic optimal control.- Probabilistic criteria of stochastic optimal control.- Generalized optimal control policy.- Stochastic optimal control of nonlinear structures.- Stochastic optimal control of wind-induced comfortability.- Stochastic optimal semi-active control of structures.- Shaking table test of controlled structures.- References.- Appendix A: Mapping from excitation vector to co-state vector.- Appendix B: Statistical linearization based LQG control.- Appendix C: Riccati matrix difference equation and discrete dynamic programming.- Index.
Автор: Giorgio Fabbri; Fausto Gozzi; Andrzej ?wi?ch; Marc Название: Stochastic Optimal Control in Infinite Dimension ISBN: 3319530666 ISBN-13(EAN): 9783319530666 Издательство: Springer Рейтинг: Цена: 23757.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: With a Contribution by M. Fuhrman and G. Tessitore
Автор: Leonid Shaikhet Название: Optimal Control of Stochastic Difference Volterra Equations ISBN: 3319386069 ISBN-13(EAN): 9783319386065 Издательство: Springer Рейтинг: Цена: 14365.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
Stochastic Difference Volterra Equations.- Optimal Control.- Successive Approximations to the Optimal Control.- Optimal and Quasioptimal Stabilization.- Optimal Estimation.- Optimal Control of Stochastic Difference Volterra Equations by Incomplete Information.- References.- Index.
Описание: This book gathers the most essential results, including recent ones, on linear-quadratic optimal control problems, which represent an important aspect of stochastic control.
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