Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems, Sun Jingrui, Yong Jiongmin

Автор: D. H. Jacobson; D. H. Martin; M. Pachter; T. Gevec
Название: Extensions of Linear-Quadratic Control Theory
ISBN: 3540100695 ISBN-13(EAN): 9783540100690
Издательство: Springer
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Цена: 12157.00 р.
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Автор: Karl K. Sabelfeld, Nikolai A. Simonov
Название: Stochastic Methods for Boundary Value Problems: Numerics for High-dimensional PDEs and Applications
ISBN: 3110479060 ISBN-13(EAN): 9783110479065
Издательство: Walter de Gruyter
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Цена: 18586.00 р.
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Описание: This monograph is devoted to random walk based stochastic algorithms for solving high-dimensional boundary value problems of mathematical physics and chemistry. It includes Monte Carlo methods where the random walks live not only on the boundary, but also inside the domain. A variety of examples from capacitance calculations to electron dynamics in semiconductors are discussed to illustrate the viability of the approach.The book is written for mathematicians who work in the field of partial differential and integral equations, physicists and engineers dealing with computational methods and applied probability, for students and postgraduates studying mathematical physics and numerical mathematics. Contents: IntroductionRandom walk algorithms for solving integral equationsRandom walk-on-boundary algorithms for the Laplace equationWalk-on-boundary algorithms for the heat equationSpatial problems of elasticityVariants of the random walk on boundary for solving stationary potential problemsSplitting and survival probabilities in random walk methods and applicationsA random WOS-based KMC method for electron-hole recombinationsMonte Carlo methods for computing macromolecules properties and solving related problemsBibliography

Автор: David W.K. Yeung; Leon A. Petrosjan
Название: Cooperative Stochastic Differential Games
ISBN: 1441920943 ISBN-13(EAN): 9781441920942
Издательство: Springer
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Цена: 19564.00 р.
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Описание: Numerical Optimization presents a comprehensive and up-to-date description of the most effective methods in continuous optimization. There are new chapters on nonlinear interior methods and derivative-free methods for optimization, both of which are used widely in practice and the focus of much current research.

Автор: Sun Jingrui, Yong Jiongmin
Название: Stochastic Linear-Quadratic Optimal Control Theory: Open-Loop and Closed-Loop Solutions
ISBN: 3030209210 ISBN-13(EAN): 9783030209216
Издательство: Springer
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Цена: 9083.00 р.
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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.

Автор: D. J. Clements; B. D. O. Anderson
Название: Singular Optimal Control: The Linear-Quadratic Problem
ISBN: 3540086943 ISBN-13(EAN): 9783540086949
Издательство: Springer
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Цена: 14365.00 р.
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Автор: Ramachandran, Kandethody M. Tsokos, Chris P.
Название: Stochastic differential games. theory and applications
ISBN: 9462390479 ISBN-13(EAN): 9789462390478
Издательство: Springer
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Цена: 11173.00 р.
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Описание: The subject theory is important in finance, economics, investment strategies, health sciences, environment, industrial engineering, etc.

Автор: Irena Lasiecka; Roberto Triggiani
Название: Control Problems for Systems Described by Partial Differential Equations and Applications
ISBN: 3540180540 ISBN-13(EAN): 9783540180548
Издательство: Springer
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Цена: 12157.00 р.
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Описание: Conference on Control Problems for Systems Described by Partial Differential Equations and Applications