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Verlag: Springer International Publishing, 2020
ISBN 10: 3030209210ISBN 13: 9783030209216
Anbieter: AHA-BUCH GmbH, Einbeck, Deutschland
Buch
Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book gathers the most essential results, including recent ones, on linear-quadratic optimal control problems, which represent an important aspect of stochastic control. It presents the results in the context of finite and infinite horizon problems, and discusses a number of new and interesting issues. Further, it precisely identifies, for the first time, the interconnections between three well-known, relevant issues - the existence of optimal controls, solvability of the optimality system, and solvability of the associated Riccati equation.Although the content is largely self-contained, readers should have a basic grasp of linear algebra, functional analysis and stochastic ordinary differential equations.The book is mainly intended for senior undergraduate and graduate students majoringin applied mathematics who are interested in stochastic control theory. However, it will also appeal to researchers in other related areas, such as engineering, management, finance/economics and the social sciences.
Verlag: Springer International Publishing, 2020
ISBN 10: 3030483053ISBN 13: 9783030483050
Anbieter: AHA-BUCH GmbH, Einbeck, Deutschland
Buch
Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book gathers the most essential results, including recent ones, on linear-quadratic optimal control problems, which represent an important aspect of stochastic control. It presents results for two-player differential games and mean-field optimal control problems in the context of finite and infinite horizon problems, and discusses a number of new and interesting issues. Further, the book identifies, for the first time, the interconnections between the existence of open-loop and closed-loop Nash equilibria, solvability of the optimality system, and solvability of the associated Riccati equation, and also explores the open-loop solvability of mean-filed linear-quadratic optimal control problems. Although the content is largely self-contained, readers should have a basic grasp of linear algebra, functional analysis and stochastic ordinary differential equations. The book is mainly intended for senior undergraduate and graduate students majoring in applied mathematics who are interested in stochastic control theory. However, it will also appeal to researchers in other related areas, such as engineering, management, finance/economics and the social sciences.
Verlag: Springer Berlin Heidelberg, 1991
ISBN 10: 3540538941ISBN 13: 9783540538943
Anbieter: AHA-BUCH GmbH, Einbeck, Deutschland
Buch
Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - The IFIP-TC7, WG 7.2 Conference on Control Theory of Distributed Parameter Systems and Applications was held at Fudan University, Shanghai, China, May 6-9, 1990. The papers presented cover a wide variety of topics, e.g. the theory of identification, optimal control, stabilization, controllability, stochastic control as well as appplications in heat exchangers, elastic structures, nuclear reactor, meteorology etc.
Verlag: Birkhäuser Boston, 2011
ISBN 10: 146128712XISBN 13: 9781461287124
Anbieter: AHA-BUCH GmbH, Einbeck, Deutschland
Buch
Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - Infinite dimensional systems can be used to describe many phenomena in the real world. As is well known, heat conduction, properties of elastic plastic material, fluid dynamics, diffusion-reaction processes, etc., all lie within this area. The object that we are studying (temperature, displace ment, concentration, velocity, etc.) is usually referred to as the state. We are interested in the case where the state satisfies proper differential equa tions that are derived from certain physical laws, such as Newton's law, Fourier's law etc. The space in which the state exists is called the state space, and the equation that the state satisfies is called the state equation. By an infinite dimensional system we mean one whose corresponding state space is infinite dimensional. In particular, we are interested in the case where the state equation is one of the following types: partial differential equation, functional differential equation, integro-differential equation, or abstract evolution equation. The case in which the state equation is being a stochastic differential equation is also an infinite dimensional problem, but we will not discuss such a case in this book.
Verlag: Birkhäuser Boston, 1994
ISBN 10: 0817637222ISBN 13: 9780817637224
Anbieter: AHA-BUCH GmbH, Einbeck, Deutschland
Buch
Buch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - Infinite dimensional systems can be used to describe many phenomena in the real world. As is well known, heat conduction, properties of elastic plastic material, fluid dynamics, diffusion-reaction processes, etc., all lie within this area. The object that we are studying (temperature, displace ment, concentration, velocity, etc.) is usually referred to as the state. We are interested in the case where the state satisfies proper differential equa tions that are derived from certain physical laws, such as Newton's law, Fourier's law etc. The space in which the state exists is called the state space, and the equation that the state satisfies is called the state equation. By an infinite dimensional system we mean one whose corresponding state space is infinite dimensional. In particular, we are interested in the case where the state equation is one of the following types: partial differential equation, functional differential equation, integro-differential equation, or abstract evolution equation. The case in which the state equation is being a stochastic differential equation is also an infinite dimensional problem, but we will not discuss such a case in this book.
Verlag: Springer, 1999
ISBN 10: 3540659609ISBN 13: 9783540659600
Anbieter: Antiquariat Bookfarm, Löbnitz, Deutschland
Buch
288 p. Seiten Ex-Library book in good condition. 9783540659600 Sprache: Englisch Gewicht in Gramm: 522.
Verlag: Berlin, Heidelberg: Springer-Verlag, 1999
ISBN 10: 3540659609ISBN 13: 9783540659600
Anbieter: Antiquariat Bernhardt, Kassel, Deutschland
Buch
Broschiert. Lecture Notes in Mathematics, Band 1702. Zust: Gutes Exemplar. XIII, 270 Seiten, Englisch 418g.
Verlag: Springer Berlin Heidelberg, 1999
ISBN 10: 3540659609ISBN 13: 9783540659600
Anbieter: moluna, Greven, Deutschland
Buch
Zustand: New. This volume is a survey/monograph on the recently developed theory of forward-backward stochastic differential equations (FBSDEs). Basic techniques such as the method of optimal control, the Four Step Scheme , and the method of continuation are presented i.
Verlag: Boston: Birkhäuser, 1995
ISBN 10: 0817637222ISBN 13: 9780817637224
Anbieter: Antiquariat Bernhardt, Kassel, Deutschland
Buch
gebundene Ausgabe. Zust: Gutes Exemplar. XII, 448 Seiten, Englisch 840g.
Verlag: Birkhäuser Boston, 2011
ISBN 10: 146128712XISBN 13: 9781461287124
Anbieter: Buchpark, Trebbin, Deutschland
Buch
Zustand: Wie neu. Zustand: Wie neu | Seiten: 468 | Sprache: Englisch.
Verlag: Birkhäuser Boston, 2011
ISBN 10: 146128712XISBN 13: 9781461287124
Anbieter: moluna, Greven, Deutschland
Buch
Zustand: New.
Verlag: Birkhäuser Boston, 1994
ISBN 10: 0817637222ISBN 13: 9780817637224
Anbieter: moluna, Greven, Deutschland
Buch
Zustand: New.
Verlag: Birkhäuser Boston, 2011
ISBN 10: 146128712XISBN 13: 9781461287124
Anbieter: Buchpark, Trebbin, Deutschland
Buch
Zustand: Sehr gut. 22638474/1 Softcover reprint of the original 1st ed. 1995.