9780387758053 - stochastic control of hereditary systems and applications (stochastic modelling and applied probability, 59, band 59) von chang, mou-hsiung (7 Ergebnisse)
Sprache: Englisch
Verlag: Springer, 2008
Serie: Stochastic Modelling and Applied Probability, Buch 16 von 30. Buch 16 von 30 - Stochastic Modelling and Applied Probability
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Sprache: Englisch
Verlag: Springer, 2008
Serie: Stochastic Modelling and Applied Probability, Buch 16 von 30. Buch 16 von 30 - Stochastic Modelling and Applied Probability
- Hardcover
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Zustand: New. pp. 428 52:B&W 6.14 x 9.21in or 234 x 156mm (Royal 8vo) Case Laminate on White w/Gloss Lam.
Sprache: Englisch
Verlag: Springer New York, 2008
Serie: Stochastic Modelling and Applied Probability, Buch 16 von 30. Buch 16 von 30 - Stochastic Modelling and Applied Probability
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Zustand: Gut. Zustand: Gut | Seiten: 428 | Sprache: Englisch | Produktart: Bücher | ThisresearchmonographdevelopstheHamilton-Jacobi-Bellman(HJB)theory viathedynamicprogrammingprincipleforaclassofoptimalcontrolproblems for stochastic hereditary di?erential equations (SHDEs) driven by a standard Brownian motion and with a bounded…or an unbounded but fading m- ory. These equations represent a class of in?nite-dimensional stochastic s- tems that become increasingly important and have wide range of applications in physics, chemistry, biology, engineering, and economics/?nance. The wide applicability of these systems is due to the fact that the reaction of re- world systems to exogenous e?ects/signals is never ¿instantaneous¿ and it needs some time, time that can be translated into a mathematical language by some delay terms. Therefore, to describe these delayed e?ects, the drift and di?usion coe?cients of these stochastic equations depend not only on the current state but also explicitly on the past history of the state variable. The theory developed herein extends the ?nite-dimensional HJB theory of controlled di?usion processes to its in?nite-dimensional counterpart for c- trolledSHDEsinwhichacertainin?nite-dimensionalBanachspaceorHilbert space is critically involved in order to account for the bounded or unbounded memory. Another type of in?nite-dimensional HJB theory that is not treated in this monograph but arises from real-world application problems can often be modeled by controlled stochastic partial di?erential equations. Although they are both in?nite dimensional in nature and are both in the infancy of their developments, the SHDE exhibits many characteristics that are not in common with stochastic partial di?erential equations. Consequently, the HJB theory for controlled SHDEs is parallel to and cannot betreated as a subset of the theory developed for controlled stochastic partial di?erential equations.
Sprache: Englisch
Verlag: Springer New York, 2008
Serie: Stochastic Modelling and Applied Probability, Buch 16 von 30. Buch 16 von 30 - Stochastic Modelling and Applied Probability
- Hardcover
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Zustand: Sehr gut. Zustand: Sehr gut | Seiten: 428 | Sprache: Englisch | Produktart: Bücher | ThisresearchmonographdevelopstheHamilton-Jacobi-Bellman(HJB)theory viathedynamicprogrammingprincipleforaclassofoptimalcontrolproblems for stochastic hereditary di?erential equations (SHDEs) driven by a standard Brownian motion and with…a bounded or an unbounded but fading m- ory. These equations represent a class of in?nite-dimensional stochastic s- tems that become increasingly important and have wide range of applications in physics, chemistry, biology, engineering, and economics/?nance. The wide applicability of these systems is due to the fact that the reaction of re- world systems to exogenous e?ects/signals is never ¿instantaneous¿ and it needs some time, time that can be translated into a mathematical language by some delay terms. Therefore, to describe these delayed e?ects, the drift and di?usion coe?cients of these stochastic equations depend not only on the current state but also explicitly on the past history of the state variable. The theory developed herein extends the ?nite-dimensional HJB theory of controlled di?usion processes to its in?nite-dimensional counterpart for c- trolledSHDEsinwhichacertainin?nite-dimensionalBanachspaceorHilbert space is critically involved in order to account for the bounded or unbounded memory. Another type of in?nite-dimensional HJB theory that is not treated in this monograph but arises from real-world application problems can often be modeled by controlled stochastic partial di?erential equations. Although they are both in?nite dimensional in nature and are both in the infancy of their developments, the SHDE exhibits many characteristics that are not in common with stochastic partial di?erential equations. Consequently, the HJB theory for controlled SHDEs is parallel to and cannot betreated as a subset of the theory developed for controlled stochastic partial di?erential equations.
Sprache: Englisch
Verlag: Springer, 2008
Serie: Stochastic Modelling and Applied Probability, Buch 16 von 30. Buch 16 von 30 - Stochastic Modelling and Applied Probability
- Hardcover
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Sprache: Englisch
Verlag: Springer Verlag, 2008
Serie: Stochastic Modelling and Applied Probability, Buch 16 von 30. Buch 16 von 30 - Stochastic Modelling and Applied Probability
- Hardcover
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Hardcover. Zustand: Brand New. 1st edition. 4041 pages. 9.25x6.25x0.75 inches. In Stock.
Sprache: Englisch
Verlag: Springer, Springer, 2008
Serie: Stochastic Modelling and Applied Probability, Buch 16 von 30. Buch 16 von 30 - Stochastic Modelling and Applied Probability
- Hardcover
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Buch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - ThisresearchmonographdevelopstheHamilton-Jacobi-Bellman(HJB)theory viathedynamicprogrammingprincipleforaclassofoptimalcontrolproblems for stochastic hereditary di erential equations (SHDEs) driven by a standard Brownian motion and with a bounded or an unbou…nded but fading m- ory. These equations represent a class of in nite-dimensional stochastic s- tems that become increasingly important and have wide range of applications in physics, chemistry, biology, engineering, and economics/ nance. The wide applicability of these systems is due to the fact that the reaction of re- world systems to exogenous e ects/signals is never 'instantaneous' and it needs some time, time that can be translated into a mathematical language by some delay terms. Therefore, to describe these delayed e ects, the drift and di usion coe cients of these stochastic equations depend not only on the current state but also explicitly on the past history of the state variable. The theory developed herein extends the nite-dimensional HJB theory of controlled di usion processes to its in nite-dimensional counterpart for c- trolledSHDEsinwhichacertainin nite-dimensionalBanachspaceorHilbert space is critically involved in order to account for the bounded or unbounded memory. Another type of in nite-dimensional HJB theory that is not treated in this monograph but arises from real-world application problems can often be modeled by controlled stochastic partial di erential equations. Although they are both in nite dimensional in nature and are both in the infancy of their developments, the SHDE exhibits many characteristics that are not in common with stochastic partial di erential equations. Consequently, the HJB theory for controlled SHDEs is parallel to and cannot betreated as a subset of the theory developed for controlled stochastic partial di erential equations.
