9783030418458 - relative optimization of continuous-time and continuous-state stochastic systems (communications and control engineering) von cao, xi-ren (2 Ergebnisse)
Sprache: Englisch
Verlag: Springer, 2020
Serie: Buch 61 von 65 - Communications and Control Engineering
- Hardcover
Anbieter: AHA-BUCH GmbH, Einbeck, DeutschlandAHA-BUCH GmbH
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EUR 160,49
EUR 64,09 VersandVersand von Deutschland nach USAAnzahl: 1 verfügbar
Buch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - This monograph applies the relative optimization approach to time nonhomogeneous continuous-time and continuous-state dynamic systems. The approach is intuitively clear and does not require deep knowledge of the mathematics of partial differential equations…. The topics covered have the following distinguishing features: long-run average with no under-selectivity, non-smooth value functions with no viscosity solutions, diffusion processes with degenerate points, multi-class optimization with state classification, and optimization with no dynamic programming.The book begins with an introduction to relative optimization, including a comparison with the traditional approach of dynamic programming. The text then studies the Markov process, focusing on infinite-horizon optimization problems, and moves on to discuss optimal control of diffusion processes with semi-smooth value functions and degenerate points, and optimization of multi-dimensional diffusion processes. The book concludes with a brief overview of performance derivative-based optimization.Among the more important novel considerations presented are:the extension of the Hamilton-Jacobi-Bellman optimality condition from smooth to semi-smooth value functions by derivation of explicit optimality conditions at semi-smooth points and application of this result to degenerate and reflected processes;proof of semi-smoothness of the value function at degenerate points;attention to the under-selectivity issue for the long-run average and bias optimality;discussion of state classification for time nonhomogeneous continuous processes and multi-class optimization; anddevelopment of the multi-dimensional Tanaka formula for semi-smooth functions and application of this formula to stochastic control of multi-dimensional systems with degenerate points.The book will be of interest to researchers and students in the field of stochastic control andperformance optimization alike.
Sprache: Englisch
Verlag: Springer, 2020
Serie: Buch 61 von 65 - Communications and Control Engineering
- Hardcover
Anbieter: Revaluation Books, Exeter, Vereinigtes KönigreichRevaluation Books
Verkäufer/-in kontaktierenVerkäufer/-in mit 5 SternenZustand: Neu
EUR 234,97
EUR 14,59 VersandVersand von Vereinigtes Königreich nach USAAnzahl: 1 verfügbar
Hardcover. Zustand: Brand New. 365 pages. 9.25x6.10x0.70 inches. In Stock.
