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In den WarenkorbPaperback. Zustand: Brand New. 394 pages. 9.19x6.13x0.79 inches. In Stock.
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In den Warenkorbgebundene Ausgabe. Zustand: Gut. 222 Seiten Der Erhaltungszustand des hier angebotenen Werks ist trotz seiner Bibliotheksnutzung sehr sauber. Es befindet sich neben dem Rückenschild lediglich ein Bibliotheksstempel im Buch; ordnungsgemäß entwidmet. Einbandkanten sind leicht bestoßen. In ENGLISCHER Sprache. Sprache: Englisch Gewicht in Gramm: 500.
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In den WarenkorbHardcover. Ex-library with stamp and library-signature. GOOD condition, some traces of use. C-02599 3540901558 Sprache: Englisch Gewicht in Gramm: 550.
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In den WarenkorbZustand: New. Baasansuren Jadamba is an Associate Professor at the Rochester Institute of Technology. She received her Ph.D. from Friedrich-Alexander University Erlangen-Nuremberg in 2004. Her research interests are numerical analysis of partial diffe.
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In den WarenkorbZustand: Poor. Volume 1. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In poor condition, suitable as a reading copy. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,550grams, ISBN:0387901558.
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In den WarenkorbZustand: New. In.
Verlag: Springer Berlin Heidelberg, 2011
ISBN 10: 3642767575 ISBN 13: 9783642767579
Sprache: Englisch
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In den WarenkorbTaschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - This monograph deals with various classes of deterministic and stochastic continuous time optimal control problems that are defined over unbounded time intervals. For these problems the performance criterion is described by an improper integral and it is possible that, when evaluated at a given admissible element, this criterion is unbounded. To cope with this divergence new optimality concepts, referred to here as overtaking optimality, weakly overtaking optimality, agreeable plans, etc. , have been proposed. The motivation for studying these problems arises primarily from the economic and biological sciences where models of this type arise naturally. Indeed, any bound placed on the time hori zon is artificial when one considers the evolution of the state of an economy or species. The responsibility for the introduction of this interesting class of problems rests with the economists who first studied them in the modeling of capital accumulation processes. Perhaps the earliest of these was F. Ramsey [152] who, in his seminal work on the theory of saving in 1928, considered a dynamic optimization model defined on an infinite time horizon. Briefly, this problem can be described as a Lagrange problem with unbounded time interval. The advent of modern control theory, particularly the formulation of the famous Maximum Principle of Pontryagin, has had a considerable impact on the treat ment of these models as well as optimization theory in general.
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In den WarenkorbPaperback. Zustand: Brand New. 2nd edition. 348 pages. 9.45x0.63x6.69 inches. In Stock.
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In den WarenkorbZustand: New.
Anbieter: Buchpark, Trebbin, Deutschland
Zustand: Sehr gut. Zustand: Sehr gut | Sprache: Englisch | Produktart: Bücher.
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In den WarenkorbZustand: New.
Verlag: Springer New York, Springer New York, 2012
ISBN 10: 1461263824 ISBN 13: 9781461263821
Sprache: Englisch
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In den WarenkorbTaschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book may be regarded as consisting of two parts. In Chapters I-IV we pre sent what we regard as essential topics in an introduction to deterministic optimal control theory. This material has been used by the authors for one semester graduate-level courses at Brown University and the University of Kentucky. The simplest problem in calculus of variations is taken as the point of departure, in Chapter I. Chapters II, III, and IV deal with necessary conditions for an opti mum, existence and regularity theorems for optimal controls, and the method of dynamic programming. The beginning reader may find it useful first to learn the main results, corollaries, and examples. These tend to be found in the earlier parts of each chapter. We have deliberately postponed some difficult technical proofs to later parts of these chapters. In the second part of the book we give an introduction to stochastic optimal control for Markov diffusion processes. Our treatment follows the dynamic pro gramming method, and depends on the intimate relationship between second order partial differential equations of parabolic type and stochastic differential equations. This relationship is reviewed in Chapter V, which may be read inde pendently of Chapters I-IV. Chapter VI is based to a considerable extent on the authors' work in stochastic control since 1961. It also includes two other topics important for applications, namely, the solution to the stochastic linear regulator and the separation principle.
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EUR 246,62
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In den WarenkorbZustand: New. In.
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In den WarenkorbHardcover. Zustand: Brand New. 380 pages. 9.50x6.25x1.00 inches. In Stock.
Verlag: Springer New York Nov 1975, 1975
ISBN 10: 0387901558 ISBN 13: 9780387901558
Sprache: Englisch
Anbieter: AHA-BUCH GmbH, Einbeck, Deutschland
EUR 283,36
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In den WarenkorbBuch. Zustand: Neu. Neuware - This book may be regarded as consisting of two parts. In Chapters I-IV we pre sent what we regard as essential topics in an introduction to deterministic optimal control theory. This material has been used by the authors for one semester graduate-level courses at Brown University and the University of Kentucky. The simplest problem in calculus of variations is taken as the point of departure, in Chapter I. Chapters II, III, and IV deal with necessary conditions for an opti mum, existence and regularity theorems for optimal controls, and the method of dynamic programming. The beginning reader may find it useful first to learn the main results, corollaries, and examples. These tend to be found in the earlier parts of each chapter. We have deliberately postponed some difficult technical proofs to later parts of these chapters. In the second part of the book we give an introduction to stochastic optimal control for Markov diffusion processes. Our treatment follows the dynamic pro gramming method, and depends on the intimate relationship between second order partial differential equations of parabolic type and stochastic differential equations. This relationship is reviewed in Chapter V, which may be read inde pendently of Chapters I-IV. Chapter VI is based to a considerable extent on the authors' work in stochastic control since 1961. It also includes two other topics important for applications, namely, the solution to the stochastic linear regulator and the separation principle.
Anbieter: Ria Christie Collections, Uxbridge, Vereinigtes Königreich
EUR 363,70
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In den WarenkorbZustand: New. In.
Zustand: Sehr gut. Zustand: Sehr gut | Sprache: Deutsch | Produktart: Bücher.