Stochastic Control in Discrete and Continuous Time, Atle Seierstad

Автор: Gallager
Название: Stochastic Processes
ISBN: 1107039754 ISBN-13(EAN): 9781107039759
Издательство: Cambridge Academ
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Цена: 74970.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This definitive textbook provides a solid introduction to stochastic processes, covering both theory and applications. It is written by one of the world`s leading information theorists, evolving over twenty years of graduate classroom teaching, and is accompanied by over 300 exercises, with online solutions for instructors.

Автор: Vasile Dragan; Toader Morozan; Adrian-Mihail Stoic
Название: Mathematical Methods in Robust Control of Discrete-Time Linear Stochastic Systems
ISBN: 1441906290 ISBN-13(EAN): 9781441906298
Издательство: Springer
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Цена: 135090.00 T
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Описание: This book provides a common unifying framework for discrete-time stochastic systems corrupted with both independent random perturbations and with Markovian jumps. These subjects are typically covered independently.

Автор: Boris M. Miller; Evgeny Y. Rubinovich
Название: Impulsive Control in Continuous and Discrete-Continuous Systems
ISBN: 1461349214 ISBN-13(EAN): 9781461349211
Издательство: Springer
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Цена: 46570.00 T
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Описание: Impulsive Control in Continuous and Discrete-Continuous Systems is an up-to-date introduction to the theory of impulsive control in nonlinear systems.

Автор: Huyen Pham
Название: Continuous-time Stochastic Control and Optimization with Financial Applications
ISBN: 3540894993 ISBN-13(EAN): 9783540894995
Издательство: Springer
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Цена: 60550.00 T
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Описание: This text provides a systematic treatment of stochastic optimization problems applied to finance by presenting the different existing methods: dynamic programming, viscosity solutions, backward stochastic differential equations and martingale duality methods.

Автор: Parzen, Emanuel
Название: Stochastic processes
ISBN: 0898714419 ISBN-13(EAN): 9780898714418
Издательство: Mare Nostrum (Eurospan)
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Цена: 64370.00 T
Наличие на складе: Нет в наличии.
Описание: This introductory textbook explains how and why probability models are applied to scientific fields such as medicine, biology, physics, oceanography, economics, and psychology to solve problems about stochastic processes. It does not just show how a problem is solved but explains why by formulating questions and first steps in the solutions.

Автор: Dmitrii Lozovanu; Stefan Pickl
Название: Optimization of Stochastic Discrete Systems and Control on Complex Networks
ISBN: 3319118323 ISBN-13(EAN): 9783319118321
Издательство: Springer
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Цена: 121110.00 T
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Описание: Chapter two is dedicated to infinite horizon stochastic discrete optimal control models and Markov decision problems with average and expected total discounted optimization criteria, while Chapter three develops a special game-theoretical approach to Markov decision processes and stochastic discrete optimal control problems.

Автор: Kabanov Yuri, Pergamenshchikov Sergei
Название: Two-Scale Stochastic Systems / Asymptotic Analysis and Control
ISBN: 3540653325 ISBN-13(EAN): 9783540653325
Издательство: Springer
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Цена: 93160.00 T
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Описание: Two-scale systems described by singularly perturbed SDEs have been the subject of ample literature. However, this new monograph develops subjects that were rarely addressed and could be given the collective description "Stochastic Tikhonov-Levinson theory and its applications." The book provides a mathematical apparatus designed to analyze the dynamic behaviour of a randomly perturbed system with fast and slow variables. In contrast to the deterministic Tikhonov-Levinson theory, the basic model is described in a more realistic way by stochastic differential equations. This leads to a number of new theoretical questions but simultaneously allows us to treat in a unified way a surprisingly wide spectrum of applications like fast modulations, approximate filtering, and stochastic approximation.

Автор: Song
Название: Optimal Control and Optimization of Stochastic Supply Chain Systems
ISBN: 1447147235 ISBN-13(EAN): 9781447147237
Издательство: Springer
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Цена: 139310.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book demonstrates the structural characteristics of the optimal control policies in various stochastic supply chains and to shows how to make use of these characteristics to construct easy-to-operate sub-optimal policies.