Non-Cooperative Stochastic Differential Game Theory of Generalized Markov Jump Linear Systems, Zhang Cheng-Ke, Zhu Huai-Nian, Zhou Hai-Ying

Автор: Anders Lindquist; Giorgio Picci
Название: Linear Stochastic Systems
ISBN: 3662526182 ISBN-13(EAN): 9783662526187
Издательство: Springer
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Цена: 130430.00 T
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Описание: This book presents a treatise on the theory and modeling of second-order stationary processes, including an exposition on selected application areas that are important in the engineering and applied sciences.

Автор: Zhang
Название: Non-cooperative Stochastic Differential Game Theory of Generalized Markov Jump Linear Systems
ISBN: 3319405861 ISBN-13(EAN): 9783319405865
Издательство: Springer
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Цена: 158380.00 T
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Описание: This book systematically studies the stochastic non-cooperative differential game theory of generalized linear Markov jump systems and its application in the field of finance and insurance. The book is an in-depth research book of the continuous time and discrete time linear quadratic stochastic differential game, in order to establish a relatively complete framework of dynamic non-cooperative differential game theory. It uses the method of dynamic programming principle and Riccati equation, and derives it into all kinds of existence conditions and calculating method of the equilibrium strategies of dynamic non-cooperative differential game. Based on the game theory method, this book studies the corresponding robust control problem, especially the existence condition and design method of the optimal robust control strategy. The book discusses the theoretical results and its applications in the risk control, option pricing, and the optimal investment problem in the field of finance and insurance, enriching the achievements of differential game research. This book can be used as a reference book for non-cooperative differential game study, for graduate students majored in economic management, science and engineering of institutions of higher learning.

Автор: Ding, Derui (department Of Control Science And Eng
Название: Performance analysis and synthesis for discrete-time stochastic systems with network-enhanced complexities
ISBN: 1138610011 ISBN-13(EAN): 9781138610019
Издательство: Taylor&Francis
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Цена: 188850.00 T
Наличие на складе: Нет в наличии.
Описание: This book aims to provide a unified treatment on the analysis and synthesis for discrete-time stochastic systems with guarantee of certain performances against network-enhanced complexities with applications in sensor networks and mobile robotics.

Автор: David W.K. Yeung; Leon A. Petrosjan
Название: Cooperative Stochastic Differential Games
ISBN: 1441920943 ISBN-13(EAN): 9781441920942
Издательство: Springer
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Цена: 130430.00 T
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Описание: Numerical Optimization presents a comprehensive and up-to-date description of the most effective methods in continuous optimization. There are new chapters on nonlinear interior methods and derivative-free methods for optimization, both of which are used widely in practice and the focus of much current research.

Автор: M. Metivier; E. Pardoux
Название: Stochastic Differential Systems
ISBN: 3540151761 ISBN-13(EAN): 9783540151760
Издательство: Springer
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Цена: 81050.00 T
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Автор: M. Kohlmann; N. Christopeit
Название: Stochastic Differential Systems
ISBN: 3540120610 ISBN-13(EAN): 9783540120612
Издательство: Springer
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Автор: Xiuming Yao; Ligang Wu; Wei Xing Zheng
Название: Filtering and Control of Stochastic Jump Hybrid Systems
ISBN: 3319319140 ISBN-13(EAN): 9783319319148
Издательство: Springer
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Цена: 121890.00 T
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Описание: Specifically, the considered stochastic jump hybrid systems include Markovian jump Ito stochastic systems, Markovian jump linear-parameter-varying (LPV) systems, Markovian jump singular systems, Markovian jump two-dimensional (2-D) systems, and Markovian jump repeated scalar nonlinear systems.

Автор: Yao Xiuming, Wu Ligang, Zheng Wei Xing
Название: Filtering and Control of Stochastic Jump Hybrid Systems
ISBN: 3319811525 ISBN-13(EAN): 9783319811529
Издательство: Springer
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Цена: 93160.00 T
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Описание: Specifically, the considered stochastic jump hybrid systems include Markovian jump Ito stochastic systems, Markovian jump linear-parameter-varying (LPV) systems, Markovian jump singular systems, Markovian jump two-dimensional (2-D) systems, and Markovian jump repeated scalar nonlinear systems.

Автор: Norbert Christopeit; Kurt Helmes; Michael Kohlmann
Название: Stochastic Differential Systems
ISBN: 3540162283 ISBN-13(EAN): 9783540162285
Издательство: Springer
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Автор: M. Arato; D. Vermes; A.V. Balakrishnan
Название: Stochastic Differential Systems
ISBN: 3540110380 ISBN-13(EAN): 9783540110385
Издательство: Springer
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Автор: B. Grigelionis
Название: Stochastic Differential Systems
ISBN: 3540104984 ISBN-13(EAN): 9783540104988
Издательство: Springer
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Цена: 81050.00 T
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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.