Stochastic Optimal Control of Structures, Peng Yongbo, Li Jie

Автор: Oksendal
Название: Stochastic Differential Equations
ISBN: 3540047581 ISBN-13(EAN): 9783540047582
Издательство: Springer
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Цена: 54820.00 T
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Описание: Gives an introduction to the basic theory of stochastic calculus and its applications. This book offers examples in order to motivate and illustrate the theory and show its importance for many applications in for example economics, biology and physics.

Автор: Yongbo Peng; Jie Li
Название: Stochastic Optimal Control of Structures
ISBN: 9811367639 ISBN-13(EAN): 9789811367632
Издательство: Springer
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Цена: 93160.00 T
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Описание: This book proposes, for the first time, a basic formulation for structural control that takes into account the stochastic dynamics induced by engineering excitations in the nature of non-stationary and non-Gaussian processes. Further, it establishes the theory of and methods for stochastic optimal control of randomly-excited engineering structures in the context of probability density evolution methods, such as physically-based stochastic optimal (PSO) control. By logically integrating randomness into control gain, the book helps readers design elegant control systems, mitigate risks in civil engineering structures, and avoid the dilemmas posed by the methods predominantly applied in current practice, such as deterministic control and classical linear quadratic Gaussian (LQG) control associated with nominal white noises.

Автор: W. H. Fleming; L. G. Gorostiza
Название: Advances in Filtering and Optimal Stochastic Control
ISBN: 3662135310 ISBN-13(EAN): 9783662135310
Издательство: Springer
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Цена: 113190.00 T
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Автор: Leonid Shaikhet
Название: Optimal Control of Stochastic Difference Volterra Equations
ISBN: 3319132385 ISBN-13(EAN): 9783319132389
Издательство: Springer
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Цена: 111790.00 T
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Автор: Dong-Ping Song
Название: Optimal Control and Optimization of Stochastic Supply Chain Systems
ISBN: 1447158547 ISBN-13(EAN): 9781447158547
Издательство: Springer
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Цена: 121890.00 T
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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.

Автор: Leonid Shaikhet
Название: Optimal Control of Stochastic Difference Volterra Equations
ISBN: 3319386069 ISBN-13(EAN): 9783319386065
Издательство: Springer
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Цена: 95770.00 T
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Описание:

Stochastic Difference Volterra Equations.- Optimal Control.- Successive Approximations to the Optimal Control.- Optimal and Quasioptimal Stabilization.- Optimal Estimation.- Optimal Control of Stochastic Difference Volterra Equations by Incomplete Information.- References.- Index.

Автор: Sun Jingrui, Yong Jiongmin
Название: Stochastic Linear-Quadratic Optimal Control Theory: Open-Loop and Closed-Loop Solutions
ISBN: 3030209210 ISBN-13(EAN): 9783030209216
Издательство: Springer
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Цена: 60550.00 T
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Описание: This book gathers the most essential results, including recent ones, on linear-quadratic optimal control problems, which represent an important aspect of stochastic control.

Автор: Sun Jingrui, Yong Jiongmin
Название: Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems
ISBN: 3030483053 ISBN-13(EAN): 9783030483050
Издательство: Springer
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Цена: 60550.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book gathers the most essential results, including recent ones, on linear-quadratic optimal control problems, which represent an important aspect of stochastic control.

Автор: Giorgio Fabbri; Fausto Gozzi; Andrzej ?wi?ch
Название: Stochastic Optimal Control in Infinite Dimension
ISBN: 3319850539 ISBN-13(EAN): 9783319850535
Издательство: Springer
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Цена: 214280.00 T
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Описание: With a Contribution by M. Fuhrman and G. Tessitore

Автор: Karatzas
Название: Brownian Motion and Stochastic Calculus
ISBN: 0387976558 ISBN-13(EAN): 9780387976556
Издательство: Springer
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Цена: 46540.00 T
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Описание: This book is designed as a text for graduate courses in stochastic processes. It is written for readers familiar with measure-theoretic probability and discrete-time processes who wish to explore stochastic processes in continuous time. The vehicle chosen for this exposition is Brownian motion, which is presented as the canonical example of both a martingale and a Markov process with continuous paths. In this context, the theory of stochastic integration and stochastic calculus is developed. The power of this calculus is illustrated by results concerning representations of martingales and change of measure on Wiener space, and these in turn permit a presentation of recent advances in financial economics (option pricing and consumption/investment optimization). This book contains a detailed discussion of weak and strong solutions of stochastic differential equations and a study of local time for semimartingales, with special emphasis on the theory of Brownian local time. The text is complemented by a large number of problems and exercises.

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: Emmanouil Amolochitis
Название: Algorithms and Applications for Academic Search, Recommendation and Quantitative Association Rule Mining
ISBN: 8793609647 ISBN-13(EAN): 9788793609648
Издательство: Taylor&Francis
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Цена: 78590.00 T
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Описание: Algorithms and Applications for Academic Search, Recommendation and Quantitative Association Rule Mining presents novel algorithms for academic search, recommendation and association rule mining that have been developed and optimized for different commercial as well as academic purpose systems. Along with the design and implementation of algorithms, a major part of the work presented in the book involves the development of new systems both for commercial as well as for academic use. In the first part of the book the author introduces a novel hierarchical heuristic scheme for re-ranking academic publications retrieved from standard digital libraries. The scheme is based on the hierarchical combination of a custom implementation of the term frequency heuristic, a time-depreciated citation score and a graph-theoretic computed score that relates the paper’s index terms with each other. In order to evaluate the performance of the introduced algorithms, a meta-search engine has been designed and developed that submits user queries to standard digital repositories of academic publications and re-ranks the top-n results using the introduced hierarchical heuristic scheme. In the second part of the book the design of novel recommendation algorithms with application in different types of e-commerce systems are described. The newly introduced algorithms are a part of a developed Movie Recommendation system, the first such system to be commercially deployed in Greece by a major Triple Play services provider. The initial version of the system uses a novel hybrid recommender (user, item and content based) and provides daily recommendations to all active subscribers of the provider (currently more than 30,000). The recommenders that we are presenting are hybrid by nature, using an ensemble configuration of different content, user as well as item-based recommenders in order to provide more accurate recommendation results.The final part of the book presents the design of a quantitative association rule mining algorithm. Quantitative association rules refer to a special type of association rules of the form that antecedent implies consequent consisting of a set of numerical or quantitative attributes. The introduced mining algorithm processes a specific number of user histories in order to generate a set of association rules with a minimally required support and confidence value. The generated rules show strong relationships that exist between the consequent and the antecedent of each rule, representing different items that have been consumed at specific price levels. This research book will be of appeal to researchers, graduate students, professionals, engineers and computer programmers.