Контакты/Проезд  Доставка и Оплата Помощь/Возврат
История
  +7 707 857-29-98
  +7(7172) 65-23-70
  10:00-18:00 пн-пт
  shop@logobook.kz
   
    Поиск книг                        
Найти
  Зарубежные издательства Российские издательства  
Авторы | Каталог книг | Издательства | Новинки | Учебная литература | Акции | Бестселлеры | |
 

Relative Optimization of Continuous-Time and Continuous-State Stochastic Systems, Cao Xi-Ren


Варианты приобретения
Цена: 139750.00T
Кол-во:
Наличие: Поставка под заказ.  Есть в наличии на складе поставщика.
Склад Америка: 202 шт.  
При оформлении заказа до: 2025-10-27
Ориентировочная дата поставки: Декабрь
При условии наличия книги у поставщика.

Добавить в корзину
в Мои желания

Автор: Cao Xi-Ren
Название:  Relative Optimization of Continuous-Time and Continuous-State Stochastic Systems
ISBN: 9783030418489
Издательство: Springer
Классификация:



ISBN-10: 3030418480
Обложка/Формат: Paperback
Страницы: 365
Вес: 0.54 кг.
Дата издания: 14.05.2021
Язык: English
Размер: 23.39 x 15.60 x 2.03 cm
Ссылка на Издательство: Link
Поставляется из: Германии
Описание:

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; and
  • development 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 and performance optimization alike.



Relative Optimization of Continuous-Time and Continuous-State Stochastic Systems

Автор: Cao Xi-Ren
Название: Relative Optimization of Continuous-Time and Continuous-State Stochastic Systems
ISBN: 3030418456 ISBN-13(EAN): 9783030418458
Издательство: Springer
Цена: 139750.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book is intended for periodontal residents and practicing periodontists who wish to incorporate the principles of moderate sedation into daily practice. Comprehensive airway management and rescue skills are then documented in detail so that the patient may be properly managed in the event that the sedation progresses beyond the intended level.

Continuous-time Stochastic Control and Optimization with Financial Applications

Автор: Huyen Pham
Название: Continuous-time Stochastic Control and Optimization with Financial Applications
ISBN: 3540894993 ISBN-13(EAN): 9783540894995
Издательство: Springer
Рейтинг:
Цена: 60550.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
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.

Selected Topics On Continuous-Time Controlled Markov Chains And Markov Games

Автор: Prieto-Rumeau Tomas Et Al
Название: Selected Topics On Continuous-Time Controlled Markov Chains And Markov Games
ISBN: 1848168489 ISBN-13(EAN): 9781848168480
Издательство: World Scientific Publishing
Рейтинг:
Цена: 96090.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Deals with continuous-time controlled Markov chains and Markov games. This book proposes assumptions on the control and game models that are easily verifiable (and verified) in practice. It also analyzes algorithmic and computational issues.

Piecewise Affine Control: Continuous-Time, Sampled-Data, and Networked Systems

Автор: Luis Rodrigues, Behzad Samadi, Miad Moarref
Название: Piecewise Affine Control: Continuous-Time, Sampled-Data, and Networked Systems
ISBN: 1611975891 ISBN-13(EAN): 9781611975895
Издательство: Mare Nostrum (Eurospan)
Рейтинг:
Цена: 76910.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Engineering systems operate through actuators, most of which will exhibit phenomena such as saturation or zones of no operation, commonly known as dead zones. These are examples of piecewise-affine characteristics, and they can have a considerable impact on the stability and performance of engineering systems. This book targets controller design for piecewise affine systems, fulfilling both stability and performance requirements.The authors present a unified computational methodology for the analysis and synthesis of piecewise affine controllers, taking an approach that is capable of handling sliding modes, sampled-data, and networked systems. They introduce algorithms that will be applicable to nonlinear systems approximated by piecewise affine systems, and they feature several examples from areas such as switching electronic circuits, autonomous vehicles, neural networks, and aerospace applications.Piecewise Affine Control: Continuous-Time, Sampled-Data, and Networked Systems is intended for graduate students, advanced senior undergraduate students, and researchers in academia and industry. It is also appropriate for engineers working on applications where switched linear and affine models are important.

Stochastic Control in Discrete and Continuous Time

Автор: Atle Seierstad
Название: Stochastic Control in Discrete and Continuous Time
ISBN: 1441945695 ISBN-13(EAN): 9781441945693
Издательство: Springer
Рейтинг:
Цена: 43740.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book is a comprehensive introduction to stochastic control problems in both discrete and continuous time. It covers stochastic dynamic programming and the optimal stopping problem for discrete time with a finite or infinite horizon.

An Introduction to Continuous-Time Stochastic Processes: Theory, Models, and Applications to Finance, Biology, and Medicine

Автор: Capasso Vincenzo, Bakstein David
Название: An Introduction to Continuous-Time Stochastic Processes: Theory, Models, and Applications to Finance, Biology, and Medicine
ISBN: 3030696529 ISBN-13(EAN): 9783030696528
Издательство: Springer
Цена: 51230.00 T
Наличие на складе: Невозможна поставка.
Описание: This textbook, now in its fourth edition, offers a rigorous and self-contained introduction to the theory of continuous-time stochastic processes, stochastic integrals, and stochastic differential equations.

Convexification and Global Optimization in Continuous and Mixed-Integer Nonlinear Programming

Автор: Mohit Tawarmalani; Nikolaos V. Sahinidis
Название: Convexification and Global Optimization in Continuous and Mixed-Integer Nonlinear Programming
ISBN: 1441952357 ISBN-13(EAN): 9781441952356
Издательство: Springer
Рейтинг:
Цена: 214280.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Interest in constrained optimization originated with the simple linear pro- gramming model since it was practical and perhaps the only computationally tractable model at the time.

Algorithms for Continuous Optimization

Автор: E. Spedicato
Название: Algorithms for Continuous Optimization
ISBN: 9401066523 ISBN-13(EAN): 9789401066525
Издательство: Springer
Рейтинг:
Цена: 81050.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Proceedings of the NATO Advanced Study Institute, Il Ciocco, Barga, Italy, September 5--18, 1993

Continuous Nonlinear Optimization for Engineering Applications in Gams Technology

Автор: Andrei Neculai
Название: Continuous Nonlinear Optimization for Engineering Applications in Gams Technology
ISBN: 331986386X ISBN-13(EAN): 9783319863863
Издательство: Springer
Рейтинг:
Цена: 102480.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: 1. Introduction.- 2. Mathematical modeling using algebraically oriented languages for nonlinear optimization.- 3. Introduction to GAMS technology.- 4. Applications of continuous nonlinear optimization.- 5. Optimality conditions for continuous nonlinear optimization.- 6. Simple bound constraint optimization.- 7. Penalty and augmented Langrangian methods.- 8. Penalty-Barrier Algorithm.- 9. Linearly Constrained Augmented Lagrangian.- 10. Quadratic programming.- 11. Sequential quadratic programming.- 12. A SQP Method using only Equalit Constrained Sub-problem.- 12. A Sequential Quadratic Programming Algorithm with Successive Error Restoration.- 14. Active-set Sequential Linear-Quadratic Programming.- 15. A SQP algorithm for Large-Scale Constrained Optimization.- 16. Generalized Reduced Gradient with sequential linearization.- 17. Interior point methods.- 18. Filter methods.- 19. Interior Point Sequential Linear-Quadratic Programming.- 20. Interior Point Filer Line-Search IPOPT.- 21. Numerical studies.

Introduction to Continuous Optimization

Автор: Polyak Roman A.
Название: Introduction to Continuous Optimization
ISBN: 3030687112 ISBN-13(EAN): 9783030687113
Издательство: Springer
Цена: 130430.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: 1. Introduction.- 2. Elements of Calculus and Convex Analysis.- 3. Few Topics in Unconstrained Optimization.- 4. Optimization with Equality Constraints.- 5. Basics in Linear and Convex Optimization.- Self-Concordant Functions and IPM Complexity.- 7. Nonlinear Rescaling. Theory and Methods.- 8. Realizations of the NR Principle.- 9. Lagrangian Transformation and Interior Ellipsoid Methods.- 10. Finding Nonlinear Equilibrium.- 11. (With Igor Griva) Applications and Numerical Results.- Concluding Remarks.- Appendix.- References.

Continuous Optimization

Автор: V. Jeyakumar; Alexander M. Rubinov
Название: Continuous Optimization
ISBN: 144193894X ISBN-13(EAN): 9781441938947
Издательство: Springer
Рейтинг:
Цена: 153720.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Continuous optimization is the study of problems in which we wish to opti- mize (either maximize or minimize) a continuous function (usually of several variables) often subject to a collection of restrictions on these variables.

Nonsmooth Vector Functions and Continuous Optimization

Автор: V. Jeyakumar; Dinh The Luc
Название: Nonsmooth Vector Functions and Continuous Optimization
ISBN: 1441944729 ISBN-13(EAN): 9781441944726
Издательство: Springer
Рейтинг:
Цена: 121110.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Focusing on the study of nonsmooth vector functions, this book presents a comprehensive account of the calculus of generalized Jacobian matrices and their applications to continuous nonsmooth optimization problems, as well as variational inequalities in finite dimensions.


Казахстан, 010000 г. Астана, проспект Туран 43/5, НП2 (офис 2)
ТОО "Логобук" Тел:+7 707 857-29-98 ,+7(7172) 65-23-70 www.logobook.kz
Kaspi QR
   В Контакте     В Контакте Мед  Мобильная версия