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9 produkter
9 produkter
Stochastic Analysis, Control, Optimization and Applications
A Volume in Honor of W.H. Fleming
Inbunden, Engelska, 1998
1 582 kr
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In view of Professor Wendell Fleming's many fundamental contributions, his profound influence on the mathematical and systems theory communi ties, his service to the profession, and his dedication to mathematics, we have invited a number of leading experts in the fields of control, optimiza tion, and stochastic systems to contribute to this volume in his honor on the occasion of his 70th birthday. These papers focus on various aspects of stochastic analysis, control theory and optimization, and applications. They include authoritative expositions and surveys as well as research papers on recent and important issues. The papers are grouped according to the following four major themes: (1) large deviations, risk sensitive and Hoc control, (2) partial differential equations and viscosity solutions, (3) stochastic control, filtering and parameter esti mation, and (4) mathematical finance and other applications. We express our deep gratitude to all of the authors for their invaluable contributions, and to the referees for their careful and timely reviews. We thank Harold Kushner for having graciously agreed to undertake the task of writing the foreword. Particular thanks go to H. Thomas Banks for his help, advice and suggestions during the entire preparation process, as well as for the generous support of the Center for Research in Scientific Computation. The assistance from the Birkhauser professional staff is also greatly appreciated.
Del 164 - IMA Volumes in Mathematics and its Applications
Modeling, Stochastic Control, Optimization, and Applications
Inbunden, Engelska, 2019
1 696 kr
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This volume collects papers, based on invited talks given at the IMA workshop in Modeling, Stochastic Control, Optimization, and Related Applications, held at the Institute for Mathematics and Its Applications, University of Minnesota, during May and June, 2018.
Del 164 - IMA Volumes in Mathematics and its Applications
Modeling, Stochastic Control, Optimization, and Applications
Häftad, Engelska, 2020
1 696 kr
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This volume collects papers, based on invited talks given at the IMA workshop in Modeling, Stochastic Control, Optimization, and Related Applications, held at the Institute for Mathematics and Its Applications, University of Minnesota, during May and June, 2018.
Stochastic Analysis, Filtering, and Stochastic Optimization
A Commemorative Volume to Honor Mark H. A. Davis's Contributions
Inbunden, Engelska, 2022
1 385 kr
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Their contributions may expand upon topics in piecewise deterministic processes, pathwise stochastic calculus, martingale methods in stochastic optimization, filtering, mean-field games, time-inconsistency, as well as impulse, singular, risk-sensitive and robust stochastic control.
Stochastic Analysis, Filtering, and Stochastic Optimization
A Commemorative Volume to Honor Mark H. A. Davis's Contributions
Häftad, Engelska, 2023
1 385 kr
Skickas inom 10-15 vardagar
Their contributions may expand upon topics in piecewise deterministic processes, pathwise stochastic calculus, martingale methods in stochastic optimization, filtering, mean-field games, time-inconsistency, as well as impulse, singular, risk-sensitive and robust stochastic control.
1 582 kr
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This thoroughly revised and expanded edition presents a comprehensive study of hybrid switching diffusion processes and their wide-ranging applications. These processes, which combine continuous dynamics with discrete events, are essential for modeling complex systems influenced by random environments. They have broad applications in such fields as wireless communications, signal processing, queueing networks, production planning, ecosystems, financial engineering, and large-scale system optimization.Since the publication of the first edition, the study of hybrid switching diffusions has made significant strides, with new theoretical breakthroughs and emerging applications in ecology and population biology. This edition incorporates these advancements, refining and expanding several key chapters. Notably, it introducesa new chapter on switching processes with past dependence, extending the theoretical framework to account for historical states in the switching process.a new chapter on mathematical biology applications, demonstrating the relevance of hybrid switching diffusions in biological modeling.In addition to covering fundamental topics such as existence and uniqueness of solutions, recurrence, ergodicity, invariant measures, and stability, this edition further explores numerical methods and two-time-scale models.This book is an essential resource for applied mathematicians, probabilists, systems engineers, control scientists, operations researchers, and financial analysts. It is also well-suited for graduate courses on stochastic processes and hybrid systems.The new edition offers researchers and practitioners a robust and versatile framework, driving significant advancements and broadening the application of stochastic analysis to real-world challenges.
540 kr
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This brief treats dynamical systems that involve delays and random disturbances. The study is motivated by a wide variety of systems in real life in which random noise has to be taken into consideration and the effect of delays cannot be ignored. Concentrating on such systems that are described by functional stochastic differential equations, this work focuses on the study of large time behavior, in particular, ergodicity.This brief is written for probabilists, applied mathematicians, engineers, and scientists who need to use delay systems and functional stochastic differential equations in their work. Selected topics from the brief can also be used in a graduate level topics course in probability and stochastic processes.
540 kr
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In a competitive world, research in manufacturing systems plays an important role in creating, updating and improving the technologies and management practices of the economy. This volume presents some of the most recent results in stochastic manufacturing systems. Experts from the fields of applied mathematics, engineering and management sciences review and substantially update the recent advances in the control and optimization of manufacturing systems. Recent Advances in Control and Optimization of Manufacturing Systems consists of eight chapters divided into three parts which focus on Optimal Production Planning, Scheduling and Improvability and Approximate Optimality and Robustness. This book is intended for researchers and practitioners in the fields of systems theory, control and optimization, and operation management as well as in applied probability and stochastic processes.
Del 444 - Lecture Notes in Control and Information Sciences
Recent Advances in Research on Unmanned Aerial Vehicles
Häftad, Engelska, 2013
1 073 kr
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A team of launched and coordinated Unmanned aerial vehicles (UAVs), requires advanced technologies in sensing, communication, computing, and control to improve their intelligence and robustness towards autonomous operations. To enhance reliability, robustness, and mission capability of a team of UAVs, a system-oriented and holistic approach is desirable in which all components and subsystems are considered in terms of their roles and impact on the entire system.This volume aims to summarize the recent progress, identify challenges and opportunities, and develop new methodologies and systems on coordinated UAV control.A group of experts working in this area have contributed to this volume in several related aspects of autonomous control of networked UAVs. Their papers introduce new control methodologies, algorithms, and systems that address several important issues in developing intelligent, autonomous or semi-autonomous, networked systems for the next generation of UAVs. The papers share a common focus on improved coordination of the members of the networked system to accomplish a common mission, to achieve heightened capability in system reconfiguration to compensate for lost members or connections, and to enhance robustness against terrain complications and attacks.