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22 produkter
Stochastic Controls
Hamiltonian Systems and HJB Equations
Inbunden, 1999
1969 kr
Lägg i varukorg
As is well known, Pontryagin's maximum principle and Bellman's dynamic programming are the two principal and most commonly used approaches in solving stochastic optimal control problems. * An interesting phenomenon one can observe from the literature is that these two approaches have been developed …
Optimal Control Theory for Infinite Dimensional Systems
Inbunden, 1994
2405 kr
Lägg i varukorg
Infinite dimensional systems can be used to describe many phenomena in the real world. As is well known, heat conduction, properties of elastic plastic material, fluid dynamics, diffusion-reaction processes, etc., all lie within this area. The object that we are studying (temperature, displace …
Stochastic Controls
Hamiltonian Systems and HJB Equations
E-bok, 2012
2599 kr
Lägg i varukorg
As is well known, Pontryagin''s maximum principle and Bellman''s dynamic programming are the two principal and most commonly used approaches in solving stochastic optimal control problems. * An interesting phenomenon one can observe from the literature is that these two approaches have been …
Optimal Control Theory for Infinite Dimensional Systems
E-bok, 2012
3145 kr
Lägg i varukorg
Infinite dimensional systems can be used to describe many phenomena in the real world. As is well known, heat conduction, properties of elastic plastic material, fluid dynamics, diffusion-reaction processes, etc., all lie within this area. The object that we are studying (temperature, displace …
Stochastic Controls
Hamiltonian Systems and HJB Equations
Häftad, 2012
1969 kr
Lägg i varukorg
As is well known, Pontryagin's maximum principle and Bellman's dynamic programming are the two principal and most commonly used approaches in solving stochastic optimal control problems. * An interesting phenomenon one can observe from the literature is that these two approaches have been developed …
Optimal Control Theory for Infinite Dimensional Systems
Häftad, 2011
2087 kr
Lägg i varukorg
Infinite dimensional systems can be used to describe many phenomena in the real world. As is well known, heat conduction, properties of elastic plastic material, fluid dynamics, diffusion-reaction processes, etc., all lie within this area. The object that we are studying (temperature, displace …
Stochastic Linear-Quadratic Optimal Control Theory: Open-Loop and Closed-Loop Solutions
Häftad, 2020
455 kr
Lägg i varukorg
This book gathers the most essential results, including recent ones, on linear-quadratic optimal control problems, which represent an important aspect of stochastic control. It presents the results in the context of finite and infinite horizon problems, and discusses a number of new and interesting …
Stochastic Linear-Quadratic Optimal Control Theory: Open-Loop and Closed-Loop Solutions
E-bok, 2020
897 kr
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This book gathers the most essential results, including recent ones, on linear-quadratic optimal control problems, which represent an important aspect of stochastic control. It presents the results in the context of finite and infinite horizon problems, and discusses a number of new and interesting …
Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems
Häftad, 2020
455 kr
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This book gathers the most essential results, including recent ones, on linear-quadratic optimal control problems, which represent an important aspect of stochastic control. It presents results for two-player differential games and mean-field optimal control problems in the context of finite and …
Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems
E-bok, 2020
877 kr
Lägg i varukorg
This book gathers the most essential results, including recent ones, on linear-quadratic optimal control problems, which represent an important aspect of stochastic control. It presents results for two-player differential games and mean-field optimal control problems in the context of finite and …
Backward Stochastic Volterra Integral Equations
Av Tianxiao Wang, Jiongmin Yong
Inbunden, 2026
1956 kr
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Backward Stochastic Volterra Integral Equations (BSVIEs) have evolved into one of the most powerful and flexible mathematical frameworks for modeling systems with memory, time‑inconsistency, nonlinear dynamics, and path‑dependent uncertainty. Spanning foundational theory through cutting‑edge …
Backward Stochastic Volterra Integral Equations
Av Jiongmin Yong, Tianxiao Wang
E-bok, 2026
2599 kr
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Backward Stochastic Volterra Integral Equations (BSVIEs) have evolved into one of the most powerful and flexible mathematical frameworks for modeling systems with memory, time inconsistency, nonlinear dynamics, and path dependent uncertainty. Spanning foundational theory through cutting edge …
Forward-Backward Stochastic Differential Equations and their Applications
Av Jiongmin Yong, Jin Ma
E-bok, 2007
870 kr
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This volume is a survey/monograph on the recently developed theory of forward-backward stochastic differential equations (FBSDEs). Basic techniques such as the method of optimal control, the ''Four Step Scheme'', and the method of continuation are presented in full. Related topics such as backward …
Control Theory of Distributed Parameter Systems and Applications
Proceedings of the IFIP WG 7.2 Working Conference, Shanghai, China, May 6–9, 1990
Häftad, 1991
551 kr
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The IFIP-TC7, WG 7.2 Conference on Control Theory of Distributed Parameter Systems and Applications was held at Fudan University, Shanghai, China, May 6-9, 1990. The papers presented cover a wide variety of topics, e.g. the theory of identification, optimal control, stabilization, controllability, …
Forward-Backward Stochastic Differential Equations and their Applications
Av Jin Ma, Jiongmin Yong
Häftad, 1999
660 kr
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This volume is a survey/monograph on the recently developed theory of forward-backward stochastic differential equations (FBSDEs). Basic techniques such as the method of optimal control, the 'Four Step Scheme', and the method of continuation are presented in full. Related topics such as backward …
MATHEMATICAL ANALYSIS: A CONCISE INTRODUCTION
A CONCISE INTRODUCTION
Inbunden, 2021
1114 kr
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Mathematical analysis serves as a common foundation for many research areas of pure and applied mathematics. It is also an important and powerful tool used in many other fields of science, including physics, chemistry, biology, engineering, finance, and economics. In this book, some basic theories …
OPTIMIZATION THEORY: A CONCISE INTRODUCTION
A Concise Introduction
Inbunden, 2018
1156 kr
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Mathematically, most of the interesting optimization problems can be formulated to optimize some objective function, subject to some equality and/or inequality constraints. This book introduces some classical and basic results of optimization theory, including nonlinear programming with Lagrange …
DIFFERENTIAL GAMES: A CONCISE INTRODUCTION
A Concise Introduction
Inbunden, 2015
1511 kr
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This book uses a small volume to present the most basic results for deterministic two-person differential games. The presentation begins with optimization of a single function, followed by a basic theory for two-person games. For dynamic situations, the author first recalls control theory which is …
Time-Delayed Linear Quadratic Optimal Control Problems
Av Weijun Meng, Jingtao Shi m. fl.
Häftad, 2025
605 kr
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This book characterizes the open-loop and closed-loop solvability for time-delayed linear quadratic optimal control problems. Different from the existing literature, in the current book, we present a theory of deterministic LQ problems with delays which has several new features:Our system is …
Time-Delayed Linear Quadratic Optimal Control Problems
Av Jiongmin Yong, Jingtao Shi m. fl.
E-bok, 2025
815 kr
Lägg i varukorg
This book characterizes the open-loop and closed-loop solvability for time-delayed linear quadratic optimal control problems. Different from the existing literature, in the current book, we present a theory of deterministic LQ problems with delays which has several new features: Our system is …
RECENT DEVELOPMENTS IN MATHEMATICAL FINANCE - PROCEEDINGS OF THE INTERNATIONAL CONFERENCE ON MATHEMATICAL FINANCE
Av YONG JIONGMIN, Jiongmin Yong
Inbunden, 2002
2190 kr
Tillfälligt slut
The book deals with topics such as the pricing of various contingent claims within different frameworks, risk-sensitive problems, optimal investment, defaultable term structure, etc. It also reflects on some recent developments in certain important aspects of mathematical finance.
CONTROL THEORY AND RELATED TOPICS: IN MEMORY OF PROFESSOR XUNJING LI
Av TANG SHANJIAN, Shanjian Tang m. fl.
Inbunden, 2007
3495 kr
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Xunjing Li (1935–2003) was a pioneer in control theory in China. He was known in the Chinese community of applied mathematics, and in the global community of optimal control theory of distributed parameter systems. He has made important contributions to the optimal control theory of distributed …
