wyszukanych pozycji: 6
Stochastic Systems and Optimization: Proceedings of the 6th IFIP WG 7.1. Working Conference, Warsaw, Poland, September 12–16, 1988
ISBN: 9783540516194 / Angielski / Miękka / 1989 / 379 str. Termin realizacji zamówienia: ok. 20 dni roboczych. The meeting intended to continue the traditional line of the foregoing conferences and to focus on topics of present research in the field of stochastic systems and optimization. Particular emphasis was placed on stochastic differential systems both finite and infinite dimensional, filtering, stochastic control, asymptotic methods and periodic systems.
The meeting intended to continue the traditional line of the foregoing conferences and to focus on topics of present research in the field of stochast...
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cena:
194,52 zł |
Chance and Decision. Stochastic Control in Discrete Time
ISBN: 9788876422423 / Angielski / Miękka / 1996 / 185 str. Termin realizacji zamówienia: ok. 20 dni roboczych. Mathematical theory of discrete time decision processes, also known as stochastic control, is based on two major ideas: backward induction and conditioning. It has a large number of applications in almost all branches of the natural sciences. The aim of these notes is to give a self-contained introduction to this theory and its applications. Our intention was to give a global and mathematically precise picture of the subject and present well motivated examples. We cover systems with complete or partial information as well as with complete or partial observation. We have tried to present in a...
Mathematical theory of discrete time decision processes, also known as stochastic control, is based on two major ideas: backward induction and conditi...
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cena:
77,83 zł |
Mathematical Control Theory: An Introduction
ISBN: 9783030447762 / Angielski / Twarda / 2020 / 336 str. Termin realizacji zamówienia: ok. 20 dni roboczych. |
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cena:
272,35 zł |
Topics in Stochastic Processes
ISBN: 9788876421310 / Angielski / Miękka / 2004 / 126 str. Termin realizacji zamówienia: ok. 30 dni roboczych. The notes are based on lectures on stochastic processes given at Scuola Normale Superiore in 1999 and 2000. Some new material was added and only selected, less standard results were presented. We did not include several applications to statistical mechanics and mathematical finance, covered in the lectures, as we hope to write part two of the notes devoted to applications of stochastic processes in modelling. The main themes of the notes are constructions of stochastic processes. We present different approaches to the existence question proposed by Kolmogorov, Wiener, Ito and Prohorov....
The notes are based on lectures on stochastic processes given at Scuola Normale Superiore in 1999 and 2000. Some new material was added and only selec...
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cena:
104,49 zł |
Mathematical Control Theory: An Introduction
ISBN: 9780817647322 / Angielski / Miękka / 2007 / 276 str. Termin realizacji zamówienia: ok. 20 dni roboczych. "This book is designed as a graduate text on the mathematical theory of deterministic control. It covers a remarkable number of topics... The book includes material on the realization of both linear and nonlinear systems, impulsive control, and positive linear systems subjects not usually covered in an 'introductory' book... To get so much material in such a short space, the pace of the presentation is brisk. However, the exposition is excellent, and the book is a joy to read. A novel one-semester course covering both linear and nonlinear systems could be given... The book is an... "This book is designed as a graduate text on the mathematical theory of deterministic control. It covers a remarkable number of topics... The b... |
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cena:
233,44 zł |
Second Order Partial Differential Equations in Hilbert Spaces
ISBN: 9780521777292 / Angielski / Miękka / 2002 / 396 str. Termin realizacji zamówienia: ok. 16-18 dni roboczych. Second order linear parabolic and elliptic equations arise frequently in mathematical physics, biology and finance. Here the authors present a state of the art treatment of the subject from a new perspective. They then go on to discuss how the results in the book can be applied to control theory. This area is developing rapidly and there are numerous notes and references that point the reader to more specialized results not covered in the book. Coverage of some essential background material helps to make the book self contained.
Second order linear parabolic and elliptic equations arise frequently in mathematical physics, biology and finance. Here the authors present a state o...
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cena:
308,31 zł |