wyszukanych pozycji: 10
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Stochastic Controls: Hamiltonian Systems and Hjb Equations
ISBN: 9780387987231 / Angielski / Twarda / 1999 / 439 str. Termin realizacji zamówienia: 22 dni roboczych 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 separately and independently. Since both methods are used to investigate the same problems, a natural question one will ask is the fol- lowing: (Q) What is the relationship betwccn the maximum principlc and dy- namic programming in stochastic optimal controls? There did exist some researches (prior...
As is well known, Pontryagin's maximum principle and Bellman's dynamic programming are the two principal and most commonly used approaches in solving ...
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528,64 |
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Optimization Theory: A Concise Introduction
ISBN: 9789813237643 / Angielski / Twarda / 2018 / 236 str. Termin realizacji zamówienia: ok. 30 dni roboczych. |
cena:
362,36 |
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Differential Games: A Concise Introduction
ISBN: 9789814596220 / Angielski / Twarda / 2014 / 336 str. Termin realizacji zamówienia: ok. 30 dni roboczych. |
cena:
491,77 |
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Mathematical Analysis: A Concise Introduction
ISBN: 9789811221637 / Angielski / Twarda / 2021 / 276 str. Termin realizacji zamówienia: ok. 30 dni roboczych. |
cena:
362,36 |
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Time-Delayed Linear Quadratic Optimal Control Problems
ISBN: 9789819618965 / Angielski / Miękka / 2025 / 150 str. Termin realizacji zamówienia: ok. 16-18 dni roboczych. 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-varying, with both the state equation and cost functional being allowed to include discrete and distributed delays, both in the state and the control. We take different approaches to discuss the unboundedness of the control operator. The open-loop solvability of the lifted problem is...
This book characterizes the open-loop and closed-loop solvability for time-delayed linear quadratic optimal control problems. Different from the exi...
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cena:
221,90 |
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Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems
ISBN: 9783030483050 / Angielski / Miękka / 2020 / 130 str. Termin realizacji zamówienia: 22 dni roboczych |
193,50 |
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Optimal Control Theory for Infinite Dimensional Systems
ISBN: 9781461287124 / Angielski / Miękka / 2011 / 450 str. Termin realizacji zamówienia: 22 dni roboczych 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 ment, concentration, velocity, etc.) is usually referred to as the state. We are interested in the case where the state satisfies proper differential equa tions that are derived from certain physical laws, such as Newton's law, Fourier's law etc. The space in which the state exists is called the state...
Infinite dimensional systems can be used to describe many phenomena in the real world. As is well known, heat conduction, properties of elastic plasti...
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645,21 |
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Backward Stochastic Volterra Integral Equations
ISBN: 9783032208477 / Angielski Termin realizacji zamówienia: ok. 10-14 dni roboczych. |
cena:
918,74 |
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Optimal Control Theory for Infinite Dimensional Systems
ISBN: 9780817637224 / Angielski / Twarda / 1994 / 450 str. Termin realizacji zamówienia: 22 dni roboczych 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 ment, concentration, velocity, etc.) is usually referred to as the state. We are interested in the case where the state satisfies proper differential equa tions that are derived from certain physical laws, such as Newton's law, Fourier's law etc. The space in which the state exists is called the state...
Infinite dimensional systems can be used to describe many phenomena in the real world. As is well known, heat conduction, properties of elastic plasti...
|
645,21 |
![]() |
Stochastic Controls: Hamiltonian Systems and Hjb Equations
ISBN: 9781461271543 / Angielski / Miękka / 2012 / 439 str. Termin realizacji zamówienia: 22 dni roboczych 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 separately and independently. Since both methods are used to investigate the same problems, a natural question one will ask is the fol- lowing: (Q) What is the relationship betwccn the maximum principlc and dy- namic programming in stochastic optimal controls? There did exist some researches (prior...
As is well known, Pontryagin's maximum principle and Bellman's dynamic programming are the two principal and most commonly used approaches in solving ...
|
528,64 |