wyszukanych pozycji: 4
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Stochastic and Differential Games: Theory and Numerical Methods
ISBN: 9780817640293 / Angielski / Twarda / 1999 / 381 str. Termin realizacji zamówienia: ok. 20 dni roboczych. The theory of two-person, zero-sum differential games started at the be ginning of the 1960s with the works of R. Isaacs in the United States and L. S. Pontryagin and his school in the former Soviet Union. Isaacs based his work on the Dynamic Programming method. He analyzed many special cases of the partial differential equation now called Hamilton Jacobi-Isaacs-briefiy HJI-trying to solve them explicitly and synthe sizing optimal feedbacks from the solution. He began a study of singular surfaces that was continued mainly by J. Breakwell and P. Bernhard and led to the explicit solution of...
The theory of two-person, zero-sum differential games started at the be ginning of the 1960s with the works of R. Isaacs in the United States and L. S...
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cena:
386,41 zł |
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Stochastic and Differential Games: Theory and Numerical Methods
ISBN: 9781461272083 / Angielski / Miękka / 2012 / 381 str. Termin realizacji zamówienia: ok. 20 dni roboczych. The theory of two-person, zero-sum differential games started at the be- ginning of the 1960s with the works of R. Isaacs in the United States and L. S. Pontryagin and his school in the former Soviet Union. Isaacs based his work on the Dynamic Programming method. He analyzed many special cases of the partial differential equation now called Hamilton- Jacobi-Isaacs-briefiy HJI-trying to solve them explicitly and synthe- sizing optimal feedbacks from the solution. He began a study of singular surfaces that was continued mainly by J. Breakwell and P. Bernhard and led to the explicit solution of...
The theory of two-person, zero-sum differential games started at the be- ginning of the 1960s with the works of R. Isaacs in the United States and L. ...
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cena:
386,41 zł |
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Optimal Control and Viscosity Solutions of Hamilton-Jacobi-Bellman Equations
ISBN: 9780817647544 / Angielski / Miękka / 2008 / 596 str. Termin realizacji zamówienia: ok. 20 dni roboczych. The purpose of the present book is to offer an up-to-date account of the theory of viscosity solutions of first order partial differential equations of Hamilton-Jacobi type and its applications to optimal deterministic control and differential games. The theory of viscosity solutions, initiated in the early 80's by the papers of M.G. Crandall and P.L. Lions CL81, CL83], M.G. Crandall, L.C. Evans and P.L. Lions CEL84] and P.L. Lions' influential monograph L82], provides an - tremely convenient PDE framework for dealing with the lack of smoothness of the value functions arising in dynamic...
The purpose of the present book is to offer an up-to-date account of the theory of viscosity solutions of first order partial differential equations o...
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cena:
540,99 zł |
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Viscosity Solutions and Applications: Lectures given at the 2nd Session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Montecatini Terme, Italy, June, 12 - 20, 1995
ISBN: 9783540629108 / Angielski / Miękka / 1997 / 266 str. Termin realizacji zamówienia: ok. 20 dni roboczych. The volume comprises five extended surveys on the recent theory of viscosity solutions of fully nonlinear partial differential equations, and some of its most relevant applications to optimal control theory for deterministic and stochastic systems, front propagation, geometric motions and mathematical finance. The volume forms a state-of-the-art reference on the subject of viscosity solutions, and the authors are among the most prominent specialists. Potential readers are researchers in nonlinear PDE's, systems theory, stochastic processes.
The volume comprises five extended surveys on the recent theory of viscosity solutions of fully nonlinear partial differential equations, and some of ...
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cena:
193,19 zł |