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Author: Ari Arapostathis
Publisher: Cambridge University Press
ISBN: 0521768403
Category : Mathematics
Languages : en
Pages : 341
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Book Description
The first comprehensive account of controlled diffusions with a focus on ergodic or 'long run average' control.
Author: Ari Arapostathis
Publisher: Cambridge University Press
ISBN: 0521768403
Category : Mathematics
Languages : en
Pages : 341
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Book Description
The first comprehensive account of controlled diffusions with a focus on ergodic or 'long run average' control.
Author: Vivek S. Borkar
Publisher: Longman
ISBN:
Category : Control theory
Languages : en
Pages : 212
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Book Description
Author: V. Wihstutz
Publisher: Springer Science & Business Media
ISBN: 1461203899
Category : Mathematics
Languages : en
Pages : 344
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Book Description
During the weekend of March 16-18, 1990 the University of North Carolina at Charlotte hosted a conference on the subject of stochastic flows, as part of a Special Activity Month in the Department of Mathematics. This conference was supported jointly by a National Science Foundation grant and by the University of North Carolina at Charlotte. Originally conceived as a regional conference for researchers in the Southeastern United States, the conference eventually drew participation from both coasts of the U. S. and from abroad. This broad-based par ticipation reflects a growing interest in the viewpoint of stochastic flows, particularly in probability theory and more generally in mathematics as a whole. While the theory of deterministic flows can be considered classical, the stochastic counterpart has only been developed in the past decade, through the efforts of Harris, Kunita, Elworthy, Baxendale and others. Much of this work was done in close connection with the theory of diffusion processes, where dynamical systems implicitly enter probability theory by means of stochastic differential equations. In this regard, the Charlotte conference served as a natural outgrowth of the Conference on Diffusion Processes, held at Northwestern University, Evanston Illinois in October 1989, the proceedings of which has now been published as Volume I of the current series. Due to this natural flow of ideas, and with the assistance and support of the Editorial Board, it was decided to organize the present two-volume effort.
Author: Mark A. Pinsky
Publisher: Birkhauser
ISBN:
Category : Mathematics
Languages : en
Pages : 368
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Book Description
Author: Nikolaĭ Vladimirovich Krylov
Publisher:
ISBN:
Category : Control theory
Languages : en
Pages : 328
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Book Description
Author: K.J. Aström
Publisher: Springer Science & Business Media
ISBN: 1441985689
Category : Science
Languages : en
Pages : 404
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Book Description
The area of adaptive systems, which encompasses recursive identification, adaptive control, filtering, and signal processing, has been one of the most active areas of the past decade. Since adaptive controllers are fundamentally nonlinear controllers which are applied to nominally linear, possibly stochastic and time-varying systems, their theoretical analysis is usually very difficult. Nevertheless, over the past decade much fundamental progress has been made on some key questions concerning their stability, convergence, performance, and robustness. Moreover, adaptive controllers have been successfully employed in numerous practical applications, and have even entered the marketplace.
Author: Martin Lee Puterman
Publisher:
ISBN:
Category : Control theory
Languages : en
Pages : 100
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Book Description
The author considers three problems in the optimal control of diffusion processes. The first is that of optimally controlling a diffusion process on a compact interval. The second problem is that of optimally controlling a diffusion process on a bounded subset of Euclidean n-space, with refledtion on the boundary. The last problem arises in controlling a continuous time production process. (Author).
Author: Kiyosi Itô
Publisher: Springer Science & Business Media
ISBN: 3642620256
Category : Mathematics
Languages : en
Pages : 341
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Book Description
Since its first publication in 1965 in the series Grundlehren der mathematischen Wissenschaften this book has had a profound and enduring influence on research into the stochastic processes associated with diffusion phenomena. Generations of mathematicians have appreciated the clarity of the descriptions given of one- or more- dimensional diffusion processes and the mathematical insight provided into Brownian motion. Now, with its republication in the Classics in Mathematics it is hoped that a new generation will be able to enjoy the classic text of Itô and McKean.
Author: Stéphane Menozzi
Publisher: Springer Nature
ISBN: 9819702259
Category :
Languages : en
Pages : 354
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Book Description
Author: Alexey B. Piunovskiy
Publisher: Luniver Press
ISBN: 1905986300
Category : Mathematics
Languages : en
Pages : 342
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Book Description
World leading experts give their accounts of the modern mathematical models in the field: Markov Decision Processes, controlled diffusions, piece-wise deterministic processes etc, with a wide range of performance functionals. One of the aims is to give a general view on the state-of-the-art. The authors use Dynamic Programming, Convex Analytic Approach, several numerical methods, index-based approach and so on. Most chapters either contain well developed examples, or are entirely devoted to the application of the mathematical control theory to real life problems from such fields as Insurance, Portfolio Optimization and Information Transmission. The book will enable researchers, academics and research students to get a sense of novel results, concepts, models, methods, and applications of controlled stochastic processes.
