Author:
Publisher:
ISBN:
Category : Dissertations, Academic
Languages : en
Pages : 906
Book Description
Dissertation Abstracts International
Author:
Publisher:
ISBN:
Category : Dissertations, Academic
Languages : en
Pages : 906
Book Description
Publisher:
ISBN:
Category : Dissertations, Academic
Languages : en
Pages : 906
Book Description
Optimal Control Theory
Author: Suresh P. Sethi
Publisher: Springer Nature
ISBN: 3030917452
Category : Business & Economics
Languages : en
Pages : 520
Book Description
This new 4th edition offers an introduction to optimal control theory and its diverse applications in management science and economics. It introduces students to the concept of the maximum principle in continuous (as well as discrete) time by combining dynamic programming and Kuhn-Tucker theory. While some mathematical background is needed, the emphasis of the book is not on mathematical rigor, but on modeling realistic situations encountered in business and economics. It applies optimal control theory to the functional areas of management including finance, production and marketing, as well as the economics of growth and of natural resources. In addition, it features material on stochastic Nash and Stackelberg differential games and an adverse selection model in the principal-agent framework. Exercises are included in each chapter, while the answers to selected exercises help deepen readers’ understanding of the material covered. Also included are appendices of supplementary material on the solution of differential equations, the calculus of variations and its ties to the maximum principle, and special topics including the Kalman filter, certainty equivalence, singular control, a global saddle point theorem, Sethi-Skiba points, and distributed parameter systems. Optimal control methods are used to determine optimal ways to control a dynamic system. The theoretical work in this field serves as the foundation for the book, in which the author applies it to business management problems developed from his own research and classroom instruction. The new edition has been refined and updated, making it a valuable resource for graduate courses on applied optimal control theory, but also for financial and industrial engineers, economists, and operational researchers interested in applying dynamic optimization in their fields.
Publisher: Springer Nature
ISBN: 3030917452
Category : Business & Economics
Languages : en
Pages : 520
Book Description
This new 4th edition offers an introduction to optimal control theory and its diverse applications in management science and economics. It introduces students to the concept of the maximum principle in continuous (as well as discrete) time by combining dynamic programming and Kuhn-Tucker theory. While some mathematical background is needed, the emphasis of the book is not on mathematical rigor, but on modeling realistic situations encountered in business and economics. It applies optimal control theory to the functional areas of management including finance, production and marketing, as well as the economics of growth and of natural resources. In addition, it features material on stochastic Nash and Stackelberg differential games and an adverse selection model in the principal-agent framework. Exercises are included in each chapter, while the answers to selected exercises help deepen readers’ understanding of the material covered. Also included are appendices of supplementary material on the solution of differential equations, the calculus of variations and its ties to the maximum principle, and special topics including the Kalman filter, certainty equivalence, singular control, a global saddle point theorem, Sethi-Skiba points, and distributed parameter systems. Optimal control methods are used to determine optimal ways to control a dynamic system. The theoretical work in this field serves as the foundation for the book, in which the author applies it to business management problems developed from his own research and classroom instruction. The new edition has been refined and updated, making it a valuable resource for graduate courses on applied optimal control theory, but also for financial and industrial engineers, economists, and operational researchers interested in applying dynamic optimization in their fields.
Control Science and Technology for the Progress of Society: Stochastic and large systems
Author: Hajime Akashi
Publisher: Pergamon
ISBN:
Category : Science
Languages : en
Pages : 924
Book Description
Provides a link between the theory & applications of automatic control, emphasizing the latest developments & practical applications. Of interest to control & industrial engineers, operations researchers, & systems scientists.
Publisher: Pergamon
ISBN:
Category : Science
Languages : en
Pages : 924
Book Description
Provides a link between the theory & applications of automatic control, emphasizing the latest developments & practical applications. Of interest to control & industrial engineers, operations researchers, & systems scientists.
Advanced Mathematical Tools for Automatic Control Engineers: Volume 2
Author: Alexander S. Poznyak
Publisher: Elsevier
ISBN: 0080914039
Category : Technology & Engineering
Languages : en
Pages : 568
Book Description
Advanced Mathematical Tools for Automatic Control Engineers, Volume 2: Stochastic Techniques provides comprehensive discussions on statistical tools for control engineers. The book is divided into four main parts. Part I discusses the fundamentals of probability theory, covering probability spaces, random variables, mathematical expectation, inequalities, and characteristic functions. Part II addresses discrete time processes, including the concepts of random sequences, martingales, and limit theorems. Part III covers continuous time stochastic processes, namely Markov processes, stochastic integrals, and stochastic differential equations. Part IV presents applications of stochastic techniques for dynamic models and filtering, prediction, and smoothing problems. It also discusses the stochastic approximation method and the robust stochastic maximum principle. - Provides comprehensive theory of matrices, real, complex and functional analysis - Provides practical examples of modern optimization methods that can be effectively used in variety of real-world applications - Contains worked proofs of all theorems and propositions presented
Publisher: Elsevier
ISBN: 0080914039
Category : Technology & Engineering
Languages : en
Pages : 568
Book Description
Advanced Mathematical Tools for Automatic Control Engineers, Volume 2: Stochastic Techniques provides comprehensive discussions on statistical tools for control engineers. The book is divided into four main parts. Part I discusses the fundamentals of probability theory, covering probability spaces, random variables, mathematical expectation, inequalities, and characteristic functions. Part II addresses discrete time processes, including the concepts of random sequences, martingales, and limit theorems. Part III covers continuous time stochastic processes, namely Markov processes, stochastic integrals, and stochastic differential equations. Part IV presents applications of stochastic techniques for dynamic models and filtering, prediction, and smoothing problems. It also discusses the stochastic approximation method and the robust stochastic maximum principle. - Provides comprehensive theory of matrices, real, complex and functional analysis - Provides practical examples of modern optimization methods that can be effectively used in variety of real-world applications - Contains worked proofs of all theorems and propositions presented
Hidden Markov Models in Finance
Author: Rogemar S. Mamon
Publisher: Springer Science & Business Media
ISBN: 0387711635
Category : Business & Economics
Languages : en
Pages : 203
Book Description
A number of methodologies have been employed to provide decision making solutions globalized markets. Hidden Markov Models in Finance offers the first systematic application of these methods to specialized financial problems: option pricing, credit risk modeling, volatility estimation and more. The book provides tools for sorting through turbulence, volatility, emotion, chaotic events – the random "noise" of financial markets – to analyze core components.
Publisher: Springer Science & Business Media
ISBN: 0387711635
Category : Business & Economics
Languages : en
Pages : 203
Book Description
A number of methodologies have been employed to provide decision making solutions globalized markets. Hidden Markov Models in Finance offers the first systematic application of these methods to specialized financial problems: option pricing, credit risk modeling, volatility estimation and more. The book provides tools for sorting through turbulence, volatility, emotion, chaotic events – the random "noise" of financial markets – to analyze core components.
Identification and System Parameter Estimation, 1985
Author: H. A. Barker
Publisher:
ISBN:
Category : Parameter estimation
Languages : en
Pages : 904
Book Description
Publisher:
ISBN:
Category : Parameter estimation
Languages : en
Pages : 904
Book Description
Advances in Mathematical Modelling, Applied Analysis and Computation
Author: Jagdev Singh
Publisher: Springer Nature
ISBN: 9811901791
Category : Technology & Engineering
Languages : en
Pages : 632
Book Description
This book is a valuable source for graduate students and researchers and provides a comprehensive introduction to recent theories and applications of mathematical modeling and numerical simulation. It includes selected peer-reviewed papers presented at the 4th International Conference on Mathematical Modelling, Applied Analysis and Computation (ICMMAAC 2021), held at JECRC University, Jaipur, India, during August 5–7, 2021. The book is focused on mathematical modeling of various problems arising in science and engineering and new efficient numerical approaches for solving linear nonlinear problems and rigorous mathematical theories, which can be used to analyze different kinds of mathematical models. Applications of mathematical methods in physics, chemistry, biology, mechanical engineering, civil engineering, computer science, social science, and finance are presented.
Publisher: Springer Nature
ISBN: 9811901791
Category : Technology & Engineering
Languages : en
Pages : 632
Book Description
This book is a valuable source for graduate students and researchers and provides a comprehensive introduction to recent theories and applications of mathematical modeling and numerical simulation. It includes selected peer-reviewed papers presented at the 4th International Conference on Mathematical Modelling, Applied Analysis and Computation (ICMMAAC 2021), held at JECRC University, Jaipur, India, during August 5–7, 2021. The book is focused on mathematical modeling of various problems arising in science and engineering and new efficient numerical approaches for solving linear nonlinear problems and rigorous mathematical theories, which can be used to analyze different kinds of mathematical models. Applications of mathematical methods in physics, chemistry, biology, mechanical engineering, civil engineering, computer science, social science, and finance are presented.
SIAM Journal on Control and Optimization
Author: Society for Industrial and Applied Mathematics
Publisher:
ISBN:
Category : Control theory
Languages : en
Pages : 1200
Book Description
Publisher:
ISBN:
Category : Control theory
Languages : en
Pages : 1200
Book Description
Industrial Engineering and Applications
Author: L.-C. Tang
Publisher: IOS Press
ISBN: 1643684094
Category : Technology & Engineering
Languages : en
Pages : 880
Book Description
The field of industrial engineering (IE) has a very wide scope, from production processes and automation to supply chain management, but the scope of IE techniques has expanded beyond the traditional domains of application, and is now relevant to areas that matter most to society at large. This book presents the proceedings of ICIEA 2023, the 10th International Conference on Industrial Engineering and Applications, held in Phuket, Thailand, from 4 to 6 April 2023. The conference was conducted in hybrid mode, with close to 100 delegates attending in person and about 50 participants attending online. A total of 272 submissions were received for the conference, of which 120 were accepted for presentation with 83 of those published here as full papers. These papers cover a wide range of topics within the scope of industrial and systems engineering, including but not limited to: supply chain and logistics; quality and reliability; advanced manufacturing; and production scheduling to ergonomics and man-machine systems interfaces. In particular, a significant number of papers are devoted to machine learning techniques and applications beyond the traditional manufacturing sector, to include healthcare, sustainability assessment, and other social issues. Offering an overview of recent research and novel applications, the book will be of interest to all those whose work involves the application of industrial engineering techniques.
Publisher: IOS Press
ISBN: 1643684094
Category : Technology & Engineering
Languages : en
Pages : 880
Book Description
The field of industrial engineering (IE) has a very wide scope, from production processes and automation to supply chain management, but the scope of IE techniques has expanded beyond the traditional domains of application, and is now relevant to areas that matter most to society at large. This book presents the proceedings of ICIEA 2023, the 10th International Conference on Industrial Engineering and Applications, held in Phuket, Thailand, from 4 to 6 April 2023. The conference was conducted in hybrid mode, with close to 100 delegates attending in person and about 50 participants attending online. A total of 272 submissions were received for the conference, of which 120 were accepted for presentation with 83 of those published here as full papers. These papers cover a wide range of topics within the scope of industrial and systems engineering, including but not limited to: supply chain and logistics; quality and reliability; advanced manufacturing; and production scheduling to ergonomics and man-machine systems interfaces. In particular, a significant number of papers are devoted to machine learning techniques and applications beyond the traditional manufacturing sector, to include healthcare, sustainability assessment, and other social issues. Offering an overview of recent research and novel applications, the book will be of interest to all those whose work involves the application of industrial engineering techniques.
Scientiae Mathematicae Japonicae
Author:
Publisher:
ISBN:
Category : Mathematics
Languages : en
Pages : 526
Book Description
Publisher:
ISBN:
Category : Mathematics
Languages : en
Pages : 526
Book Description