Stochastic Differential Systems, Stochastic Control Theory and Applications - copertina rigida, flessible

EAN (ISBN-13): 9780387966410
ISBN (ISBN-10): 0387966412
Copertina rigida
Copertina flessibile
Anno di pubblicazione: 1987
Editore: SPRINGER VERLAG GMBH

Libro nella banca dati dal 2007-05-29T00:08:47+02:00 (Rome)
Pagina di dettaglio ultima modifica in 2023-12-29T14:23:41+01:00 (Rome)
ISBN/EAN: 0387966412

ISBN - Stili di scrittura alternativi:
0-387-96641-2, 978-0-387-96641-0
Stili di scrittura alternativi e concetti di ricerca simili:
Autore del libro : wendell fleming, lions, pierre louis
Titolo del libro: differential, systems control, systems theory, stochastic control, workshop applications systems, the application control theory, mathematics

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Dati dell'editore

Autore: Wendell Fleming; Pierre-Louis Lions
Titolo: The IMA Volumes in Mathematics and its Applications; Stochastic Differential Systems, Stochastic Control Theory and Applications - Proceedings of a Workshop, held at IMA, June 9-19, 1986
Editore: Springer; Springer US
609 Pagine
Anno di pubblicazione: 1987-12-02
New York; NY; US
Peso: 1,010 kg
Lingua: Inglese
85,55 € (DE)
87,95 € (AT)
106,60 CHF (CH)
Not available, publisher indicates OP

BB; Book; Hardcover, Softcover / Mathematik/Wahrscheinlichkeitstheorie, Stochastik, Mathematische Statistik; Wahrscheinlichkeitsrechnung und Statistik; Verstehen; optimal control; algorithms; Parameter; Markov decision process; stochastic systems; diffusion process; stochastic network; filtering problem; Markov chain; Vari; modeling; statistics; Markov process; stochastic processes; stochastic differential equation; C; Probability Theory and Stochastic Processes; Mathematics and Statistics; Systems Theory, Control; Calculus of Variations and Optimal Control; Optimization; Stochastik; Kybernetik und Systemtheorie; Variationsrechnung; Optimierung; BC; EA

Optimality of “full bang to reduce predicted miss” for some partially observed stochastic control problems.- On some approximation techniques in non-linear filtering.- Applications of Homogenization Theory to the control of flexible structures.- Control of Markov chains with long-run average cost criterion.- Automatic study in stochastic control.- Some results on Kolmogoroff equations for infinite dimensional stochastic systems.- Hamilton-Jacobi equations with constraints.- An approximate minimum principle for a partially observed Markov chain.- Generalized solutions in the optimal control of diffusions.- Consistency of maximum likelihood and pseudo-likelihood estimators for Gibbs Distributions.- Brownian models of queueing networks with heterogeneous customer populations.- Non-linear filtering — the degenerate case.- The asymptotic behaviour of the maximum likelihood estimates for a class of diffusion processes.- The filtering problem for infinite dimensional stochastic processes.- Stochastic control under finite-fuel constraints.- Recent advances in the theory of stochastic adaptive control.- Almost optimal controls for wideband noise driven systems.- Asymptotic solutions of bandit problems.- Viscosity solutions of second-order equations, stochastic control and stochastic differential games.- On the memory length of the optimal nonlinear filter.- Implementation issues for Markov decision processes.- Navigating and stopping multi-parameter bandit processes.- Bounded variation control of a damped linear oscillator under random disturbances.- The support of the law of a filter in C? topology.- Existence of densities for statistics in the cubic sensor problem.- Piecewise linear filtering.- Quick simulation of excessive backlogs in networks of queues.- On some perturbation problems in optimal stopping and impulse control.- Optimal control of jump-markov processes and viscosity solutions.- An introduction to singular stochastic control.- Scheduling, routing, and flow control in stochastic networks.- Product expansions of exponential Lie Series and the discretization of stochastic differential equations.- A survey of large time asymptotics of simulated annealing algorithms.- Stochastic scheduling on parallel processors and minimization of concave functions of completion times.