Optimal Control of Random Sequences in Problems with Constraints (Mathematics and Its Applications)

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9789401063197: Optimal Control of Random Sequences in Problems with Constraints (Mathematics and Its Applications)

Controlled stochastic processes with discrete time form a very interest­ ing and meaningful field of research which attracts widespread attention. At the same time these processes are used for solving of many applied problems in the queueing theory, in mathematical economics. in the theory of controlled technical systems, etc. . In this connection, methods of the theory of controlled processes constitute the every day instrument of many specialists working in the areas mentioned. The present book is devoted to the rather new area, that is, to the optimal control theory with functional constraints. This theory is close to the theory of multicriteria optimization. The compromise between the mathematical rigor and the big number of meaningful examples makes the book attractive for professional mathematicians and for specialists who ap­ ply mathematical methods in different specific problems. Besides. the book contains setting of many new interesting problems for further invf'stigatioll. The book can form the basis of special courses in the theory of controlled stochastic processes for students and post-graduates specializing in the ap­ plied mathematics and in the control theory of complex systf'ms. The grounding of graduating students of mathematical department is sufficient for the perfect understanding of all the material. The book con­ tains the extensive Appendix where the necessary knowledge ill Borel spaces and in convex analysis is collected. All the meaningful examples can be also understood by readers who are not deeply grounded in mathematics.

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A. B. Piunovskiy
Published by Springer, Netherlands (2012)
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Book Description Springer, Netherlands, 2012. Paperback. Book Condition: New. Language: English . Brand New Book ***** Print on Demand *****. Controlled stochastic processes with discrete time form a very interest- ing and meaningful field of research which attracts widespread attention. At the same time these processes are used for solving of many applied problems in the queueing theory, in mathematical economics. in the theory of controlled technical systems, etc. . In this connection, methods of the theory of controlled processes constitute the every day instrument of many specialists working in the areas mentioned. The present book is devoted to the rather new area, that is, to the optimal control theory with functional constraints. This theory is close to the theory of multicriteria optimization. The compromise between the mathematical rigor and the big number of meaningful examples makes the book attractive for professional mathematicians and for specialists who ap- ply mathematical methods in different specific problems. Besides. the book contains setting of many new interesting problems for further invf stigatioll. The book can form the basis of special courses in the theory of controlled stochastic processes for students and post-graduates specializing in the ap- plied mathematics and in the control theory of complex systf ms. The grounding of graduating students of mathematical department is sufficient for the perfect understanding of all the material. The book con- tains the extensive Appendix where the necessary knowledge ill Borel spaces and in convex analysis is collected. All the meaningful examples can be also understood by readers who are not deeply grounded in mathematics. Softcover reprint of the original 1st ed. 1997. Bookseller Inventory # AAV9789401063197

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Book Description Springer, Netherlands, 2012. Paperback. Book Condition: New. Language: English . Brand New Book ***** Print on Demand *****.Controlled stochastic processes with discrete time form a very interest- ing and meaningful field of research which attracts widespread attention. At the same time these processes are used for solving of many applied problems in the queueing theory, in mathematical economics. in the theory of controlled technical systems, etc. . In this connection, methods of the theory of controlled processes constitute the every day instrument of many specialists working in the areas mentioned. The present book is devoted to the rather new area, that is, to the optimal control theory with functional constraints. This theory is close to the theory of multicriteria optimization. The compromise between the mathematical rigor and the big number of meaningful examples makes the book attractive for professional mathematicians and for specialists who ap- ply mathematical methods in different specific problems. Besides. the book contains setting of many new interesting problems for further invf stigatioll. The book can form the basis of special courses in the theory of controlled stochastic processes for students and post-graduates specializing in the ap- plied mathematics and in the control theory of complex systf ms. The grounding of graduating students of mathematical department is sufficient for the perfect understanding of all the material. The book con- tains the extensive Appendix where the necessary knowledge ill Borel spaces and in convex analysis is collected. All the meaningful examples can be also understood by readers who are not deeply grounded in mathematics. Softcover reprint of the original 1st ed. 1997. Bookseller Inventory # AAV9789401063197

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Book Description Springer, Netherlands, 2012. Paperback. Book Condition: New. Language: English . This book usually ship within 10-15 business days and we will endeavor to dispatch orders quicker than this where possible. Brand New Book. Controlled stochastic processes with discrete time form a very interest- ing and meaningful field of research which attracts widespread attention. At the same time these processes are used for solving of many applied problems in the queueing theory, in mathematical economics. in the theory of controlled technical systems, etc. . In this connection, methods of the theory of controlled processes constitute the every day instrument of many specialists working in the areas mentioned. The present book is devoted to the rather new area, that is, to the optimal control theory with functional constraints. This theory is close to the theory of multicriteria optimization. The compromise between the mathematical rigor and the big number of meaningful examples makes the book attractive for professional mathematicians and for specialists who ap- ply mathematical methods in different specific problems. Besides. the book contains setting of many new interesting problems for further invf stigatioll. The book can form the basis of special courses in the theory of controlled stochastic processes for students and post-graduates specializing in the ap- plied mathematics and in the control theory of complex systf ms. The grounding of graduating students of mathematical department is sufficient for the perfect understanding of all the material. The book con- tains the extensive Appendix where the necessary knowledge ill Borel spaces and in convex analysis is collected. All the meaningful examples can be also understood by readers who are not deeply grounded in mathematics. Softcover reprint of the original 1st ed. 1997. Bookseller Inventory # LIE9789401063197

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Book Description Springer. Paperback. Book Condition: New. Paperback. 348 pages. Dimensions: 9.4in. x 6.3in. x 0.8in.Controlled stochastic processes with discrete time form a very interest ing and meaningful field of research which attracts widespread attention. At the same time these processes are used for solving of many applied problems in the queueing theory, in mathematical economics. in the theory of controlled technical systems, etc. . In this connection, methods of the theory of controlled processes constitute the every day instrument of many specialists working in the areas mentioned. The present book is devoted to the rather new area, that is, to the optimal control theory with functional constraints. This theory is close to the theory of multicriteria optimization. The compromise between the mathematical rigor and the big number of meaningful examples makes the book attractive for professional mathematicians and for specialists who ap ply mathematical methods in different specific problems. Besides. the book contains setting of many new interesting problems for further invfstigatioll. The book can form the basis of special courses in the theory of controlled stochastic processes for students and post-graduates specializing in the ap plied mathematics and in the control theory of complex systfms. The grounding of graduating students of mathematical department is sufficient for the perfect understanding of all the material. The book con tains the extensive Appendix where the necessary knowledge ill Borel spaces and in convex analysis is collected. All the meaningful examples can be also understood by readers who are not deeply grounded in mathematics. This item ships from multiple locations. Your book may arrive from Roseburg,OR, La Vergne,TN. Paperback. Bookseller Inventory # 9789401063197

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