9781441926050 - Stochastic Control of Hereditary Systems and Applications (stochastic Modelling and Applied Probability, 59) by Chang, Mou-hsiung (13 results)
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Published by Springer, 2010
Series: Book 16 of 30 - Stochastic Modelling and Applied Probability
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Published by Springer, 2010
Series: Book 16 of 30 - Stochastic Modelling and Applied Probability
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Published by Springer, 2010
Series: Book 16 of 30 - Stochastic Modelling and Applied Probability
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Published by Springer, 2008
Series: Book 16 of 30 - Stochastic Modelling and Applied Probability
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Published by Springer New York, Springer US, 2010
Series: Book 16 of 30 - Stochastic Modelling and Applied Probability
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Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - ThisresearchmonographdevelopstheHamilton-Jacobi-Bellman(HJB)theory viathedynamicprogrammingprincipleforaclassofoptimalcontrolproblems for stochastic hereditary di erential equations (SHDEs) driven by a standard Brownian motion and with a bounded or… an unbounded but fading m- ory. These equations represent a class of in nite-dimensional stochastic s- tems that become increasingly important and have wide range of applications in physics, chemistry, biology, engineering, and economics/ nance. The wide applicability of these systems is due to the fact that the reaction of re- world systems to exogenous e ects/signals is never 'instantaneous' and it needs some time, time that can be translated into a mathematical language by some delay terms. Therefore, to describe these delayed e ects, the drift and di usion coe cients of these stochastic equations depend not only on the current state but also explicitly on the past history of the state variable. The theory developed herein extends the nite-dimensional HJB theory of controlled di usion processes to its in nite-dimensional counterpart for c- trolledSHDEsinwhichacertainin nite-dimensionalBanachspaceorHilbert space is critically involved in order to account for the bounded or unbounded memory. Another type of in nite-dimensional HJB theory that is not treated in this monograph but arises from real-world application problems can often be modeled by controlled stochastic partial di erential equations. Although they are both in nite dimensional in nature and are both in the infancy of their developments, the SHDE exhibits many characteristics that are not in common with stochastic partial di erential equations. Consequently, the HJB theory for controlled SHDEs is parallel to and cannot betreated as a subset of the theory developed for controlled stochastic partial di erential equations.
Language: English
Published by Springer, 2010
Series: Book 16 of 30 - Stochastic Modelling and Applied Probability
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Published by Springer, 2010
Series: Book 16 of 30 - Stochastic Modelling and Applied Probability
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Language: English
Published by Springer New York Nov 2010, 2010
Series: Book 16 of 30 - Stochastic Modelling and Applied Probability
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Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This monograph develops the Hamilton-Jacobi-Bellman theory via dynamic programming principle for a class of optimal control problems for stochastic hereditary differential equations (SHDEs) driven by a standard Brownian motion and w…ith a bounded or an infinite but fading memory. These equations represent a class of stochastic infinite-dimensional systems that become increasingly important and have wide range of applications in physics, chemistry, biology, engineering and economics/finance. This monograph can be used as a reference for those who have special interest in optimal control theory and applications of stochastic hereditary systems. 424 pp. Englisch.
Language: English
Published by Springer New York, 2010
Series: Book 16 of 30 - Stochastic Modelling and Applied Probability
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Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Very active research areaChang bridges area of stochastic control and stochastic delay equationsThis monograph develops the Hamilton-Jacobi-Bellman theory via dynamic programming principle for a class of optimal contr…ol problems for sto.
Language: English
Published by Springer, 2010
Series: Book 16 of 30 - Stochastic Modelling and Applied Probability
- Softcover
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Condition: New. Print on Demand pp. 426 49:B&W 6.14 x 9.21 in or 234 x 156 mm (Royal 8vo) Perfect Bound on White w/Gloss Lam.
Language: English
Published by Springer, 2010
Series: Book 16 of 30 - Stochastic Modelling and Applied Probability
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Condition: New. PRINT ON DEMAND pp. 426.
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Published by Springer, 2010
Series: Book 16 of 30 - Stochastic Modelling and Applied Probability
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Taschenbuch. Condition: Neu. Stochastic Control of Hereditary Systems and Applications | Mou-Hsiung Chang | Taschenbuch | Stochastic Modelling and Applied Probability | xviii | Englisch | 2010 | Springer | EAN 9781441926050 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[do…t]hartmann[at]springer[dot]com | Anbieter: preigu Print on Demand.
Language: English
Published by Springer, Springer Nov 2010, 2010
Series: Book 16 of 30 - Stochastic Modelling and Applied Probability
- Softcover
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Taschenbuch. Condition: Neu. This item is printed on demand - Print on Demand Titel. Neuware -This research monograph develops the Hamilton-Jacobi-Bellman theory via dynamic programming principle for a class of optimal control problems for stochastic hereditary differential equations (SHDEs) driven by a standard Brownian motion…and with a bounded or an infinite but fading memory. These equations represent a class of stochastic infinite-dimensional systems that become increasingly important and have wide range of applications in physics, chemistry, biology, engineering and economics/finance. This monograph covers a very active research area. It can be used as a research reference for researchers and advanced graduate students who have special interest in optimal control theory and applications of stochastic hereditary systems.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 424 pp. Englisch.
