Stochastic Differential Inclusions and Application
General Material Designation
[Book]
Other Title Information
:[delta
First Statement of Responsibility
/ by Micha?? Kisielewicz
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
New York, NY
Name of Publisher, Distributor, etc.
: Springer New York :Imprint: Springer,
Date of Publication, Distribution, etc.
, 2013.
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
XVI, 282 p. 6 illus., online resource.
SERIES
Series Title
(Springer Optimization and Its Applications,1931-6828
Volume Designation
; 80)
NOTES PERTAINING TO PUBLICATION, DISTRIBUTION, ETC.
Text of Note
Electronic
CONTENTS NOTE
Text of Note
Stochastic Differential Inclusions and Applications further develops the theory of stochastic functional inclusions and their applications.This self-contained volume is designed tosystematically introduce the readerfrom the very beginning to new methods of the stochastic optimal control theory. The expositioncontains detailed proofs and uses new and original methods to characterize the properties of stochastic functional inclusions that, up to the present time, have only beenpublished recently by the author. The text presents recent and pressing issues in stochastic processes, control, differential games, and optimization that can be applied to finance, manufacturing, queueing networks, and climate control. The workis divided into seven chapters, with the first two, containing selected introductory material dealing with point- and set-valued stochastic processes. The final two chapters are devoted to applications and optimal control problems. Written by an award-winning author in the field of stochastic differential inclusions and their application to control theory, this book is intended for students andresearchers in mathematics and applications, particularly those studying optimal control theory. It is also highly relevant for students of economics and engineering.The bookcan also be used as a reference on stochastic differential inclusions. Knowledge of select topics in analysis and probability theory are required.
Text of Note
Preface -- List of Symbols -- 1. Stochastic Processes -- 2. Set-Valued Stochastic Processes -- 3. Set-Valued Stochastic Intergrals -- 4. Stochastic Differential Inclusions -- 5.Viability Theory -- 6. Partial Differential Inclusions -- 7. Some Optimal Control Problems -- Bibliography -- Subject Index.?╗╣
SERIES
Title
Springer Optimization and Its Applications,1931-6828