Stochastic Differential Inclusions and Application
نام عام مواد
[Book]
ساير اطلاعات عنواني
:[delta
نام نخستين پديدآور
/ by Micha?? Kisielewicz
وضعیت نشر و پخش و غیره
محل نشرو پخش و غیره
New York, NY
نام ناشر، پخش کننده و غيره
: Springer New York :Imprint: Springer,
تاریخ نشرو بخش و غیره
, 2013.
مشخصات ظاهری
نام خاص و کميت اثر
XVI, 282 p. 6 illus., online resource.
فروست
عنوان فروست
(Springer Optimization and Its Applications,1931-6828
مشخصه جلد
; 80)
یادداشتهای مربوط به نشر، بخش و غیره
متن يادداشت
Electronic
یادداشتهای مربوط به مندرجات
متن يادداشت
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.
متن يادداشت
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.?╗╣
فروست (داده ارتباطی)
عنوان
Springer Optimization and Its Applications,1931-6828
شماره جلد
80
موضوع (اسم عام یاعبارت اسمی عام)
موضوع مستند نشده
Mathematics
موضوع مستند نشده
Differential Equations
موضوع مستند نشده
Differential equations, partial
موضوع مستند نشده
Numerical analysis
موضوع مستند نشده
Mathematical optimization
موضوع مستند نشده
Electronic books
رده بندی کنگره
شماره رده
E-BOOK
نام شخص به منزله سر شناسه - (مسئولیت معنوی درجه اول )