Stochastic Control of Hereditary Systems and Applications
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1
Stochastic Control of Hereditary Systems and Applications (2008)
~EN NW
ISBN: 9780387758053 bzw. 0387758054, vermutlich in Englisch, Springer Us, neu.
Lieferung aus: Deutschland, Sofort lieferbar.
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 be treated as a subset of the theory developed for controlled stochastic partial di?erential equations. gebundene Ausgabe, 23.01.2008.
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 be treated as a subset of the theory developed for controlled stochastic partial di?erential equations. gebundene Ausgabe, 23.01.2008.
2
STOCHASTIC CONTROL OF HEREDITARY SYSTEMS AND APPLICATIONS (HB)
EN
ISBN: 9780387758053 bzw. 0387758054, in Englisch, Springer, Deutschland.
Lieferung aus: Deutschland, Versandkostenfrei.
Von Händler/Antiquariat, Bookshub [56517106], Karol Bagh, KB, India.
US edition. Perfect condition. Ship by express service to USA, Canada, Australia, France, Italy, UK, Germany and Netherland. Customer satisfaction our priority. Please email before placeing order if you have any doubt in mind regarding book.
Von Händler/Antiquariat, Bookshub [56517106], Karol Bagh, KB, India.
US edition. Perfect condition. Ship by express service to USA, Canada, Australia, France, Italy, UK, Germany and Netherland. Customer satisfaction our priority. Please email before placeing order if you have any doubt in mind regarding book.
3
Stochastic Control of Hereditary Systems and Applications (Stochastic Modelling and Applied Probability) (2008)
EN HC NW
ISBN: 9780387758053 bzw. 0387758054, in Englisch, 406 Seiten, 2008. Ausgabe, Springer, gebundenes Buch, neu.
Lieferung aus: Vereinigte Staaten von Amerika, Usually ships in 1-2 business days.
Von Händler/Antiquariat, cherrybooks.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
Von Händler/Antiquariat, cherrybooks.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
4
Stochastic Control of Hereditary Systems and Applications
EN
ISBN: 9780387758053 bzw. 0387758054, in Englisch, Springer.
Lieferung aus: Vereinigte Staaten von Amerika, Lagernd.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
5
Stochastic Control of Hereditary Systems and Applications
EN NW
ISBN: 9780387758053 bzw. 0387758054, in Englisch, Springer Science+Business Media, neu.
Lieferung aus: Deutschland, Lagernd, zzgl. Versandkosten.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
6
STOCHASTIC CONTROL OF HEREDITARY SYSTEMS AND APPLICATIONS (HB) (2010)
EN NW
ISBN: 9780387758053 bzw. 0387758054, in Englisch, Springer, Deutschland, neu.
Lieferung aus: Deutschland, Versandkostenfrei.
Von Händler/Antiquariat, EBOOKSTORE2010 [55268631], NajafGarh, ND, India.
New. US edition. Customer Satisfaction guaranteed!!
Von Händler/Antiquariat, EBOOKSTORE2010 [55268631], NajafGarh, ND, India.
New. US edition. Customer Satisfaction guaranteed!!
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