Verwandte Artikel zu Controlled Diffusion Processes: 14 (Stochastic Modelling...
Inhaltsangabe
Stochastic control theory is a relatively young branch of mathematics. The beginning of its intensive development falls in the late 1950s and early 1960s. During that period an extensive literature appeared on optimal stochastic control using the quadratic performance criterion (see references in W onham [76J). At the same time, Girsanov [25J and Howard [26J made the first steps in constructing a general theory, based on Bellman's technique of dynamic programming, developed by him somewhat earlier [4J. Two types of engineering problems engendered two different parts of stochastic control theory. Problems of the first type are associated with multistep decision making in discrete time, and are treated in the theory of discrete stochastic dynamic programming. For more on this theory, we note in addition to the work of Howard and Bellman, mentioned above, the books by Derman [8J, Mine and Osaki [55J, and Dynkin and Yushkevich [12]. Another class of engineering problems which encouraged the development of the theory of stochastic control involves time continuous control of a dynamic system in the presence of random noise. The case where the system is described by a differential equation and the noise is modeled as a time continuous random process is the core of the optimal control theory of diffusion processes. This book deals with this latter theory.
Die Inhaltsangabe kann sich auf eine andere Ausgabe dieses Titels beziehen.
Reseña del editor
Stochastic control theory is a relatively young branch of mathematics. The beginning of its intensive development falls in the late 1950s and early 1960s. During that period an extensive literature appeared on optimal stochastic control using the quadratic performance criterion (see references in W onham [76J). At the same time, Girsanov [25J and Howard [26J made the first steps in constructing a general theory, based on Bellman's technique of dynamic programming, developed by him somewhat earlier [4J. Two types of engineering problems engendered two different parts of stochastic control theory. Problems of the first type are associated with multistep decision making in discrete time, and are treated in the theory of discrete stochastic dynamic programming. For more on this theory, we note in addition to the work of Howard and Bellman, mentioned above, the books by Derman [8J, Mine and Osaki [55J, and Dynkin and Yushkevich [12]. Another class of engineering problems which encouraged the development of the theory of stochastic control involves time continuous control of a dynamic system in the presence of random noise. The case where the system is described by a differential equation and the noise is modeled as a time continuous random process is the core of the optimal control theory of diffusion processes. This book deals with this latter theory.
„Über diesen Titel“ kann sich auf eine andere Ausgabe dieses Titels beziehen.
EUR 226,60
EUR 28,80 für den Versand von Vereinigtes Königreich nach Deutschland
Versandziele, Kosten & DauerNeu kaufen
Diesen Artikel anzeigen
EUR 55,00
Gratis für den Versand innerhalb von/der Deutschland
Versandziele, Kosten & DauerWeitere beliebte Ausgaben desselben Titels
Suchergebnisse für Controlled Diffusion Processes: 14 (Stochastic Modelling...
Foto des Verkäufers
Controlled Diffusion Processes
Print-on-DemandAnbieter: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Deutschland
Verkäuferbewertung 5 von 5 Sternen
Taschenbuch. Zustand: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Stochastic control theory is a relatively young branch of mathematics. The beginning of its intensive development falls in the late 1950s and early 1960s. During that period an extensive literature appeared on optimal stochastic control using the quadratic performance criterion (see references in W onham [76J). At the same time, Girsanov [25J and Howard [26J made the first steps in constructing a general theory, based on Bellman's technique of dynamic programming, developed by him somewhat earlier [4J. Two types of engineering problems engendered two different parts of stochastic control theory. Problems of the first type are associated with multistep decision making in discrete time, and are treated in the theory of discrete stochastic dynamic programming. For more on this theory, we note in addition to the work of Howard and Bellman, mentioned above, the books by Derman [8J, Mine and Osaki [55J, and Dynkin and Yushkevich [12]. Another class of engineering problems which encouraged the development of the theory of stochastic control involves time continuous control of a dynamic system in the presence of random noise. The case where the system is described by a differential equation and the noise is modeled as a time continuous random process is the core of the optimal control theory of diffusion processes. This book deals with this latter theory. 324 pp. Englisch. Bestandsnummer des Verkäufers 9781461260530
Anzahl: 2 verfügbar
Foto des Verkäufers
Controlled Diffusion Processes
Print-on-DemandAnbieter: moluna, Greven, Deutschland
Verkäuferbewertung 5 von 5 Sternen
Zustand: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Stochastic control theory is a relatively young branch of mathematics. The beginning of its intensive development falls in the late 1950s and early 1960s. During that period an extensive literature appeared on optimal stochastic control using the quadratic . Bestandsnummer des Verkäufers 4188979
Anzahl: Mehr als 20 verfügbar
Foto des Verkäufers
Controlled Diffusion Processes
Verlag:
Springer New York, Springer New York Okt 2011, 2011
ISBN 10: 1461260531
ISBN 13: 9781461260530
Neu
Taschenbuch
Anbieter: buchversandmimpf2000, Emtmannsberg, BAYE, Deutschland
Verkäuferbewertung 5 von 5 Sternen
Taschenbuch. Zustand: Neu. This item is printed on demand - Print on Demand Titel. Neuware -Stochastic control theory is a relatively young branch of mathematics. The beginning of its intensive development falls in the late 1950s and early 1960s. During that period an extensive literature appeared on optimal stochastic control using the quadratic performance criterion (see references in W onham [76J). At the same time, Girsanov [25J and Howard [26J made the first steps in constructing a general theory, based on Bellman's technique of dynamic programming, developed by him somewhat earlier [4J. Two types of engineering problems engendered two different parts of stochastic control theory. Problems of the first type are associated with multistep decision making in discrete time, and are treated in the theory of discrete stochastic dynamic programming. For more on this theory, we note in addition to the work of Howard and Bellman, mentioned above, the books by Derman [8J, Mine and Osaki [55J, and Dynkin and Yushkevich [12]. Another class of engineering problems which encouraged the development of the theory of stochastic control involves time continuous control of a dynamic system in the presence of random noise. The case where the system is described by a differential equation and the noise is modeled as a time continuous random process is the core of the optimal control theory of diffusion processes. This book deals with this latter theory.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 324 pp. Englisch. Bestandsnummer des Verkäufers 9781461260530
Anzahl: 1 verfügbar
Beispielbild für diese ISBN
Krylov:Controlled Diffusion Processes, (eng)
Print-on-DemandAnbieter: Brook Bookstore On Demand, Napoli, NA, Italien
Verkäuferbewertung 4 von 5 Sternen
Zustand: new. Questo è un articolo print on demand. Bestandsnummer des Verkäufers ee0dc2cfd1fb84574bebac84d47dd0b6
Anzahl: Mehr als 20 verfügbar
Foto des Verkäufers
Controlled Diffusion Processes
Verlag:
Springer New York, Springer New York, 2011
ISBN 10: 1461260531
ISBN 13: 9781461260530
Neu
Taschenbuch
Anbieter: AHA-BUCH GmbH, Einbeck, Deutschland
Verkäuferbewertung 5 von 5 Sternen
Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - Stochastic control theory is a relatively young branch of mathematics. The beginning of its intensive development falls in the late 1950s and early 1960s. During that period an extensive literature appeared on optimal stochastic control using the quadratic performance criterion (see references in W onham [76J). At the same time, Girsanov [25J and Howard [26J made the first steps in constructing a general theory, based on Bellman's technique of dynamic programming, developed by him somewhat earlier [4J. Two types of engineering problems engendered two different parts of stochastic control theory. Problems of the first type are associated with multistep decision making in discrete time, and are treated in the theory of discrete stochastic dynamic programming. For more on this theory, we note in addition to the work of Howard and Bellman, mentioned above, the books by Derman [8J, Mine and Osaki [55J, and Dynkin and Yushkevich [12]. Another class of engineering problems which encouraged the development of the theory of stochastic control involves time continuous control of a dynamic system in the presence of random noise. The case where the system is described by a differential equation and the noise is modeled as a time continuous random process is the core of the optimal control theory of diffusion processes. This book deals with this latter theory. Bestandsnummer des Verkäufers 9781461260530
Anzahl: 1 verfügbar
Beispielbild für diese ISBN
Controlled Diffusion Processes (Stochastic Modelling and Applied Probability)
Anbieter: Ria Christie Collections, Uxbridge, Vereinigtes Königreich
Verkäuferbewertung 5 von 5 Sternen
Zustand: New. In. Bestandsnummer des Verkäufers ria9781461260530_new
Anzahl: Mehr als 20 verfügbar
Beispielbild für diese ISBN
Controlled Diffusion Processes (Stochastic Modelling and Applied Probability)
Anbieter: Lucky's Textbooks, Dallas, TX, USA
Verkäuferbewertung 5 von 5 Sternen
Zustand: New. Bestandsnummer des Verkäufers ABLIING23Mar2716030027854
Anzahl: Mehr als 20 verfügbar
Beispielbild für diese ISBN
Controlled Diffusion Processes
Anbieter: Books Puddle, New York, NY, USA
Verkäuferbewertung 4 von 5 Sternen
Zustand: New. pp. 324. Bestandsnummer des Verkäufers 2697540330
Anzahl: 4 verfügbar
Beispielbild für diese ISBN
Controlled Diffusion Processes
Print-on-DemandAnbieter: Biblios, Frankfurt am main, HESSE, Deutschland
Verkäuferbewertung 5 von 5 Sternen
Zustand: New. PRINT ON DEMAND pp. 324. Bestandsnummer des Verkäufers 1897540320
Anzahl: 4 verfügbar
Beispielbild für diese ISBN
Controlled Diffusion Processes
Print-on-DemandAnbieter: Majestic Books, Hounslow, Vereinigtes Königreich
Verkäuferbewertung 5 von 5 Sternen
Zustand: New. Print on Demand pp. 324 49:B&W 6.14 x 9.21 in or 234 x 156 mm (Royal 8vo) Perfect Bound on White w/Gloss Lam. Bestandsnummer des Verkäufers 94889781
Anzahl: 4 verfügbar