This textbook presents, in a mathematically precise manner, a unified introduction to deterministic control theory. With the exception of a few more advanced concepts required for the final part of the book, the presentation requires only a knowle...Loe edasi...
Sari: Encyclopedia of Mathematics and its Applications
(Ilmumisaeg: 23-Apr-2020, Hardback, Kirjastus: Cambridge University Press, ISBN-13: 9781107101296)
Bonds are financial assets issued by governments, central banks or companies. Their holders receive some fixed payments at future dates. The life time of a bond is specified by its maturity - the date when the nominal value of the bond is paid. All...Loe edasi...
Sari: Encyclopedia of Mathematics and its Applications
(Ilmumisaeg: 17-Apr-2014, Hardback, Kirjastus: Cambridge University Press, ISBN-13: 9781107055841)
Now in its second edition, this book gives a systematic and self-contained presentation of basic results on stochastic evolution equations in infinite dimensional spaces, typically Hilbert and Banach spaces. In the first part the authors give an exp...Loe edasi...
The aim of this book is to give a systematic and self-contained presentation of basic results on stochastic evolution equations in infinite dimensional spaces. The aim of this book is to give a systematic and self-contained presentation of th...Loe edasi...
In a mathematically precise manner, this book presents a unified introduction to deterministic control theory. It includes material on the realization of both linear and nonlinear systems, impulsive control, and positive linear systems....Loe edasi...
I A Sinitzin, Vladimir G Sragovich, Jan Spalinski, Lukasz Stettner, Jerzy Zabczyk
Sari: Interdisciplinary Mathematical Sciences
(Ilmumisaeg: 29-Dec-2005, Hardback, Kirjastus: World Scientific Publishing Co Pte Ltd, ISBN-13: 9789812563712)
The theory of adaptive control is concerned with construction of strategies so that the controlled system behaves in a desirable way, without assuming the complete knowledge of the system. This book considers the Markovian type models. It analyzes b...Loe edasi...
The notes are based on lectures on stochastic processes given at Scuola Normale Superiore in 1999 and 2000. We did not include several applications to statistical mechanics and mathematical finance, covered in the lectures, as we hope to write part...Loe edasi...
Da Prato (Scuola Normale Superiore di Pisa) and Zabczyk (Polish Academy of Sciences, Warsaw) present the state of the rapidly evolving art of the theory of parabolic/elliptic equations in an infinite dimensional Hilbert space theory relevant to funct...Loe edasi...
Mathematical theory of discrete time decision processes, also known as stochastic control, is based on two major ideas: backward induction and conditioning. It has a large number of applications in almost all branches of the natural sciences. The aim...Loe edasi...
Sari: Encyclopedia of Mathematics and its Applications
(Ilmumisaeg: 03-Dec-1992, Hardback, Kirjastus: Cambridge University Press, ISBN-13: 9780521385299)
The aim of this book is to give a systematic and self-contained presentation of basic results on stochastic evolution equations in infinite dimensional spaces....Loe edasi...
This text presents basic concepts and results in the field of mathematical control theory. It explains impulsive control, positive systems, stabilization of nonlinear systems, control of rigid bodies, stabilization of infinite dimensional systems an...Loe edasi...
Sari: Lecture Notes in Control and Information Sciences
(Ilmumisaeg: 27-Oct-1989, Paperback / softback, Kirjastus: Springer-Verlag Berlin and Heidelberg GmbH & Co. K, ISBN-13: 9783540516194)
The meeting intended to continue the traditional line of the foregoing conferences and to focus on topics of present research in the field of stochastic systems and optimization. Particular emphasis was placed on stochastic differential systems both...Loe edasi...