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Author : R. L. Stratonovich
Publisher :
ISBN 13 :
Total Pages : 376 pages
Book Rating : 4.3/5 (91 download)
Download or read book Conditional Markov Processes and Their Application to the Theory of Optimal Control written by R. L. Stratonovich and published by . This book was released on 1968 with total page 376 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Herman Howe Fussler
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (959 download)
Download or read book Conditional Markov Processes and Their Application to the Theory of Optimal Control written by Herman Howe Fussler and published by . This book was released on 1968 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : R. L. Stratonovi
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (476 download)
Download or read book Conditional Markov Processes and Their Application to the Theory of Optimal Control written by R. L. Stratonovi and published by . This book was released on 1968 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : R.L. Stratonovich
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (841 download)
Download or read book Conditional Markov Processes and Their Application Tot the Theory Op Optimal Control written by R.L. Stratonovich and published by . This book was released on 1968 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :
Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (473 download)
Download or read book Conditional Markov Processes and Their Application to the Theory of Optimal Control written by and published by . This book was released on 1968 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : R.L. Stratonovich
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (472 download)
Download or read book Conditional Markov Processes and Their Application to the Theory of Optimal written by R.L. Stratonovich and published by . This book was released on 1968 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Qiying Hu
Publisher : Springer
ISBN 13 : 9781441942388
Total Pages : 0 pages
Book Rating : 4.9/5 (423 download)
Download or read book Markov Decision Processes with Their Applications written by Qiying Hu and published by Springer. This book was released on 2010-11-19 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: Put together by two top researchers in the Far East, this text examines Markov Decision Processes - also called stochastic dynamic programming - and their applications in the optimal control of discrete event systems, optimal replacement, and optimal allocations in sequential online auctions. This dynamic new book offers fresh applications of MDPs in areas such as the control of discrete event systems and the optimal allocations in sequential online auctions.
Author : William Coffey
Publisher : World Scientific
ISBN 13 : 9789810216511
Total Pages : 436 pages
Book Rating : 4.2/5 (165 download)
Download or read book The Langevin Equation written by William Coffey and published by World Scientific. This book was released on 1996 with total page 436 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book is suitable for a lecture course on the theory of Brownian motion, being based on final year undergraduate lectures given at Trinity College, Dublin. Topics that are discussed include: white noise; the Chapman-Kolmogorov equation ? Kramers-Moyal expansion; the Langevin equation; the Fokker-Planck equation; Brownian motion of a free particle; spectral density and the Wiener-Khintchin theorem ? Brownian motion in a potential application to the Josephson effect, ring laser gyro; Brownian motion in two dimensions; harmonic oscillators; itinerant oscillators; linear response theory; rotational Brownian motion; application to loss processes in dielectric and ferrofluids; superparamagnetism and nonlinear relaxation processes.As the first elementary book on the Langevin equation approach to Brownian motion, this volume attempts to fill in all the missing details which students find particularly hard to comprehend from the fundamental papers contained in the Dover reprint ? Selected Papers on Noise and Stochastic Processes, ed. N Wax (1954) ? together with modern applications particularly to relaxation in ferrofluids and polar dielectrics.
Author : Wendell H. Fleming
Publisher : Springer Science & Business Media
ISBN 13 : 0387310711
Total Pages : 436 pages
Book Rating : 4.3/5 (873 download)
Download or read book Controlled Markov Processes and Viscosity Solutions written by Wendell H. Fleming and published by Springer Science & Business Media. This book was released on 2006-02-04 with total page 436 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is an introduction to optimal stochastic control for continuous time Markov processes and the theory of viscosity solutions. It covers dynamic programming for deterministic optimal control problems, as well as to the corresponding theory of viscosity solutions. New chapters in this second edition introduce the role of stochastic optimal control in portfolio optimization and in pricing derivatives in incomplete markets and two-controller, zero-sum differential games.
Author : Herman Rubin
Publisher : IMS
ISBN 13 : 9780940600614
Total Pages : 442 pages
Book Rating : 4.6/5 (6 download)
Download or read book A Festschrift for Herman Rubin written by Herman Rubin and published by IMS. This book was released on 2004 with total page 442 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : A. B. Piunovskiy
Publisher : World Scientific
ISBN 13 : 1848167938
Total Pages : 308 pages
Book Rating : 4.8/5 (481 download)
Download or read book Examples in Markov Decision Processes written by A. B. Piunovskiy and published by World Scientific. This book was released on 2013 with total page 308 pages. Available in PDF, EPUB and Kindle. Book excerpt: This invaluable book provides approximately eighty examples illustrating the theory of controlled discrete-time Markov processes. Except for applications of the theory to real-life problems like stock exchange, queues, gambling, optimal search etc, the main attention is paid to counter-intuitive, unexpected properties of optimization problems. Such examples illustrate the importance of conditions imposed in the theorems on Markov Decision Processes. Many of the examples are based upon examples published earlier in journal articles or textbooks while several other examples are new. The aim was to collect them together in one reference book which should be considered as a complement to existing monographs on Markov decision processes. The book is self-contained and unified in presentation. The main theoretical statements and constructions are provided, and particular examples can be read independently of others. Examples in Markov Decision Processes is an essential source of reference for mathematicians and all those who apply the optimal control theory to practical purposes. When studying or using mathematical methods, the researcher must understand what can happen if some of the conditions imposed in rigorous theorems are not satisfied. Many examples confirming the importance of such conditions were published in different journal articles which are often difficult to find. This book brings together examples based upon such sources, along with several new ones. In addition, it indicates the areas where Markov decision processes can be used. Active researchers can refer to this book on applicability of mathematical methods and theorems. It is also suitable reading for graduate and research students where they will better understand the theory.
Author :
Publisher : Elsevier
ISBN 13 : 0080955282
Total Pages : 463 pages
Book Rating : 4.0/5 (89 download)
Download or read book Optimal Control Systems by AA Fel'Dbaum written by and published by Elsevier. This book was released on 1966-01-01 with total page 463 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this book, we study theoretical and practical aspects of computing methods for mathematical modelling of nonlinear systems. A number of computing techniques are considered, such as methods of operator approximation with any given accuracy; operator interpolation techniques including a non-Lagrange interpolation; methods of system representation subject to constraints associated with concepts of causality, memory and stationarity; methods of system representation with an accuracy that is the best within a given class of models; methods of covariance matrix estimation;methods for low-rank matrix approximations; hybrid methods based on a combination of iterative procedures and best operator approximation; andmethods for information compression and filtering under condition that a filter model should satisfy restrictions associated with causality and different types of memory.As a result, the book represents a blend of new methods in general computational analysis,and specific, but also generic, techniques for study of systems theory ant its particularbranches, such as optimal filtering and information compression.- Best operator approximation,- Non-Lagrange interpolation,- Generic Karhunen-Loeve transform- Generalised low-rank matrix approximation- Optimal data compression- Optimal nonlinear filtering
Author : Ralf Banisch
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (118 download)
Download or read book Markov Processes Beyond Equilibrium and Optimal Control written by Ralf Banisch and published by . This book was released on 2015 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : J. R. Norris
Publisher : Cambridge University Press
ISBN 13 : 1107393477
Total Pages : 260 pages
Book Rating : 4.1/5 (73 download)
Download or read book Markov Chains written by J. R. Norris and published by Cambridge University Press. This book was released on 1998-07-28 with total page 260 pages. Available in PDF, EPUB and Kindle. Book excerpt: Markov chains are central to the understanding of random processes. This is not only because they pervade the applications of random processes, but also because one can calculate explicitly many quantities of interest. This textbook, aimed at advanced undergraduate or MSc students with some background in basic probability theory, focuses on Markov chains and quickly develops a coherent and rigorous theory whilst showing also how actually to apply it. Both discrete-time and continuous-time chains are studied. A distinguishing feature is an introduction to more advanced topics such as martingales and potentials in the established context of Markov chains. There are applications to simulation, economics, optimal control, genetics, queues and many other topics, and exercises and examples drawn both from theory and practice. It will therefore be an ideal text either for elementary courses on random processes or those that are more oriented towards applications.
Author : Ellida M. Khazen
Publisher : Xlibris Corporation
ISBN 13 : 1441557245
Total Pages : 320 pages
Book Rating : 4.4/5 (415 download)
Download or read book Methods of Optimal Statistical Decisions, Optimal Control, and Stochastic Differential Equations written by Ellida M. Khazen and published by Xlibris Corporation. This book was released on 2009 with total page 320 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides the reader with some insight into the mathematical models of random processes with continuous time, stochastic differential equations and stochastic integrals. An advanced development of the mathematical methods of optimal statistical decisions, statistical sequential analysis, and informational estimation of risks, and new methods and solutions to the important problems of the theory of optimal control are presented. The new original results obtained by this author and published shortly in her numerous scientific-research papers are presented in a systematic way in this book. The book is intended for engineers, students, post-graduate students, and scientist researchers. The presentation of the material is accessible to engineers.
Author : Ruslan K. Chornei
Publisher : Springer Science & Business Media
ISBN 13 : 038731279X
Total Pages : 269 pages
Book Rating : 4.3/5 (873 download)
Download or read book Control of Spatially Structured Random Processes and Random Fields with Applications written by Ruslan K. Chornei and published by Springer Science & Business Media. This book was released on 2006-09-03 with total page 269 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is devoted to the study and optimization of spatiotemporal stochastic processes - processes which develop simultaneously in space and time under random influences. These processes are seen to occur almost everywhere when studying the global behavior of complex systems. The book presents problems and content not considered in other books on controlled Markov processes, especially regarding controlled Markov fields on graphs.
Author : Bellman
Publisher : Academic Press
ISBN 13 : 0080955711
Total Pages : 282 pages
Book Rating : 4.0/5 (89 download)
Download or read book Methods of Nonlinear Analysis written by Bellman and published by Academic Press. This book was released on 1973-05-25 with total page 282 pages. Available in PDF, EPUB and Kindle. Book excerpt: Methods of Nonlinear Analysis
