Related Books

Continuous-time Stochastic Control and Optimization with Financial Applications
Language: en
Pages: 243
Authors: Huyên Pham
Categories: Mathematics
Type: BOOK - Published: 2009-05-28 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

Stochastic optimization problems arise in decision-making problems under uncertainty, and find various applications in economics and finance. On the other hand,
Modeling, Stochastic Control, Optimization, and Applications
Language: en
Pages: 593
Authors: George Yin
Categories: Mathematics
Type: BOOK - Published: 2019-07-16 - Publisher: Springer

DOWNLOAD EBOOK

This volume collects papers, based on invited talks given at the IMA workshop in Modeling, Stochastic Control, Optimization, and Related Applications, held at t
Stochastic Systems
Language: en
Pages: 371
Authors: P. R. Kumar
Categories: Mathematics
Type: BOOK - Published: 2015-12-15 - Publisher: SIAM

DOWNLOAD EBOOK

Since its origins in the 1940s, the subject of decision making under uncertainty has grown into a diversified area with application in several branches of engin
Stochastic Distribution Control System Design
Language: en
Pages: 0
Authors: Lei Guo
Categories: Technology & Engineering
Type: BOOK - Published: 2012-07-01 - Publisher: Springer

DOWNLOAD EBOOK

A recent development in SDC-related problems is the establishment of intelligent SDC models and the intensive use of LMI-based convex optimization methods. With
Stochastic Controls
Language: en
Pages: 459
Authors: Jiongmin Yong
Categories: Mathematics
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

As is well known, Pontryagin's maximum principle and Bellman's dynamic programming are the two principal and most commonly used approaches in solving stochastic