Controlled Diffusion Processes
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Controlled Diffusion Processes
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Author : N. V. Krylov
language : en
Publisher: Springer Science & Business Media
Release Date : 2008-09-26
Controlled Diffusion Processes written by N. V. Krylov and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-09-26 with Science categories.
Stochastic control theory is a relatively young branch of mathematics. The beginning of its intensive development falls in the late 1950s and early 1960s. ~urin~ that period an extensive literature appeared on optimal stochastic control using the quadratic performance criterion (see references in Wonham [76]). At the same time, Girsanov [25] and Howard [26] made the first steps in constructing a general theory, based on Bellman's technique of dynamic programming, developed by him somewhat earlier [4]. 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 [8], Mine and Osaki [55], 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.
Controlled Diffusion Processes
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Author : N.V. Krylov
language : en
Publisher: Springer
Release Date : 1980-11-12
Controlled Diffusion Processes written by N.V. Krylov and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 1980-11-12 with Mathematics categories.
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.
Optimal Control Of Diffusion Processes
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Author : Vivek S. Borkar
language : en
Publisher: Longman
Release Date : 1989
Optimal Control Of Diffusion Processes written by Vivek S. Borkar and has been published by Longman this book supported file pdf, txt, epub, kindle and other format this book has been release on 1989 with Control theory categories.
Controlled Diffusion Processes
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Author : N.V. Krylov
language : en
Publisher: Springer
Release Date : 2013-01-14
Controlled Diffusion Processes written by N.V. Krylov and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-01-14 with Mathematics categories.
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.
On The Optimal Control Of Diffusion Processes
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Author : Martin Lee Puterman
language : en
Publisher:
Release Date : 1972
On The Optimal Control Of Diffusion Processes written by Martin Lee Puterman and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1972 with Control theory categories.
The author considers three problems in the optimal control of diffusion processes. The first is that of optimally controlling a diffusion process on a compact interval. The second problem is that of optimally controlling a diffusion process on a bounded subset of Euclidean n-space, with refledtion on the boundary. The last problem arises in controlling a continuous time production process. (Author).
Ergodic Control Of Diffusion Processes
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Author : Ari Arapostathis
language : en
Publisher: Cambridge University Press
Release Date : 2012
Ergodic Control Of Diffusion Processes written by Ari Arapostathis and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012 with Mathematics categories.
The first comprehensive account of controlled diffusions with a focus on ergodic or 'long run average' control.
Diffusionics
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Author : Fu-Bao Yang
language : en
Publisher: Springer Nature
Release Date :
Diffusionics written by Fu-Bao Yang and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on with categories.
Diffusion In Solids
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Author : Helmut Mehrer
language : en
Publisher: Springer Science & Business Media
Release Date : 2007-07-24
Diffusion In Solids written by Helmut Mehrer and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-07-24 with Technology & Engineering categories.
This book describes the central aspects of diffusion in solids, and goes on to provide easy access to important information about diffusion in metals, alloys, semiconductors, ion-conducting materials, glasses and nanomaterials. Coverage includes diffusion-controlled phenomena including ionic conduction, grain-boundary and dislocation pipe diffusion. This book will benefit graduate students in such disciplines as solid-state physics, physical metallurgy, materials science, and geophysics, as well as scientists in academic and industrial research laboratories.
Optimal Control Of Diffusion Processes And Hamilton Jacobi Bellman Equations
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Author : Pierre-Louis Lions
language : en
Publisher:
Release Date : 1983
Optimal Control Of Diffusion Processes And Hamilton Jacobi Bellman Equations written by Pierre-Louis Lions and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1983 with categories.
Optimal Control Of Counterflow Diffusion Processes
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Author : E. M. Stafford
language : en
Publisher:
Release Date : 1969
Optimal Control Of Counterflow Diffusion Processes written by E. M. Stafford and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1969 with categories.