Stochastic Analysis Control Optimization And Applications
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Stochastic Analysis Control Optimization And Applications
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Author : William M. McEneaney
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Stochastic Analysis Control Optimization And Applications written by William M. McEneaney 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 2012-12-06 with Technology & Engineering categories.
In view of Professor Wendell Fleming's many fundamental contributions, his profound influence on the mathematical and systems theory communi ties, his service to the profession, and his dedication to mathematics, we have invited a number of leading experts in the fields of control, optimiza tion, and stochastic systems to contribute to this volume in his honor on the occasion of his 70th birthday. These papers focus on various aspects of stochastic analysis, control theory and optimization, and applications. They include authoritative expositions and surveys as well as research papers on recent and important issues. The papers are grouped according to the following four major themes: (1) large deviations, risk sensitive and Hoc control, (2) partial differential equations and viscosity solutions, (3) stochastic control, filtering and parameter esti mation, and (4) mathematical finance and other applications. We express our deep gratitude to all of the authors for their invaluable contributions, and to the referees for their careful and timely reviews. We thank Harold Kushner for having graciously agreed to undertake the task of writing the foreword. Particular thanks go to H. Thomas Banks for his help, advice and suggestions during the entire preparation process, as well as for the generous support of the Center for Research in Scientific Computation. The assistance from the Birkhauser professional staff is also greatly appreciated.
Stochastic Analysis Control Optimization And Applications
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Author : Wendell Helms Fleming
language : en
Publisher: Birkhauser
Release Date : 1999
Stochastic Analysis Control Optimization And Applications written by Wendell Helms Fleming and has been published by Birkhauser this book supported file pdf, txt, epub, kindle and other format this book has been release on 1999 with Control theory categories.
This is a survey of developments, results, and applications in stochastic analysis, control theory, optimization and applications. It should be a valuable resource for practitioners, researchers and professionals in applied mathematics, operations research and engineering.
Stochastic Network Optimization With Application To Communication And Queueing Systems
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Author : Michael Neely
language : en
Publisher: Springer Nature
Release Date : 2022-05-31
Stochastic Network Optimization With Application To Communication And Queueing Systems written by Michael Neely and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-05-31 with Computers categories.
This text presents a modern theory of analysis, control, and optimization for dynamic networks. Mathematical techniques of Lyapunov drift and Lyapunov optimization are developed and shown to enable constrained optimization of time averages in general stochastic systems. The focus is on communication and queueing systems, including wireless networks with time-varying channels, mobility, and randomly arriving traffic. A simple drift-plus-penalty framework is used to optimize time averages such as throughput, throughput-utility, power, and distortion. Explicit performance-delay tradeoffs are provided to illustrate the cost of approaching optimality. This theory is also applicable to problems in operations research and economics, where energy-efficient and profit-maximizing decisions must be made without knowing the future. Topics in the text include the following: - Queue stability theory - Backpressure, max-weight, and virtual queue methods - Primal-dual methods for non-convex stochastic utility maximization - Universal scheduling theory for arbitrary sample paths - Approximate and randomized scheduling theory - Optimization of renewal systems and Markov decision systems Detailed examples and numerous problem set questions are provided to reinforce the main concepts. Table of Contents: Introduction / Introduction to Queues / Dynamic Scheduling Example / Optimizing Time Averages / Optimizing Functions of Time Averages / Approximate Scheduling / Optimization of Renewal Systems / Conclusions
Stochastic Global Optimization Methods And Applications To Chemical Biochemical Pharmaceutical And Environmental Processes
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Author : Ch. Venkateswarlu
language : en
Publisher: Elsevier
Release Date : 2019-11-18
Stochastic Global Optimization Methods And Applications To Chemical Biochemical Pharmaceutical And Environmental Processes written by Ch. Venkateswarlu and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-11-18 with Technology & Engineering categories.
Stochastic global optimization methods and applications to chemical, biochemical, pharmaceutical and environmental processes presents various algorithms that include the genetic algorithm, simulated annealing, differential evolution, ant colony optimization, tabu search, particle swarm optimization, artificial bee colony optimization, and cuckoo search algorithm. The design and analysis of these algorithms is studied by applying them to solve various base case and complex optimization problems concerning chemical, biochemical, pharmaceutical, and environmental engineering processes. Design and implementation of various classical and advanced optimization strategies to solve a wide variety of optimization problems makes this book beneficial to graduate students, researchers, and practicing engineers working in multiple domains. This book mainly focuses on stochastic, evolutionary, and artificial intelligence optimization algorithms with a special emphasis on their design, analysis, and implementation to solve complex optimization problems and includes a number of real applications concerning chemical, biochemical, pharmaceutical, and environmental engineering processes.
Stochastic Processes With Applications
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Author : Rabi N. Bhattacharya
language : en
Publisher: SIAM
Release Date : 2009-08-27
Stochastic Processes With Applications written by Rabi N. Bhattacharya and has been published by SIAM this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-08-27 with Mathematics categories.
This book develops systematically and rigorously, yet in an expository and lively manner, the evolution of general random processes and their large time properties such as transience, recurrence, and convergence to steady states. The emphasis is on the most important classes of these processes from the viewpoint of theory as well as applications, namely, Markov processes. The book features very broad coverage of the most applicable aspects of stochastic processes, including sufficient material for self-contained courses on random walks in one and multiple dimensions; Markov chains in discrete and continuous times, including birth-death processes; Brownian motion and diffusions; stochastic optimization; and stochastic differential equations. This book is for graduate students in mathematics, statistics, science and engineering, and it may also be used as a reference by professionals in diverse fields whose work involves the application of probability.
Dynamics Bifurcations And Control
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Author : Fritz Colonius
language : en
Publisher: Springer
Release Date : 2003-07-01
Dynamics Bifurcations And Control written by Fritz Colonius and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003-07-01 with Technology & Engineering categories.
This volume originates from the Third Nonlinear Control Workshop "- namics, Bifurcations and Control", held in Kloster Irsee, April 1-3 2001. As the preceding workshops held in Paris (2000) and in Ghent (1999), it was organized within the framework of Nonlinear Control Network funded by the European Union (http://www.supelec.fr/lss/NCN). The papers in this volume center around those control problems where phenomena and methods from dynamical systems theory play a dominant role. Despite the large variety of techniques and methods present in the c- tributions, a rough subdivision can be given into three areas: Bifurcation problems, stabilization and robustness, and global dynamics of control s- tems. A large part of the fascination in nonlinear control stems from the fact that is deeply rooted in engineering and mathematics alike. The contributions to this volume reflect this double nature of nonlinear control. We would like to take this opportunity to thank all the contributors and the referees for their careful work. Furthermore, it is our pleasure to thank Franchise Lamnabhi-Lagarrigue, the coordinator of our network, for her s- port in organizing the workshop and the proceedings and for the tremendous efforts she puts into this network bringing the cooperation between the d- ferent groups to a new level. In particular, the exchange and the active p- ticipation of young scientists, also reflected in the Pedagogical Schools within the Network, is an asset for the field of nonlinear control.
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.
Modeling Stochastic Control Optimization And Applications
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Author : George Yin
language : en
Publisher: Springer
Release Date : 2019-07-16
Modeling Stochastic Control Optimization And Applications written by George Yin and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-07-16 with Mathematics categories.
This volume collects papers, based on invited talks given at the IMA workshop in Modeling, Stochastic Control, Optimization, and Related Applications, held at the Institute for Mathematics and Its Applications, University of Minnesota, during May and June, 2018. There were four week-long workshops during the conference. They are (1) stochastic control, computation methods, and applications, (2) queueing theory and networked systems, (3) ecological and biological applications, and (4) finance and economics applications. For broader impacts, researchers from different fields covering both theoretically oriented and application intensive areas were invited to participate in the conference. It brought together researchers from multi-disciplinary communities in applied mathematics, applied probability, engineering, biology, ecology, and networked science, to review, and substantially update most recent progress. As an archive, this volume presents some of the highlights of the workshops, and collect papers covering a broad range of topics.
Mathematical Foundations Of Complex Networked Information Systems
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Author : P.R. Kumar
language : en
Publisher: Springer
Release Date : 2015-05-19
Mathematical Foundations Of Complex Networked Information Systems written by P.R. Kumar and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-05-19 with Mathematics categories.
Introducing the reader to the mathematics beyond complex networked systems, these lecture notes investigate graph theory, graphical models, and methods from statistical physics. Complex networked systems play a fundamental role in our society, both in everyday life and in scientific research, with applications ranging from physics and biology to economics and finance. The book is self-contained, and requires only an undergraduate mathematical background.
Contemporary Computing
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Author : Sanjay Ranka
language : en
Publisher: Springer Science & Business Media
Release Date : 2010-07-26
Contemporary Computing written by Sanjay Ranka 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 2010-07-26 with Computers categories.
This volume constitutes the refereed proceedings of the Third International Conference on Contemporary Computing, IC3 2010, held in Noida, India, in August 2010.