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Stochastic Control By Functional Analysis Methods


Stochastic Control By Functional Analysis Methods
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Stochastic Control By Functional Analysis Methods


Stochastic Control By Functional Analysis Methods
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Author : A. Bensoussan
language : en
Publisher: Elsevier
Release Date : 2011-08-18

Stochastic Control By Functional Analysis Methods written by A. Bensoussan and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-08-18 with Mathematics categories.


Stochastic Control by Functional Analysis Methods



Advanced Computing Concepts And Techniques In Control Engineering


Advanced Computing Concepts And Techniques In Control Engineering
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Author : Michael J. Denham
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-06-29

Advanced Computing Concepts And Techniques In Control Engineering written by Michael J. Denham 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 2013-06-29 with Computers categories.


Computational concepts and techniques have always played a major role in control engineering since the first computer-based control systems were put into operation over twenty years ago. This role has in fact been accelerating over the intervening years as the sophistication of the computing methods and tools available, as well as the complexity of the control problems they have been used to solve, have also increased. In particular, the introduction of the microprocessor and its use as a low-cost computing element in a distributed computer control system has had a profound effect on the way in which the design and implementation of a control system is carried out and, to some extent, on the theory which underlies the basic design strategies. The development of interactive computing has encouraged a substantial growth in the use of computer aided design methods and robust and efficient numerical algorithms have been produced to support these methods. Major advances have also taken place in the languages used for control system implementation, notably the recent introduction of Ada'", a language whose design is based on some very fundamental computer science concepts derived and developed over the past decade. With the extremely high rate of change in the field of computer science, the more recent developments have outpaced their incorporation into new control system design and implementation techniques.



Encyclopaedia Of Mathematics


Encyclopaedia Of Mathematics
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Author : M. Hazewinkel
language : en
Publisher: Springer
Release Date : 2013-12-01

Encyclopaedia Of Mathematics written by M. Hazewinkel and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-12-01 with Mathematics categories.




Encyclopaedia Of Mathematics


Encyclopaedia Of Mathematics
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Author : Michiel Hazewinkel
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-12-01

Encyclopaedia Of Mathematics written by Michiel Hazewinkel 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 2013-12-01 with Mathematics categories.


This ENCYCLOPAEDIA OF MATHEMATICS aims to be a reference work for all parts of mathe matics. It is a translation with updates and editorial comments of the Soviet Mathematical Encyclopaedia published by 'Soviet Encyclopaedia Publishing House' in five volumes in 1977-1985. The annotated translation consists of ten volumes including a special index volume. There are three kinds of articles in this ENCYCLOPAEDIA. First of all there are survey-type articles dealing with the various main directions in mathematics (where a rather fine subdivi sion has been used). The main requirement for these articles has been that they should give a reasonably complete up-to-date account of the current state of affairs in these areas and that they should be maximally accessible. On the whole, these articles should be understandable to mathematics students in their first specialization years, to graduates from other mathematical areas and, depending on the specific subject, to specialists in other domains of science, en gineers and teachers of mathematics. These articles treat their material at a fairly general level and aim to give an idea of the kind of problems, techniques and concepts involved in the area in question. They also contain background and motivation rather than precise statements of precise theorems with detailed definitions and technical details on how to carry out proofs and constructions. The second kind of article, of medium length, contains more detailed concrete problems, results and techniques.



Proceedings Of The International Congress Of Mathematicians 2010 Icm 2010 In 4 Volumes Vol I Plenary Lectures And Ceremonies Vols Ii Iv Invited Lectures


Proceedings Of The International Congress Of Mathematicians 2010 Icm 2010 In 4 Volumes Vol I Plenary Lectures And Ceremonies Vols Ii Iv Invited Lectures
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Author :
language : en
Publisher: World Scientific
Release Date : 2011

Proceedings Of The International Congress Of Mathematicians 2010 Icm 2010 In 4 Volumes Vol I Plenary Lectures And Ceremonies Vols Ii Iv Invited Lectures written by and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011 with categories.




Differential Equations


Differential Equations
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Author : K.D. Elworthy
language : en
Publisher: Routledge
Release Date : 2017-11-22

Differential Equations written by K.D. Elworthy and has been published by Routledge this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-11-22 with Mathematics categories.


Presents recent developments in the areas of differential equations, dynamical systems, and control of finke and infinite dimensional systems. Focuses on current trends in differential equations and dynamical system research-from Darameterdependence of solutions to robui control laws for inflnite dimensional systems.



Information Spectrum Methods In Information Theory


Information Spectrum Methods In Information Theory
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Author : Te Sun Han
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-04-18

Information Spectrum Methods In Information Theory written by Te Sun Han 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 2013-04-18 with Mathematics categories.


From the reviews: "This book nicely complements the existing literature on information and coding theory by concentrating on arbitrary nonstationary and/or nonergodic sources and channels with arbitrarily large alphabets. Even with such generality the authors have managed to successfully reach a highly unconventional but very fertile exposition rendering new insights into many problems." -- MATHEMATICAL REVIEWS



A Variational Inequality Approach To Free Boundary Problems With Applications In Mould Filling


A Variational Inequality Approach To Free Boundary Problems With Applications In Mould Filling
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Author : Jörg Steinbach
language : en
Publisher: Springer Science & Business Media
Release Date : 2002-02-01

A Variational Inequality Approach To Free Boundary Problems With Applications In Mould Filling written by Jörg Steinbach 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 2002-02-01 with Mathematics categories.


This monograph studies an evolutionary variational inequality approach to a degenerate moving free boundary problem. It takes an intermediate position between elliptic and parabolic inequalities and comprises an elliptic differential operator, a memory term and time-dependent convex constraint sets. Finally, a description of injection and compression moulding is presented in terms of different mathematical models, a generalized Hele-Shaw flow, a distance concept and Navier-Stokes flow.



Methods Of Mathematical Finance


Methods Of Mathematical Finance
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Author : Ioannis Karatzas
language : en
Publisher: Springer Science & Business Media
Release Date : 1998-08-13

Methods Of Mathematical Finance written by Ioannis Karatzas 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 1998-08-13 with Business & Economics categories.


This monograph is a sequel to Brownian Motion and Stochastic Calculus by the same authors. Within the context of Brownian-motion- driven asset prices, it develops contingent claim pricing and optimal consumption/investment in both complete and incomplete markets. The latter topic is extended to a study of equilibrium, providing conditions for the existence and uniqueness of market prices which support trading by several heterogeneous agents. Although much of the incomplete-market material is available in research papers, these topics are treated for the first time in a unified manner. The book contains an extensive set of references and notes describing the field, including topics not treated in the text. This monograph should be of interest to researchers wishing to see advanced mathematics applied to finance. The material on optimal consumption and investment, leading to equilibrium, is addressed to the theoretical finance community. The chapters on contingent claim valuation present techniques of practical importance, especially for pricing exotic options. Also available by Ioannis Karatzas and Steven E. Shreve, Brownian Motion and Stochastic Calculus, Second Edition, Springer-Verlag New York, Inc., 1991, 470 pp., ISBN 0-387- 97655-8.



Large Deviations Techniques And Applications


Large Deviations Techniques And Applications
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Author : Amir Dembo
language : en
Publisher: Springer Science & Business Media
Release Date : 2009-11-03

Large Deviations Techniques And Applications written by Amir Dembo 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 2009-11-03 with Science categories.


Large deviation estimates have proved to be the crucial tool required to handle many questions in statistics, engineering, statistial mechanics, and applied probability. Amir Dembo and Ofer Zeitouni, two of the leading researchers in the field, provide an introduction to the theory of large deviations and applications at a level suitable for graduate students. The mathematics is rigorous and the applications come from a wide range of areas, including electrical engineering and DNA sequences. The second edition, printed in 1998, included new material on concentration inequalities and the metric and weak convergence approaches to large deviations. General statements and applications were sharpened, new exercises added, and the bibliography updated. The present soft cover edition is a corrected printing of the 1998 edition.