Name: optimal control of random sequences in problems with constraints (en Inglés)
SKU: 3407736
Price: 95.37 USD
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Author: piunovskiy

portada optimal control of random sequences in problems with constraints (en Inglés)

optimal control of random sequences in problems with constraints (en Inglés)

Formato

Libro Físico

Editorial

Springer

Autor

piunovskiy

Idioma

Inglés

N° páginas

360

ISBN

0792345711

ISBN13

9780792345718

Categorías

Matemáticas aplicadas

optimal control of random sequences in problems with constraints (en Inglés)

Piunovskiy (Autor) · Springer · Libro Físico

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Reseña del libro "optimal control of random sequences in problems with constraints (en Inglés)"

this volume is devoted to the investigation of general borel models of stochastic optimal control, taking into consideration additional performance criteria which must satisfy the constraints-inequalities. this study is based on both convex programming theory as well as the bellman principle, and provides a useful approach for multicriteria control problems. some new original properties of strategical measure space are established, and among the other subjects that are treated are the existence and the form of optimal control strategy; markov and homogeneous models; and linear-quadratic systems. the last chapter concentrates on application of these methods to, for example, economics, ecology, insurance and games. audience: this book will be of interest to post-graduate students and researchers whose work involves stochastic control and its applications.