This book provides an introductory yet rigorous treatment of Pontryagin’s Maximum Principle and its application to optimal control problems when simple and complex constraints act on state and control variables, the two classes of variable in such problems. The achievements resu…
This book presents advanced case studies that address a range of important issues arising in space engineering. An overview of challenging operational scenarios is presented, with an in-depth exposition of related mathematical modeling, algorithmic and numerical solution aspects…
This book presents advanced case studies that address a range of important issues arising in space engineering. An overview of challenging operational scenarios is presented, with an in-depth exposition of related mathematical modeling, algorithmic and numerical solution aspects…
This book presents a methodology based on inverse problems for use in solutions for fault diagnosis in control systems, combining tools from mathematics, physics, computational and mathematical modeling, optimization and computational intelligence. This methodology, known as fau…
This book presents a methodology based on inverse problems for use in solutions for fault diagnosis in control systems, combining tools from mathematics, physics, computational and mathematical modeling, optimization and computational intelligence. This methodology, known as fau…
There has been an increase in attention toward systems involving large numbers of small players, giving rise to the theory of mean field games, mean field type control and nonlinear Markov games. Exhibiting various real world problems involving major and minor agents, this book …
There has been an increase in attention toward systems involving large numbers of small players, giving rise to the theory of mean field games, mean field type control and nonlinear Markov games. Exhibiting various real world problems involving major and minor agents, this book …
There has been an increase in attention toward systems involving large numbers of small players, giving rise to the theory of mean field games, mean field type control and nonlinear Markov games. Exhibiting various real world problems involving major and minor agents, this book …
by Øksendal, Bernt, Sulem, Agnès
fromUniversitext
The main purpose of the book is to give a rigorous introduction to the most important and useful solution methods of various types of stochastic control problems for jump diffusions and their applications. Both the dynamic programming method and the stochastic maximum principle …
The main purpose of the book is to give a rigorous introduction to the most important and useful solution methods of various types of stochastic control problems for jump diffusions and their applications. Both the dynamic programming method and the stochastic maximum principle …
by Øksendal, Bernt, Sulem, Agnès
fromUniversitext
The main purpose of the book is to give a rigorous introduction to the most important and useful solution methods of various types of stochastic control problems for jump diffusions and their applications. Both the dynamic programming method and the stochastic maximum principle …
This book focuses on the development of approximation-related algorithms and their relevant applications. Individual contributions are written by leading experts and reflect emerging directions and connections in data approximation and optimization. Chapters discuss state of the…
This book focuses on the development of approximation-related algorithms and their relevant applications. Individual contributions are written by leading experts and reflect emerging directions and connections in data approximation and optimization. Chapters discuss state of the…
This book focuses on the development of approximation-related algorithms and their relevant applications. Individual contributions are written by leading experts and reflect emerging directions and connections in data approximation and optimization. Chapters discuss state of the…
The goal of the Encyclopedia of Operations Research and Management Science is to provide decision makers and problem solvers in business, industry, government, and academia a comprehensive overview of the wide range of ideas, methodologies, and synergistic forces that combine to…
by Centro internazionale matematico estivo, Ambrosio, Luigi, C.I.M.E. Summer School, Bianchini, Stefano, Bianchini, Stefano, C.I.M.E. Summer School, Savarâe, Giuseppe
fromLecture notes in mathematics
This volume collects the notes of the CIME course "Nonlinear PDE’s and applications" held in Cetraro (Italy) on June 23–28, 2008. It consists of four series of lectures, delivered by Stefano Bianchini (SISSA, Trieste), Eric A. Carlen (Rutgers University), Alexander Mielke (WIAS,…
Linear-Quadratic Controls in Risk-Averse Decision Making cuts across control engineering (control feedback and decision optimization) and statistics (post-design performance analysis) with a common theme: reliability increase seen from the responsive angle of incorporating and…
by International Workshop on Randomization and Approximation Techniques in Computer Science, Barcelona, Spain), International Workshop on Randomization and Approximation Techniques in Computer Science, International Workshop on Randomization and Approximation Techniques in Computer Science
fromLecture Notes in Computer Science
