This work is concerned with the application of the theory of stochastic processes, of potential theory and of convex analysis to the optimal control of diffusions. Very general results of existence are proved for diffusions killed on a Borel set, for "dying" diffusions, for unid…
Optimal control theory and optimization--two areas of applied mathematics that develop theories and procedures for improving the performance of a given process by an appropriate choice of parameters and controls--are the focus of this monograph. Examines theoretical aspects of o…
It is hard to imagine a more original and insightful approach to classical mechanics. Most physicists would regard this as a well-worn and settled subject. But Mark Levi's treatment sparkles with freshness in the many examples he treats and his unexpected analogies, as well as t…
This is an intuitively motivated presentation of many topics in classical mechanics and related areas of control theory and calculus of variations. All topics throughout the book are treated with zero tolerance for unrevealing definitions and for proofs which leave the reader in…
This study aims to demonstrate the power and breadth of polynomial methods in control and filtering. It provides coverage of the polynomial equation approach in a range of linear control and filtering problems, principally the description of systems in fractional form using tran…
