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Stochastic Control of Hereditary Systems and Applications
Mou-Hsiung Chang
€ 130.04
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Description for Stochastic Control of Hereditary Systems and Applications
hardcover. This research monograph develops the Hamilton-Jacobi-Bellman theory, a very active research area. It is intended for researchers and advanced graduate students who have special interest in optimal control theory and applications of stochastic hereditary systems. Series: Stochastic Modelling and Applied Probability. Num Pages: 424 pages, biography. BIC Classification: PBWL. Category: (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 234 x 156 x 23. Weight in Grams: 801.
ThisresearchmonographdevelopstheHamilton-Jacobi-Bellman(HJB)theory viathedynamicprogrammingprincipleforaclassofoptimalcontrolproblems for stochastic hereditary di?erential equations (SHDEs) driven by a standard Brownian motion and with a bounded or an unbounded but fading m- ory. These equations represent a class of in?nite-dimensional stochastic s- tems that become increasingly important and have wide range of applications in physics, chemistry, biology, engineering, and economics/?nance. The wide applicability of these systems is due to the fact that the reaction of re- world systems to exogenous e?ects/signals is never “instantaneous” and it needs some time, time that can be translated into a mathematical language by some delay terms. Therefore, to describe these delayed e?ects, ... Read more
ThisresearchmonographdevelopstheHamilton-Jacobi-Bellman(HJB)theory viathedynamicprogrammingprincipleforaclassofoptimalcontrolproblems for stochastic hereditary di?erential equations (SHDEs) driven by a standard Brownian motion and with a bounded or an unbounded but fading m- ory. These equations represent a class of in?nite-dimensional stochastic s- tems that become increasingly important and have wide range of applications in physics, chemistry, biology, engineering, and economics/?nance. The wide applicability of these systems is due to the fact that the reaction of re- world systems to exogenous e?ects/signals is never “instantaneous” and it needs some time, time that can be translated into a mathematical language by some delay terms. Therefore, to describe these delayed e?ects, ... Read more
Product Details
Format
Hardback
Publication date
2008
Publisher
Springer United States
Number of pages
424
Condition
New
Series
Stochastic Modelling and Applied Probability
Number of Pages
406
Place of Publication
New York, NY, United States
ISBN
9780387758053
SKU
V9780387758053
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
Reviews for Stochastic Control of Hereditary Systems and Applications
From the reviews: "A large class of models from physics, chemistry … etc., is described by stochastic hereditary differential equations (SHDEs) driven by a standard Brownian motion. … The monograph is addressed to researchers and advanced graduate students with interest in the theory and applications of optimal control for SHDEs. … The monograph provides a systematic and ... Read more