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This book develops the theory of stochastic functional inclusions and applications for describing solutions of initial and boundary value problems for partial differential inclusions. Uses new, original methods to characterize stochastic functional inclusions.
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Informazioni sull?autore
Michal Kisielewicz is the author of over 70 articles on subjects including ordinary differential equations, systems theory, calculus of variations and optimal control, and probability theory and stochastic processes. He is a professor of mathematics at the University of Zielona Góra in Poland. In 2001, he was awarded the Order of Polonia Restituta, one of Poland's highest orders, for his achievements.
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Stochastic Differential Inclusions and Applications further develops the theory of stochastic functional inclusions and their applications. This self-contained volume is designed to systematically introduce the reader from the very beginning to new methods of the stochastic optimal control theory. The exposition contains detailed proofs and uses new and original methods to characterize the properties of stochastic functional inclusions that, up to the present time, have only been published recently by the author. The text presents recent and pressing issues in stochastic processes, control, differential games, and optimization that can be applied to finance, manufacturing, queueing networks, and climate control.
The work is divided into seven chapters, with the first two, containing selected introductory material dealing with point- and set-valued stochastic processes. The final two chapters are devoted to applications and optimal control problems.
Written by an award-winning author in the field of stochastic differential inclusions and their application to control theory, this book is intended for students and researchers in mathematics and applications, particularly those studying optimal control theory. It is also highly relevant for students of economics and engineering. The book can also be used as a reference on stochastic differential inclusions. Knowledge of select topics in analysis and probability theory are required.
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Stochastic Differential Inclusions and Applications
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Springer New York Jul 2015, 2015
ISBN 10: 148998951X
ISBN 13: 9781489989512
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Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germania
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Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This book aims to further develop the theory of stochastic functional inclusions and their applications for describing the solutions of the initial and boundary value problems for partial differential inclusions. The self-contained volume is designed to introduce the reader in a systematic fashion, to new methods of the stochastic optimal control theory from the very beginning. The exposition contains detailed proofs and uses new and original methods to characterize the properties of stochastic functional inclusions that, up to the present time, have only been published recently by the author. The work is divided into seven chapters, with the first two acting as an introduction, containing selected material dealing with point- and set-valued stochastic processes, and the final two devoted to applications and optimal control problems. The book presents recent and pressing issues in stochastic processes, control, differential games, optimization and their application in finance, manufacturing, queueing networks, and climate control. Written by an award-winning author in the field of stochastic differential inclusions and their application to control theory, This book is intended for students and researchers in mathematics and applications; particularly those studying optimal control theory. It is also highly relevant for students of economics and engineering. The book can also be used as a reference on stochastic differential inclusions. Knowledge of select topics in analysis and probability theory are required. 300 pp. Englisch. Codice articolo 9781489989512
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Stochastic Differential Inclusions and Applications
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Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Written by an award-winning expert in the field of Control Theory and Stochastic Processes Presents new and original methods of solving select problems of optimal control theory and contains both solved problems and new open ones Develops t. Codice articolo 385696377
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Stochastic Differential Inclusions and Applications (Springer Optimization and Its Applications)
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Condizione: New. pp. 282. Codice articolo 26372638396
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Stochastic Differential Inclusions and Applications (Springer Optimization and Its Applications)
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Condizione: New. Print on Demand pp. 282. Codice articolo 373407075
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Stochastic Differential Inclusions and Applications (Springer Optimization and Its Applications)
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Condizione: New. PRINT ON DEMAND pp. 282. Codice articolo 18372638390
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Stochastic Differential Inclusions and Applications
Editore:
Springer New York, Springer US Jul 2015, 2015
ISBN 10: 148998951X
ISBN 13: 9781489989512
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Da: buchversandmimpf2000, Emtmannsberg, BAYE, Germania
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Taschenbuch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -¿This book aims to further develop the theory of stochastic functional inclusions and their applications for describing the solutions of the initial and boundary value problems for partial differential inclusions.The self-contained volume is designed to introduce the readerin a systematic fashion,to new methods of the stochastic optimal control theory from the very beginning. The expositioncontains detailed proofs and uses new and original methods to characterize the properties of stochastic functional inclusions that, up to the present time, have only beenpublished recently by the author. The workis divided into seven chapters, with the first two acting as an introduction, containing selected material dealing with point- and set-valued stochastic processes, and the final two devoted to applications and optimal control problems. The book presents recent and pressing issues in stochastic processes, control, differential games, optimization and their application in finance, manufacturing, queueing networks, and climate control. Written by an award-winning author in the field of stochastic differential inclusions and their application to control theory, This book is intended for students andresearchers in mathematics and applications; particularly those studying optimal control theory. It is also highly relevant for students of economics and engineering.The bookcan also be used as a reference on stochastic differential inclusions. Knowledge of select topics in analysis and probability theory are required.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 300 pp. Englisch. Codice articolo 9781489989512
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Stochastic Differential Inclusions and Applications
Editore:
Springer New York, Springer US, 2015
ISBN 10: 148998951X
ISBN 13: 9781489989512
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Da: AHA-BUCH GmbH, Einbeck, Germania
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Taschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book aims to further develop the theory of stochastic functional inclusions and their applications for describing the solutions of the initial and boundary value problems for partial differential inclusions. The self-contained volume is designed to introduce the reader in a systematic fashion, to new methods of the stochastic optimal control theory from the very beginning. The exposition contains detailed proofs and uses new and original methods to characterize the properties of stochastic functional inclusions that, up to the present time, have only been published recently by the author. The work is divided into seven chapters, with the first two acting as an introduction, containing selected material dealing with point- and set-valued stochastic processes, and the final two devoted to applications and optimal control problems. The book presents recent and pressing issues in stochastic processes, control, differential games, optimization and their application in finance, manufacturing, queueing networks, and climate control. Written by an award-winning author in the field of stochastic differential inclusions and their application to control theory, This book is intended for students and researchers in mathematics and applications; particularly those studying optimal control theory. It is also highly relevant for students of economics and engineering. The book can also be used as a reference on stochastic differential inclusions. Knowledge of select topics in analysis and probability theory are required. Codice articolo 9781489989512
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Stochastic Differential Inclusions and Applications (Springer Optimization and Its Applications)
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Paperback. Condizione: Brand New. 298 pages. 9.25x6.10x0.68 inches. In Stock. Codice articolo 148998951X
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