9783030418458 - relative optimization of continuous-time and continuous-state stochastic systems di cao, xi-ren (12 risultati)
Lingua: Inglese
Editore: Springer Nature Switzerland AG, Cham, 2020
Serie: Communications and Control Engineering, Libro 61 di 65. Libro 61 di 65 - Communications and Control Engineering
- Rilegato
Da: Grand Eagle Retail, Bensenville, IL, U.S.A.Grand Eagle Retail
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 192,75
Spedizione gratuitaSpedito in U.S.A.Quantità: 1 disponibili
Hardcover. Condizione: new. Hardcover. This monograph applies the relative optimization approach to time nonhomogeneous continuous-time and continuous-state dynamic systems. The approach is intuitively clear and does not require deep knowledge of the mathematics of partial differential equations. The topics covered have the foll…owing distinguishing features: long-run average with no under-selectivity, non-smooth value functions with no viscosity solutions, diffusion processes with degenerate points, multi-class optimization with state classification, and optimization with no dynamic programming.The book begins with an introduction to relative optimization, including a comparison with the traditional approach of dynamic programming. The text then studies the Markov process, focusing on infinite-horizon optimization problems, and moves on to discuss optimal control of diffusion processes with semi-smooth value functions and degenerate points, and optimization of multi-dimensional diffusion processes. The book concludes with a brief overview of performance derivative-based optimization.Among the more important novel considerations presented are:the extension of the HamiltonJacobiBellman optimality condition from smooth to semi-smooth value functions by derivation of explicit optimality conditions at semi-smooth points and application of this result to degenerate and reflected processes;proof of semi-smoothness of the value function at degenerate points;attention to the under-selectivity issue for the long-run average and bias optimality; discussion of state classification for time nonhomogeneous continuous processes and multi-class optimization; anddevelopment of the multi-dimensional Tanaka formula for semi-smooth functions and application of this formula to stochastic control of multi-dimensional systems with degenerate points.The book will be of interest to researchers and students in the field of stochastic control andperformance optimization alike. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
Lingua: Inglese
Editore: Springer, 2020
Serie: Communications and Control Engineering, Libro 61 di 65. Libro 61 di 65 - Communications and Control Engineering
- Rilegato
Da: Books Puddle, New York, NY, U.S.A.Books Puddle
Contatta il venditoreVenditore con 4 stelleCondizione: Nuovo
EUR 225,64
EUR 3,49 spedizioneSpedito in U.S.A.Quantità: 4 disponibili
Condizione: New.
Lingua: Inglese
Editore: Springer, 2020
Serie: Communications and Control Engineering, Libro 61 di 65. Libro 61 di 65 - Communications and Control Engineering
- Rilegato
Da: AHA-BUCH GmbH, Einbeck, GermaniaAHA-BUCH GmbH
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 164,49
EUR 64,09 spedizioneSpedito da Germania a U.S.A.Quantità: 1 disponibili
Buch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - This monograph applies the relative optimization approach to time nonhomogeneous continuous-time and continuous-state dynamic systems. The approach is intuitively clear and does not require deep knowledge of the mathematics of partial differential equati…ons. The topics covered have the following distinguishing features: long-run average with no under-selectivity, non-smooth value functions with no viscosity solutions, diffusion processes with degenerate points, multi-class optimization with state classification, and optimization with no dynamic programming.The book begins with an introduction to relative optimization, including a comparison with the traditional approach of dynamic programming. The text then studies the Markov process, focusing on infinite-horizon optimization problems, and moves on to discuss optimal control of diffusion processes with semi-smooth value functions and degenerate points, and optimization of multi-dimensional diffusion processes. The book concludes with a brief overview of performance derivative-based optimization.Among the more important novel considerations presented are:the extension of the Hamilton-Jacobi-Bellman optimality condition from smooth to semi-smooth value functions by derivation of explicit optimality conditions at semi-smooth points and application of this result to degenerate and reflected processes;proof of semi-smoothness of the value function at degenerate points;attention to the under-selectivity issue for the long-run average and bias optimality;discussion of state classification for time nonhomogeneous continuous processes and multi-class optimization; anddevelopment of the multi-dimensional Tanaka formula for semi-smooth functions and application of this formula to stochastic control of multi-dimensional systems with degenerate points.The book will be of interest to researchers and students in the field of stochastic control andperformance optimization alike.
Lingua: Inglese
Editore: Springer, 2020
Serie: Communications and Control Engineering, Libro 61 di 65. Libro 61 di 65 - Communications and Control Engineering
- Rilegato
Da: Revaluation Books, Exeter, Regno UnitoRevaluation Books
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 238,77
EUR 14,70 spedizioneSpedito da Regno Unito a U.S.A.Quantità: 1 disponibili
Hardcover. Condizione: Brand New. 365 pages. 9.25x6.10x0.70 inches. In Stock.
Lingua: Inglese
Editore: Springer, 2020
Serie: Communications and Control Engineering, Libro 61 di 65. Libro 61 di 65 - Communications and Control Engineering
- Rilegato
Da: Mispah books, Redhill, SURRE, Regno UnitoMispah books
Contatta il venditoreVenditore con 4 stelleCondizione: Nuovo
EUR 232,53
EUR 29,40 spedizioneSpedito da Regno Unito a U.S.A.Quantità: 1 disponibili
Hardcover. Condizione: New. NEW. SHIPS FROM MULTIPLE LOCATIONS. book.
Lingua: Inglese
Editore: Springer, 2020
Serie: Communications and Control Engineering, Libro 61 di 65. Libro 61 di 65 - Communications and Control Engineering
- Rilegato
- Print on Demand
Da: Basi6 International, Irving, TX, U.S.A.Basi6 International
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 128,63
Spedizione gratuitaSpedito in U.S.A.Quantità: 10 disponibili
Condizione: Brand New. New. US edition. Print on demand title. Delivery takes 20-25 days.
Lingua: Inglese
Editore: Springer, 2020
Serie: Communications and Control Engineering, Libro 61 di 65. Libro 61 di 65 - Communications and Control Engineering
- Rilegato
- Print on Demand
Da: Brook Bookstore On Demand, Napoli, NA, ItaliaBrook Bookstore On Demand
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 126,26
EUR 8,00 spedizioneSpedito da Italia a U.S.A.Quantità: Più di 20 disponibili
Condizione: new. Questo è un articolo print on demand.
Lingua: Inglese
Editore: Springer International Publishing Mai 2020, 2020
Serie: Communications and Control Engineering, Libro 61 di 65. Libro 61 di 65 - Communications and Control Engineering
- Brossura
- Print on Demand
Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermaniaBuchWeltWeit Ludwig Meier e.K.
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 160,49
EUR 23,00 spedizioneSpedito da Germania a U.S.A.Quantità: 2 disponibili
Buch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This monograph applies the relative optimization approach to time nonhomogeneous continuous-time and continuous-state dynamic systems. The approach is intuitively clear and does not require deep knowledge of the mathematics of partial dif…ferential equations. The topics covered have the following distinguishing features: long-run average with no under-selectivity, non-smooth value functions with no viscosity solutions, diffusion processes with degenerate points, multi-class optimization with state classification, and optimization with no dynamic programming.The book begins with an introduction to relative optimization, including a comparison with the traditional approach of dynamic programming. The text then studies the Markov process, focusing on infinite-horizon optimization problems, and moves on to discuss optimal control of diffusion processes with semi-smooth value functions and degenerate points, and optimization of multi-dimensional diffusion processes. The book concludes with a brief overview of performance derivative-based optimization.Among the more important novel considerations presented are:the extension of the Hamilton-Jacobi-Bellman optimality condition from smooth to semi-smooth value functions by derivation of explicit optimality conditions at semi-smooth points and application of this result to degenerate and reflected processes;proof of semi-smoothness of the value function at degenerate points;attention to the under-selectivity issue for the long-run average and bias optimality;discussion of state classification for time nonhomogeneous continuous processes and multi-class optimization; anddevelopment of the multi-dimensional Tanaka formula for semi-smooth functions and application of this formula to stochastic control of multi-dimensional systems with degenerate points.The book will be of interest to researchers and students in the field of stochastic control and performance optimization alike. 388 pp. Englisch.
Lingua: Inglese
Editore: Springer International Publishing, 2020
Serie: Communications and Control Engineering, Libro 61 di 65. Libro 61 di 65 - Communications and Control Engineering
- Rilegato
- Print on Demand
Da: moluna, Greven, Germaniamoluna
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 136,16
EUR 48,99 spedizioneSpedito da Germania a U.S.A.Quantità: Più di 20 disponibili
Gebunden. Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Solves existing problems without requiring deep knowledge of partial differential equationsPresents a new framework for optimization of stochastic systems, promoting new research pathwaysShows the reader ho…w to link optimisation of continuo.
Lingua: Inglese
Editore: Springer International Publishing, Springer International Publishing Mai 2020, 2020
Serie: Communications and Control Engineering, Libro 61 di 65. Libro 61 di 65 - Communications and Control Engineering
- Brossura
- Print on Demand
Da: buchversandmimpf2000, Emtmannsberg, BAYE, Germaniabuchversandmimpf2000
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 160,49
EUR 60,00 spedizioneSpedito da Germania a U.S.A.Quantità: 1 disponibili
Buch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -This monograph applies the relative optimization approach to time nonhomogeneous continuous-time and continuous-state dynamic systems. The approach is intuitively clear and does not require deep knowledge of the mathematics of partial differe…ntial equations. The topics covered have the following distinguishing features: long-run average with no under-selectivity, non-smooth value functions with no viscosity solutions, diffusion processes with degenerate points, multi-class optimization with state classification, and optimization with no dynamic programming.The book begins with an introduction to relative optimization, including a comparison with the traditional approach of dynamic programming. The text then studies the Markov process, focusing on infinite-horizon optimization problems, and moves on to discuss optimal control of diffusion processes with semi-smooth value functions and degenerate points, and optimization of multi-dimensional diffusion processes. The book concludes with a brief overview of performance derivative-based optimization.Among the more important novel considerations presented are:the extension of the Hamilton¿Jacobi¿Bellman optimality condition from smooth to semi-smooth value functions by derivation of explicit optimality conditions at semi-smooth points and application of this result to degenerate and reflected processes;proof of semi-smoothness of the value function at degenerate points;attention to the under-selectivity issue for the long-run average and bias optimality;discussion of state classification for time nonhomogeneous continuous processes and multi-class optimization; anddevelopment of the multi-dimensional Tanaka formula for semi-smooth functions and application of this formula to stochastic control of multi-dimensional systems with degenerate points.The book will be of interest to researchers and students in the field of stochastic control andperformance optimization alike.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 388 pp. Englisch.
Lingua: Inglese
Editore: Springer, 2020
Serie: Communications and Control Engineering, Libro 61 di 65. Libro 61 di 65 - Communications and Control Engineering
- Rilegato
- Print on Demand
Da: Majestic Books, Hounslow, Regno UnitoMajestic Books
Contatta il venditoreVenditore con 4 stelleCondizione: Nuovo
EUR 238,18
EUR 7,64 spedizioneSpedito da Regno Unito a U.S.A.Quantità: 4 disponibili
Condizione: New. Print on Demand.
Lingua: Inglese
Editore: Springer, 2020
Serie: Communications and Control Engineering, Libro 61 di 65. Libro 61 di 65 - Communications and Control Engineering
- Rilegato
- Print on Demand
Da: Biblios, frankfurt am main, HESSE, GermaniaBiblios
Contatta il venditoreVenditore con 4 stelleCondizione: Nuovo
EUR 240,08
EUR 9,95 spedizioneSpedito da Germania a U.S.A.Quantità: 4 disponibili
Condizione: New. PRINT ON DEMAND.
