Modeling Stochastic Control Optimization And Applications
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Modeling Stochastic Control Optimization And Applications
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Author : George Yin
language : en
Publisher: Springer
Release Date : 2019-07-16
Modeling Stochastic Control Optimization And Applications written by George Yin and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-07-16 with Mathematics categories.
This volume collects papers, based on invited talks given at the IMA workshop in Modeling, Stochastic Control, Optimization, and Related Applications, held at the Institute for Mathematics and Its Applications, University of Minnesota, during May and June, 2018. There were four week-long workshops during the conference. They are (1) stochastic control, computation methods, and applications, (2) queueing theory and networked systems, (3) ecological and biological applications, and (4) finance and economics applications. For broader impacts, researchers from different fields covering both theoretically oriented and application intensive areas were invited to participate in the conference. It brought together researchers from multi-disciplinary communities in applied mathematics, applied probability, engineering, biology, ecology, and networked science, to review, and substantially update most recent progress. As an archive, this volume presents some of the highlights of the workshops, and collect papers covering a broad range of topics.
Stochastic Control And Mathematical Modeling
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Author : Hiroaki Morimoto
language : en
Publisher:
Release Date : 2014-05-22
Stochastic Control And Mathematical Modeling written by Hiroaki Morimoto and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-05-22 with TECHNOLOGY & ENGINEERING categories.
Introduces stochastic control and mathematical modelling to researchers and graduate students in applied mathematics, mathematical economics, and non-linear PDE theory.
Stochastic Control And Mathematical Modeling
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Author : Hiroaki Morimoto
language : en
Publisher: Cambridge University Press
Release Date : 2010-01-29
Stochastic Control And Mathematical Modeling written by Hiroaki Morimoto and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-01-29 with Mathematics categories.
This is a concise and elementary introduction to stochastic control and mathematical modeling. This book is designed for researchers in stochastic control theory studying its application in mathematical economics and those in economics who are interested in mathematical theory in control. It is also a good guide for graduate students studying applied mathematics, mathematical economics, and non-linear PDE theory. Contents include the basics of analysis and probability, the theory of stochastic differential equations, variational problems, problems in optimal consumption and in optimal stopping, optimal pollution control, and solving the HJB equation with boundary conditions. Major mathematical requisitions are contained in the preliminary chapters or in the appendix so that readers can proceed without referring to other materials.
Optimization Control And Applications Of Stochastic Systems
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Author : Daniel Hernández-Hernández
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-08-15
Optimization Control And Applications Of Stochastic Systems written by Daniel Hernández-Hernández and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-08-15 with Science categories.
This volume provides a general overview of discrete- and continuous-time Markov control processes and stochastic games, along with a look at the range of applications of stochastic control and some of its recent theoretical developments. These topics include various aspects of dynamic programming, approximation algorithms, and infinite-dimensional linear programming. In all, the work comprises 18 carefully selected papers written by experts in their respective fields. Optimization, Control, and Applications of Stochastic Systems will be a valuable resource for all practitioners, researchers, and professionals in applied mathematics and operations research who work in the areas of stochastic control, mathematical finance, queueing theory, and inventory systems. It may also serve as a supplemental text for graduate courses in optimal control and dynamic games.
New Technical Books
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Author : New York Public Library
language : en
Publisher:
Release Date : 1979
New Technical Books written by New York Public Library and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1979 with Engineering categories.
Mathematical Reviews
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Author :
language : en
Publisher:
Release Date : 2006
Mathematical Reviews written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006 with Mathematics categories.
Aanwinsten Van De Centrale Bibliotheek Queteletfonds
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Author : Bibliothèque centrale (Fonds Quetelet)
language : en
Publisher:
Release Date : 1985
Aanwinsten Van De Centrale Bibliotheek Queteletfonds written by Bibliothèque centrale (Fonds Quetelet) and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1985 with categories.
Modeling And Simulation
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Author :
language : en
Publisher:
Release Date : 1986
Modeling And Simulation written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1986 with Computer simulation categories.
U S Government Research Development Reports
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Author :
language : en
Publisher:
Release Date : 1970
U S Government Research Development Reports written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1970 with Science categories.
European Science Notes
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Author :
language : en
Publisher:
Release Date : 1987
European Science Notes written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1987 with Research categories.