𝔖 Scriptorium
✦   LIBER   ✦
πŸ“

Controlled Diffusion Processes

✍ Scribed by Nicolai V. Krylov (auth.)

Publisher
Springer-Verlag Berlin Heidelberg
Year
1980
Tongue
English
Leaves
314
Series
Stochastic Modelling and Applied Probability 14
Edition
1
Category
Library
⬇  Acquire This Volume

No coin nor oath required. For personal study only.

✦ Synopsis

This book deals with the optimal control of solutions of fully observable ItΓ΄-type stochastic differential equations. The validity of the Bellman differential equation for payoff functions is proved and rules for optimal control strategies are developed.

Topics include optimal stopping; one dimensional controlled diffusion; the Lp-estimates of stochastic integral distributions; the existence theorem for stochastic equations; the ItΓ΄ formula for functions; and the Bellman principle, equation, and normalized equation.

✦ Table of Contents

Front Matter....Pages i-xii
Introduction to the Theory of Controlled Diffusion Processes....Pages 1-43
Auxiliary Propositions....Pages 45-128
General Properties of a Payoff Function....Pages 129-161
The Bellman Equation....Pages 163-211
The Construction of Ξ΅ -Optimal Strategies....Pages 213-243
Controlled Processes with Unbounded Coefficients: The Normed Bellman Equation....Pages 245-292
Back Matter....Pages 293-308

✦ Subjects

Probability Theory and Stochastic Processes

πŸ“œ SIMILAR VOLUMES

Controlled Diffusion Processes
πŸ“ Controlled Diffusion Processes
✍ Nikolai Vladimirovich Krylov, A.B. Aries πŸ“‚ Library πŸ“… 2008 πŸ› Springer-Verlag Gmbh 🌐 English

<P>This book deals with the optimal control of solutions of fully observable ItΓ΄-type stochastic differential equations. The validity of the Bellman differential equation for payoff functions is proved and rules for optimal control strategies are developed.</P> <P>Topics include optimal stopping; o

Diffusion in Solids: Fundamentals, Metho
πŸ“ Diffusion in Solids: Fundamentals, Methods, Materials, Diffusion-Controlled Processes
✍ Professor Dr. Helmut Mehrer (auth.) πŸ“‚ Library πŸ“… 2007 πŸ› Springer-Verlag Berlin Heidelberg 🌐 English

<p><P>Diffusion is a vital topic in solid-state physics and chemistry, physical metallurgy and materials science. Diffusion processes are ubiquitous in solids at elevated temperatures. A thorough understanding of diffusion in materials is crucial for materials development and engineering. This book

Diffusion in Solids: Fundamentals, Metho
πŸ“ Diffusion in Solids: Fundamentals, Methods, Materials, Diffusion-Controlled Processes
✍ Professor Dr. Helmut Mehrer (auth.) πŸ“‚ Library πŸ“… 2007 πŸ› Springer-Verlag Berlin Heidelberg 🌐 English

<p><P>Diffusion is a vital topic in solid-state physics and chemistry, physical metallurgy and materials science. Diffusion processes are ubiquitous in solids at elevated temperatures. A thorough understanding of diffusion in materials is crucial for materials development and engineering. This book

Diffusion in Solids: Fundamentals, Metho
πŸ“ Diffusion in Solids: Fundamentals, Methods, Materials, Diffusion-Controlled Processes
✍ Helmut Mehrer πŸ“‚ Library πŸ“… 2007 πŸ› Springer 🌐 English

<P>Diffusion is a vital topic in solid-state physics and chemistry, physical metallurgy and materials science. Diffusion processes are ubiquitous in solids at elevated temperatures. A thorough understanding of diffusion in materials is crucial for materials development and engineering. This book fir

Diffusionics: Diffusion Process Controll
πŸ“ Diffusionics: Diffusion Process Controlled by Diffusion Metamaterials
✍ Fu-Bao Yang, Ji-Ping Huang πŸ“‚ Library πŸ“… 2024 πŸ› Springer 🌐 English

<p><span>This open access book presents a comprehensive exploration of diffusion metamaterials that control energy and mass diffusion. Currently, if from the perspective of governing equations, diffusion metamaterials and wave metamaterials (pioneered by J. B. Pendry in the 1990s) are recognised as