Stochastic Control of Hereditary Systems and Applications

Stochastic Control of Hereditary Systems

📁 Stochastic Control of Hereditary Systems and Applications

✍ Mou-Hsiung Chang (eds.) 📂 Library 📅 2008 🏛 Springer-Verlag New York 🌐 English

<p><P>This research monograph develops the Hamilton-Jacobi-Bellman (HJB) theory through dynamic programming principle for a class of optimal control problems for stochastic hereditary differential systems. It is driven by a standard Brownian motion and with a bounded memory or an infinite but fading

Stochastic Differential Systems, Stochas

📁 Stochastic Differential Systems, Stochastic Control Theory and Applications

✍ V. E. Beneš, R. W. Rishel (auth.), Wendell Fleming, Pierre-Louis Lions (eds.) 📂 Library 📅 1988 🏛 Springer-Verlag New York 🌐 English

<p>This IMA Volume in Mathematics and its Applications STOCHASTIC DIFFERENTIAL SYSTEMS, STOCHASTIC CONTROL THEORY AND APPLICATIONS is the proceedings of a workshop which was an integral part of the 1986-87 IMA program on STOCHASTIC DIFFERENTIAL EQUATIONS AND THEIR APPLICATIONS. We are grateful to th

Stability and Time-Optimal Control of He

📁 Stability and Time-Optimal Control of Hereditary Systems

✍ E.N. Chukwu (Eds.) 📂 Library 📅 1992 🏛 Academic Press 🌐 English

This monograph introduces the theory of stability and time-optimal control of hereditary systems, drawing upon a range of subjects for evidence and comparisons (biology - predator/prey dynamics; economics - dynamics of capital growth; engineering - aircraft stabilization and automatic steering).

Stability and Time-Optimal Control of He

📁 Stability and Time-Optimal Control of Hereditary Systems

✍ E.N. Chukwu (Eds.) 📂 Library 📅 1992 🏛 Academic Press 🌐 English

This monograph introduces the theory of stability and time-optimal control of hereditary systems, drawing upon a range of subjects for evidence and comparisons (biology - predator/prey dynamics; economics - dynamics of capital growth; engineering - aircraft stabilization and automatic steering).

Stochastic Controls: Hamiltonian Systems

📁 Stochastic Controls: Hamiltonian Systems and HJB Equations (Stochastic Modelling and Applied Probability)

✍ Jiongmin Yong, Xun Yu Zhou 📂 Library 📅 1999 🏛 Springer 🌐 English

The maximum principle and dynamic programming are the two most commonly used approaches in solving optimal control problems. These approaches have been developed independently. The theme of this book is to unify these two approaches, and to demonstrate that the viscosity solution theory provides the

Stochastic Controls: Hamiltonian Systems

📁 Stochastic Controls: Hamiltonian Systems and HJB Equations (Stochastic Modelling and Applied Probability)

✍ Jiongmin Yong, Xun Yu Zhou 📂 Library 📅 1999 🏛 Springer 🌐 English

The maximum principle and dynamic programming are the two most commonly used approaches in solving optimal control problems. These approaches have been developed independently. The theme of this book is to unify these two approaches, and to demonstrate that the viscosity solution theory provides the

Stochastic Control of Hereditary Systems and Applications

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