9783030418458 - relative optimization of continuous-time and continuous-state stochastic systems (communications and control engineering) de cao, xi-ren (11 resultados)
Idioma: Inglés
Editorial: Springer Nature Switzerland AG, Cham 2020
Serie: Communications and Control Engineering, Libro 61 de 65. Libro 61 de 65 - Communications and Control Engineering
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Librería: Grand Eagle Retail, Bensenville, IL, Estados Unidos de AmericaGrand Eagle Retail
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EUR 191,15
Gastos de envío gratisSe envía dentro de Estados Unidos de AmericaCantidad disponible: 1 disponibles
Hardcover. Condición: 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 follo…wing 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.
Idioma: Inglés
Editorial: Springer 2020
Serie: Communications and Control Engineering, Libro 61 de 65. Libro 61 de 65 - Communications and Control Engineering
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Librería: Books Puddle, New York, NY, Estados Unidos de AmericaBooks Puddle
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EUR 219,83
Envío por EUR 3,46Se envía dentro de Estados Unidos de AmericaCantidad disponible: 4 disponibles
Condición: New.
Idioma: Inglés
Editorial: Springer International Publishing 2020
Serie: Communications and Control Engineering, Libro 61 de 65. Libro 61 de 65 - Communications and Control Engineering
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Librería: AHA-BUCH GmbH, Einbeck, AlemaniaAHA-BUCH GmbH
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EUR 160,49
Envío por EUR 64,09Se envía de Alemania a Estados Unidos de AmericaCantidad disponible: 1 disponibles
Buch. Condición: 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 equatio…ns. 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.
Idioma: Inglés
Editorial: Springer 2020
Serie: Communications and Control Engineering, Libro 61 de 65. Libro 61 de 65 - Communications and Control Engineering
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Librería: Revaluation Books, Exeter, , Reino UnidoRevaluation Books
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EUR 236,75
Envío por EUR 14,48Se envía de Reino Unido a Estados Unidos de AmericaCantidad disponible: 1 disponibles
Hardcover. Condición: Brand New. 365 pages. 9.25x6.10x0.70 inches. In Stock.
Idioma: Inglés
Editorial: Springer 2020
Serie: Communications and Control Engineering, Libro 61 de 65. Libro 61 de 65 - Communications and Control Engineering
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Librería: Mispah books, Redhill, SURRE, Reino UnidoMispah books
Contactar con el vendedorVendedor de 4 estrellasCondición: Nuevo
EUR 229,07
Envío por EUR 28,96Se envía de Reino Unido a Estados Unidos de AmericaCantidad disponible: 1 disponibles
Hardcover. Condición: New. NEW. SHIPS FROM MULTIPLE LOCATIONS. book.
Idioma: Inglés
Editorial: Springer 2020
Serie: Communications and Control Engineering, Libro 61 de 65. Libro 61 de 65 - Communications and Control Engineering
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Librería: Brook Bookstore On Demand, Napoli, NA, ItaliaBrook Bookstore On Demand
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EUR 126,26
Envío por EUR 8,00Se envía de Italia a Estados Unidos de AmericaCantidad disponible: Más de 20 disponibles
Condición: new. Questo è un articolo print on demand.
Idioma: Inglés
Editorial: Springer International Publishing Mai 2020 2020
Serie: Communications and Control Engineering, Libro 61 de 65. Libro 61 de 65 - Communications and Control Engineering
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Librería: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, , AlemaniaBuchWeltWeit Ludwig Meier e.K.
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EUR 160,49
Envío por EUR 23,00Se envía de Alemania a Estados Unidos de AmericaCantidad disponible: 2 disponibles
Buch. Condición: 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 diff…erential 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.
Idioma: Inglés
Editorial: Springer International Publishing 2020
Serie: Communications and Control Engineering, Libro 61 de 65. Libro 61 de 65 - Communications and Control Engineering
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Librería: moluna, Greven, , Alemaniamoluna
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EUR 136,16
Envío por EUR 48,99Se envía de Alemania a Estados Unidos de AmericaCantidad disponible: Más de 20 disponibles
Gebunden. Condición: 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 how… to link optimisation of continuo.
Idioma: Inglés
Editorial: Springer International Publishing, Springer International Publishing Mai 2020 2020
Serie: Communications and Control Engineering, Libro 61 de 65. Libro 61 de 65 - Communications and Control Engineering
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Librería: buchversandmimpf2000, Emtmannsberg, BAYE, Alemaniabuchversandmimpf2000
Contactar con el vendedorVendedor de 5 estrellasCondición: Nuevo
EUR 160,49
Envío por EUR 60,00Se envía de Alemania a Estados Unidos de AmericaCantidad disponible: 1 disponibles
Buch. Condición: 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 differen…tial 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.
Idioma: Inglés
Editorial: Springer 2020
Serie: Communications and Control Engineering, Libro 61 de 65. Libro 61 de 65 - Communications and Control Engineering
- Tapa dura
- Impresión bajo demanda
Librería: Majestic Books, Hounslow, , Reino UnidoMajestic Books
Contactar con el vendedorVendedor de 4 estrellasCondición: Nuevo
EUR 229,57
Envío por EUR 7,53Se envía de Reino Unido a Estados Unidos de AmericaCantidad disponible: 4 disponibles
Condición: New. Print on Demand.
Idioma: Inglés
Editorial: Springer 2020
Serie: Communications and Control Engineering, Libro 61 de 65. Libro 61 de 65 - Communications and Control Engineering
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Librería: Biblios, frankfurt am main, HESSE, AlemaniaBiblios
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EUR 231,49
Envío por EUR 9,95Se envía de Alemania a Estados Unidos de AmericaCantidad disponible: 4 disponibles
Condición: New. PRINT ON DEMAND.
