Isbn: 9783032256409 - optimal control in random environments: pontryagin maximum principle with environment-dependent jumps and mean-field games with common poissonian noise (springerbriefs in mathematics) (11 resultados)

Paperback. Condición: new. Paperback. This book is an essential reference for researchers and advanced students working in stochastic control, applied probability, mathematical finance, engineering systems, and the growing field of meanfield modeling.Optimal Control in Random Environments offers a modern and comprehensive treatment of stochastic optimal control in systems driven simultaneously by Brownian noise and marked Poisson jumps with random intensity. A central contribution of this work is its rigorous integration of random environmentsprobabilitymeasurevalued processes that shape both the coefficients of the governing SDEs and the jump intensities themselves.These environments may arise exogenously, representing external or contextual uncertainty, or endogenously, emerging from the collective behavior of large interacting systems. Originally motivated by meanfield control, where particle dynamics generate their own evolving environment, this framework proves equally powerful in settings where the environment acts independently of the systems internal state.By unifying these viewpoints, this book develops a broad and flexible class of models capable of capturing realistic sources of randomness across applications. Through the use of forwardbackward stochastic differential equations, generalized intensity kernels, and an extended Pontryagin Maximum Principle, the text provides both the theoretical foundation and the analytical tools needed to study optimal decisions in complex, jumpdriven stochastic systems. font-family: 'Times New Roman',serif; mso-fareast-font-family: 'Times New Roman'; font-family: 'Times New Roman',serif; mso-fareast-font-family: 'Times New Roman'; font-family: 'Times New Roman',serif; mso-fareast-font-family: 'Times New Roman'; mso-fareast-font-family: 'Times New Roman'; mso-fareast-font-family: 'Times New Roman'; Shipping may be from multiple locations in the US or from the UK, depending on stock availability.…

Paperback. Condición: Brand New. 137 pages. 6.10x0.32x9.25 inches. In Stock.

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Taschenbuch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book is an essential reference for researchers and advanced students working in stochastic control, applied probability, mathematical finance, engineering systems, and the growing field of mean field modeling.Optimal Control in Random Environments offers a modern and comprehensive treatment of stochastic optimal control in systems driven simultaneously by Brownian noise and marked Poisson jumps with random intensity. A central contribution of this work is its rigorous integration of random environments probability measure valued processes that shape both the coefficients of the governing SDEs and the jump intensities themselves.These environments may arise exogenously, representing external or contextual uncertainty, or endogenously, emerging from the collective behavior of large interacting systems. Originally motivated by mean field control, where particle dynamics generate their own evolving environment, this framework proves equally powerful in settings where the environment acts independently of the system s internal state.By unifying these viewpoints, this book develops a broad and flexible class of models capable of capturing realistic sources of randomness across applications. Through the use of forward backward stochastic differential equations, generalized intensity kernels, and an extended Pontryagin Maximum Principle, the text provides both the theoretical foundation and the analytical tools needed to study optimal decisions in complex, jump driven stochastic systems.…

Paperback. Condición: new. Paperback. This book is an essential reference for researchers and advanced students working in stochastic control, applied probability, mathematical finance, engineering systems, and the growing field of meanfield modeling.Optimal Control in Random Environments offers a modern and comprehensive treatment of stochastic optimal control in systems driven simultaneously by Brownian noise and marked Poisson jumps with random intensity. A central contribution of this work is its rigorous integration of random environmentsprobabilitymeasurevalued processes that shape both the coefficients of the governing SDEs and the jump intensities themselves.These environments may arise exogenously, representing external or contextual uncertainty, or endogenously, emerging from the collective behavior of large interacting systems. Originally motivated by meanfield control, where particle dynamics generate their own evolving environment, this framework proves equally powerful in settings where the environment acts independently of the systems internal state.By unifying these viewpoints, this book develops a broad and flexible class of models capable of capturing realistic sources of randomness across applications. Through the use of forwardbackward stochastic differential equations, generalized intensity kernels, and an extended Pontryagin Maximum Principle, the text provides both the theoretical foundation and the analytical tools needed to study optimal decisions in complex, jumpdriven stochastic systems. font-family: 'Times New Roman',serif; mso-fareast-font-family: 'Times New Roman'; font-family: 'Times New Roman',serif; mso-fareast-font-family: 'Times New Roman'; font-family: 'Times New Roman',serif; mso-fareast-font-family: 'Times New Roman'; mso-fareast-font-family: 'Times New Roman'; mso-fareast-font-family: 'Times New Roman'; Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.…

Taschenbuch. Condición: Neu. Optimal Control in Random Environments | Pontryagin Maximum Principle with Environment-dependent Jumps and Mean-Field Games with Common Poissonian Noise | Daniel Hernández-Hernández (u. a.) | Taschenbuch | SpringerBriefs in Mathematics | xi | Englisch | 2026 | Springer | EAN 9783032256409 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.…

Taschenbuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This book is an essential reference for researchers and advanced students working in stochastic control, applied probability, mathematical finance, engineering systems, and the growing field of mean field modeling.Optimal Control in Random Environments offers a modern and comprehensive treatment of stochastic optimal control in systems driven simultaneously by Brownian noise and marked Poisson jumps with random intensity. A central contribution of this work is its rigorous integration of random environments probability measure valued processes that shape both the coefficients of the governing SDEs and the jump intensities themselves.These environments may arise exogenously, representing external or contextual uncertainty, or endogenously, emerging from the collective behavior of large interacting systems. Originally motivated by mean field control, where particle dynamics generate their own evolving environment, this framework proves equally powerful in settings where the environment acts independently of the system s internal state.By unifying these viewpoints, this book develops a broad and flexible class of models capable of capturing realistic sources of randomness across applications. Through the use of forward backward stochastic differential equations, generalized intensity kernels, and an extended Pontryagin Maximum Principle, the text provides both the theoretical foundation and the analytical tools needed to study optimal decisions in complex, jump driven stochastic systems. 126 pp. Englisch.…

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Taschenbuch. Condición: Neu. This item is printed on demand - Print on Demand Titel. Neuware -This book is an essential reference for researchers and advanced students working in stochastic control, applied probability, mathematical finance, engineering systems, and the growing field of mean¿field modeling.Optimal Control in Random Environments offers a modern and comprehensive treatment of stochastic optimal control in systems driven simultaneously by Brownian noise and marked Poisson jumps with random intensity. A central contribution of this work is its rigorous integration of random environmentsprobability¿measurevalued processes that shape both the coefficients of the governing SDEs and the jump intensities themselves.These environments may arise exogenously, representing external or contextual uncertainty, or endogenously, emerging from the collective behavior of large interacting systems. Originally motivated by mean¿field control, where particle dynamics generate their own evolving environment, this framework proves equally powerful in settings where the environment acts independently of the system's internal state.By unifying these viewpoints, this book develops a broad and flexible class of models capable of capturing realistic sources of randomness across applications. Through the use of forwardbackward stochastic differential equations, generalized intensity kernels, and an extended Pontryagin Maximum Principle, the text provides both the theoretical foundation and the analytical tools needed to study optimal decisions in complex, jump¿driven stochastic systems.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 140 pp. Englisch.…