Leonid Shaikhet
Gebundenes Buch

Optimal Control of Stochastic Difference Volterra Equations

An Introduction

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This book showcases a subclass of hereditary systems, that is, systems with behaviour depending not only on their current state but also on their past history; it is an introduction to the mathematical theory of optimal control for stochastic difference Volterra equations of neutral type. As such, it will be of much interest to researchers interested in modelling processes in physics, mechanics, automatic regulation, economics and finance, biology, sociology and medicine for all of which such equations are very popular tools.The text deals with problems of optimal control such as meeting given...