Applied Stochastic Analysis
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  • Broschiertes Buch

This volume contains papers presented during a four-day Workshop that took place at Rutgers University from 29 April to 2 May, 1991. The purpose of this workshop was to promote interaction among specialists in these areas byproviding for all an up-to-date picture of current issues and outstanding problems. The topics covered include singular stochasticcontrol, queuing networks, the mathematical theory of stochastic optimization and filtering, adaptive control and the estimation for random fields and its connections with simulated annealing, statistical mechanics, and combinatorial optimization.…mehr

Produktbeschreibung
This volume contains papers presented during a four-day
Workshop that took place at Rutgers University from 29 April
to 2 May, 1991. The purpose of this workshop was to promote
interaction among specialists in these areas byproviding
for all an up-to-date picture of current issues and
outstanding problems.
The topics covered include singular stochasticcontrol,
queuing networks, the mathematical theory of stochastic
optimization and filtering, adaptive control and the
estimation for random fields and its connections with
simulated annealing, statistical mechanics, and
combinatorial optimization.
  • Produktdetails
  • Lecture Notes in Control and Information Sciences 177
  • Verlag: Springer, Berlin
  • 1992.
  • Seitenzahl: 328
  • Erscheinungstermin: 27. Mai 1992
  • Englisch
  • Abmessung: 244mm x 170mm x 17mm
  • Gewicht: 567g
  • ISBN-13: 9783540552963
  • ISBN-10: 3540552960
  • Artikelnr.: 39577056
Inhaltsangabe
Estimates of cycle times in stochastic petri nets.- On Bellman equations of ergodic control in R n .- Some results on the filtering Riccati equation with random parameters.- Multi-dimensional finite-fuel singular stochastic control.- Numerical methods in ergodic optimal stochastic control and application.- Exponential triangular cooling schedules for simulated annealing algorithms : A case study.- A numerical method for a calculus of variations problem with discontinuous integrand.- Piecewise monotone filtering with small observation noise: Numerical simulations.- Particle approximation for first order stochastic partial differential equations.- An infinite-dimensional LP solution to control of a continuous, monotone process.- An optimal control depending on the conditional density of the unobserved state.- Partially observed control of Markov processes.- Numerical approximation for nonlinear filtering and finite-time observers.- A numerical method for stochastic singular control