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Titlebook: Controlled Stochastic Processes; Iosif Il’ich Gihman,Anatoliĭ Vladimirovich Skoroho Book 1979 Springer-Verlag New York Inc. 1979 Kontrolle

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发表于 2025-3-21 17:04:24 | 显示全部楼层 |阅读模式
书目名称Controlled Stochastic Processes
编辑Iosif Il’ich Gihman,Anatoliĭ Vladimirovich Skoroho
视频videohttp://file.papertrans.cn/238/237484/237484.mp4
图书封面Titlebook: Controlled Stochastic Processes;  Iosif Il’ich Gihman,Anatoliĭ Vladimirovich Skoroho Book 1979 Springer-Verlag New York Inc. 1979 Kontrolle
描述The theory of controlled processes is one of the most recent mathematical theories to show very important applications in modern engineering, parti­ cularly for constructing automatic control systems, as well as for problems of economic control. However, actual systems subject to control do not admit a strictly deterministic analysis in view of random factors of various kinds which influence their behavior. Such factors include, for example, random noise occurring in the electrical system, variations in the supply and demand of commodities, fluctuations in the labor force in economics, and random failures of components on an automated line. The theory of con­ trolled processes takes the random nature of the behavior of a system into account. In such cases it is natural, when choosing a control strategy, to proceed from the average expected result, taking note of all the possible variants of the behavior of a controlled system. An extensive literature is devoted to various economic and engineering systems of control (some of these works are listed in the Bibliography). is no text which adequately covers the general However, as of now there mathematical theory of controlled processes
出版日期Book 1979
关键词Kontrolle (Math; ); Markov chain; Markov process; Stochastic processes; Stochastischer Prozess; diffusion
版次1
doihttps://doi.org/10.1007/978-1-4612-6202-2
isbn_softcover978-1-4612-6204-6
isbn_ebook978-1-4612-6202-2
copyrightSpringer-Verlag New York Inc. 1979
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发表于 2025-3-21 22:36:16 | 显示全部楼层
https://doi.org/10.1007/978-1-4612-6202-2Kontrolle (Math; ); Markov chain; Markov process; Stochastic processes; Stochastischer Prozess; diffusion
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Verständnisaufgaben zur Analysis 1 und 2The definition of a controlled object and that of a control (or strategy) for the continuous time case can be directly carried over from the discrete-time case. The latter was given in Section 1 of Chapter 1.
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https://doi.org/10.1007/978-3-662-59740-8In this Section we present definitions and results related to the theory of stochastic integration which will be used frequently in what follows. Proofs can be found in the books listed in the Bibliography.
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Continuous-Time Control Processes,The definition of a controlled object and that of a control (or strategy) for the continuous time case can be directly carried over from the discrete-time case. The latter was given in Section 1 of Chapter 1.
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Controlled Stochastic Differential Equations,In this Section we present definitions and results related to the theory of stochastic integration which will be used frequently in what follows. Proofs can be found in the books listed in the Bibliography.
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Book 1979 of the behavior of a controlled system. An extensive literature is devoted to various economic and engineering systems of control (some of these works are listed in the Bibliography). is no text which adequately covers the general However, as of now there mathematical theory of controlled processes
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