| 书目名称 | Stochastic Differential Inclusions and Applications | | 编辑 | Michał Kisielewicz | | 视频video | | | 概述 | Written by an award-winning expert in the field of Control Theory and Stochastic Processes.Presents new and original methods of solving select problems of optimal control theory and contains both solv | | 丛书名称 | Springer Optimization and Its Applications | | 图书封面 |  | | 描述 | This book aims to further develop the theory of stochastic functional inclusions and their applications for describing the solutions of the initial and boundary value problems for partial differential inclusions. The self-contained volume is designed to introduce the reader in a systematic fashion, to new methods of the stochastic optimal control theory from the very beginning. The exposition contains detailed proofs and uses new and original methods to characterize the properties of stochastic functional inclusions that, up to the present time, have only been published recently by the author. The work is divided into seven chapters, with the first two acting as an introduction, containing selected material dealing with point- and set-valued stochastic processes, and the final two devoted to applications and optimal control problems. The book presents recent and pressing issues in stochastic processes, control, differential games, optimization and their application in finance, manufacturing, queueing networks, and climate control. Written by an award-winning author in the field of stochastic differential inclusions and their application to control theory, This book is intended fo | | 出版日期 | Book 2013 | | 关键词 | Feynman-Kac formula; partial differential inclusions; set-valued stochastic integrals; stochastic diffe | | 版次 | 1 | | doi | https://doi.org/10.1007/978-1-4614-6756-4 | | isbn_softcover | 978-1-4899-8951-2 | | isbn_ebook | 978-1-4614-6756-4Series ISSN 1931-6828 Series E-ISSN 1931-6836 | | issn_series | 1931-6828 | | copyright | Springer Science+Business Media New York 2013 |
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发表于 2025-3-21 18:12:55
