Optimal Control of Random Sequences in Problems With Constraints, Hardcover b...

Description: Optimal Control of Random Sequences in Problems With Constraints, Hardcover by Piunovskiy, A. B., ISBN 0792345711, ISBN-13 9780792345718, Like New Used, Free shipping in the US Suitable as a text for a graduate course in the theory of controlled stochastic processes for students of applied mathematics specializing in the control theory of complex systems. Investigates the general Boral models of stochastic optimal control, accounting for additional performance criteria that must satisfy the constraints-inequalities. Drawing on convex programming theory and the Bellman principle, establishes some new original properties of strategical measure space, and discusses the existence and form of optimal control strategies, Markov and homogeneous models, and linear-quadratic systems. Also demonstrates applications in economics, ecology, insurance, and games. Annotation c. by Book News, Inc., Portland, Or.

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Book Title: Optimal Control of Random Sequences in Problems With Constraints

Number of Pages: Xi, 348 Pages

Language: English

Publication Name: Optimal Control of Random Sequences in Problems with Constraints

Publisher: Springer Netherlands

Publication Year: 1997

Subject: Probability & Statistics / Stochastic Processes, Probability & Statistics / General, Mechanical, Number Theory, Optimization

Item Weight: 25.2 Oz

Type: Textbook

Item Length: 9.3 in

Author: A. B. Piunovskiy

Subject Area: Mathematics, Technology & Engineering

Series: Mathematics and Its Applications Ser.

Item Width: 6.1 in

Format: Hardcover