Stochastic Control – alle Bücher

Ihre Suche nach "Stochastic Control" ergab 4 Treffer

Tamer Ba¿ar, Serdar Yüksel

Stochastic Teams, Games, and Control under Information Constraints

Systems & Control: Foundations & Applications

This monograph presents a mathematically rigorous and accessible treatment of the interaction between information, decision, control, and probability in single-agent and multi-agent systems. The book prov…

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EUR 197,13*

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Stefan Wolfgang Pickl, Dmitrii Lozovanu

Markov Decision Processes and Stochastic Positional Games

This book presents recent findings and results concerning the solutions of especially finite state-space Markov decision problems and determining Nash equilibria for related stochastic games with average …

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EUR 153,32*

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Ari-Pekka Perkkiö, Teemu Pennanen

Convex Stochastic Optimization

This book studies a general class of convex stochastic optimization (CSO) problems that unifies many common problem formulations from operations research, financial mathematics and stochastic optimal cont…

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EUR 164,28*

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T. E. Govindan

Trotter-Kato Approximations of Stochastic Differential Equations in Infinite Dimensions and Applications

This is the first comprehensive book on Trotter-Kato approximations of stochastic differential equations (SDEs) in infinite dimensions and applications. This research monograph brings together the varied …

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EUR 142,37*

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