ISBN: 9780387966410
[ED: Hardcover], [PU: Springer-Verlag New York Inc.], This IMA Volume in Mathematics and its Applications STOCHASTIC DIFFERENTIAL SYSTEMS, STOCHASTIC CONTROL THEORY AND APPLICATIONS is the proceedings of a workshop which was an integral part of the 1986-87 IMA program on STOCHASTIC DIFFERENTIAL EQUATIONS AND THEIR APPLICATIONS. We are grateful to the Scientific Committee: Daniel Stroock (Chairman) WendeIl Flerning Theodore Harris Pierre-Louis Lions Steven Orey George Papanicolaou for planning and implementing an exciting and stimulating year-long program. We es pecially thank WendeIl Fleming and Pierre-Louis Lions for organizing an interesting and productive workshop in an area in which mathematics is beginning to make significant contributions to real-world problems. George R. Seil Hans Weinberger PREFACE This volume is the Proceedings of a Workshop on Stochastic Differential Systems, Stochastic Control Theory, and Applications held at IMA June 9-19,1986. The Workshop Program Commit tee consisted of W.H. Fleming and P.-L. Lions (co-chairmen), J. Baras, B. Hajek, J.M. Harrison, and H. Sussmann. The Workshop emphasized topics in the following four areas. (1) Mathematical theory of stochastic differential systems, stochastic control and nonlinear filtering for Markov diffusion processes. Connections with partial differential equations. (2) Applications of stochastic differential system theory, in engineering and management sci ence. Adaptive control of Markov processes. Advanced computational methods in stochas tic control and nonlinear filtering. (3) Stochastic scheduling, queueing networks, and related topics. Flow control, multiarm bandit problems, applications to problems of computer networks and scheduling of complex manufacturing operations.illustrationsVersandfertig in über 4 Wochen, [SC: 0.00]
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Wendell Fleming#Wendell Helms Fleming#P.L. Lions:
Stochastic Differential Systems, Stochastic Control Theory, and Applications - new bookISBN: 9780387966410
ID: e2f39254f45f098b129610bc1f83461c
Stochastic Differential Systems, Stochastic Control Theory, and Applications This volume has resulted from an IMA workshop that sought to provide a mix of topics from both traditional areas of stochastic control theory and newer areas of application. The papers represent a diversity of approaches and points of view and emphasize to different extents the underlying mathematical theory, or modeling issues or questions of computational implementation. TOC:With contributions by: V.E. Benes, A. Bensoussan, G.L. Blankenship, V.S. Borkar, I. Capuzzo-Dolcetta, M. Chaleyat-Maurel, J.P. Chancelier, G. Da Prato, R.J. Elliott, W.H. Fleming, B. Gidas, C. Gomez, J,M. Harrison, U.G. Haussmann, K. Helmes, G. Kallianpur, R.L. Karandikar, I. Karatzas, P.R. Kumar, H.J. Kushner, T.L. Lai, P.-L. Lions, A.M. Makowski, A. Mandelbaum, E. Mayer-Wolf, J.-L. Menaldi, D. Michel, D. Ocone, E. Pardoux, S. Parekh, J.P. Quadrat, R.W. Rishel, M. Robin, C. Savona, S.E. Shreve, A. Shwartz, H.M. Soner, P.E. Souganidis, S. Stidham, Jr., A. Sulem, H.J. Sussmann, J.N. Tsitsiklis, D. Vermes, J. Walrand, R.R. Weber, M. Zakai, O. Zeitouni Bücher 978-0-387-96641-0, Springer-Verlag New York Inc.
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ISBN: 9780387966410
ID: 81548143
This volume has resulted from an IMA workshop that sought to provide a mix of topics from both traditional areas of stochastic control theory and newer areas of application. The papers represent a diversity of approaches and points of view and emphasize to different extents the underlying mathematical theory, or modeling issues or questions of computational implementation. TOC:With contributions by: V.E. Benes, A. Bensoussan, G.L. Blankenship, V.S. Borkar, I. Capuzzo-Dolcetta, M. Chaleyat-Maurel, J.P. Chancelier, G. Da Prato, R.J. Elliott, W.H. Fleming, B. Gidas, C. Gomez, J,M. Harrison, U.G. Haussmann, K. Helmes, G. Kallianpur, R.L. Karandikar, I. Karatzas, P.R. Kumar, H.J. Kushner, T.L. Lai, P.-L. Lions, A.M. Makowski, A. Mandelbaum, E. Mayer-Wolf, J.-L. Menaldi, D. Michel, D. Ocone, E. Pardoux, S. Parekh, J.P. Quadrat, R.W. Rishel, M. Robin, C. Savona, S.E. Shreve, A. Shwartz, H.M. Soner, P.E. Souganidis, S. Stidham, Jr., A. Sulem, H.J. Sussmann, J.N. Tsitsiklis, D. Vermes, J. Walrand, R.R. Weber, M. Zakai, O. Zeitouni Stochastic Differential Systems, Stochastic Control Theory, and Applications Buch (fremdspr.) Bücher, Springer-Verlag New York Inc.
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Stochastic Differential Systems, Stochastic Control Theory and Applications: Proceedings of a Workshop, held at IMA, June 9-19, 1986 (The IMA Volumes in Mathematics and its Applications) - hardcover
ISBN: 0387966412
[SR: 2922090], Hardcover, [EAN: 9780387966410], Springer, Springer, Book, [PU: Springer], Springer, This volume has resulted from an IMA workshop that sought to provide a mix of topics from both traditional areas of stochastic control theory and newer areas of application. The papers represent a diversity of approaches and points of view and emphasize to different extents the underlying mathematical theory, or modeling issues or questions of computational implementation., 13946, Linear Programming, 226699, Applied, 13884, Mathematics, 75, Science & Math, 1000, Subjects, 283155, Books, 13983, Probability & Statistics, 226699, Applied, 13884, Mathematics, 75, Science & Math, 1000, Subjects, 283155, Books, 16244311, Stochastic Modeling, 226699, Applied, 13884, Mathematics, 75, Science & Math, 1000, Subjects, 283155, Books, 491548, Statistics, 468218, Mathematics, 468216, Science & Mathematics, 465600, New, Used & Rental Textbooks, 2349030011, Specialty Boutique, 283155, Books
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Stochastic Differential Systems, Stochastic Control Theory and Applications: Proceedings of a Workshop, held at IMA, June 9-19, 1986 (The IMA Volumes in Mathematics and its Applications) - hardcover
ISBN: 0387966412
[SR: 2922090], Hardcover, [EAN: 9780387966410], Springer, Springer, Book, [PU: Springer], Springer, This volume has resulted from an IMA workshop that sought to provide a mix of topics from both traditional areas of stochastic control theory and newer areas of application. The papers represent a diversity of approaches and points of view and emphasize to different extents the underlying mathematical theory, or modeling issues or questions of computational implementation., 13946, Linear Programming, 226699, Applied, 13884, Mathematics, 75, Science & Math, 1000, Subjects, 283155, Books, 13983, Probability & Statistics, 226699, Applied, 13884, Mathematics, 75, Science & Math, 1000, Subjects, 283155, Books, 16244311, Stochastic Modeling, 226699, Applied, 13884, Mathematics, 75, Science & Math, 1000, Subjects, 283155, Books, 491548, Statistics, 468218, Mathematics, 468216, Science & Mathematics, 465600, New, Used & Rental Textbooks, 2349030011, Specialty Boutique, 283155, Books
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Title: | Stochastic Differential Systems, Stochastic Control Theory, and Applications (The IMA Volumes in Mathematics and Its Applications) |
ISBN: | 0387966412 |
Details of the book - Stochastic Differential Systems, Stochastic Control Theory, and Applications (The IMA Volumes in Mathematics and Its Applications)
EAN (ISBN-13): 9780387966410
ISBN (ISBN-10): 0387966412
Hardcover
Publishing year: 1987
Publisher: SPRINGER VERLAG GMBH
Book in our database since 29.05.2007 00:08:47
Book found last time on 11.12.2015 13:01:21
ISBN/EAN: 0387966412
ISBN - alternate spelling:
0-387-96641-2, 978-0-387-96641-0
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