The Resource Stochastic Differential Inclusions and Applications, by Michał Kisielewicz, (electronic resource)

Stochastic Differential Inclusions and Applications, by Michał Kisielewicz, (electronic resource)

Label
Stochastic Differential Inclusions and Applications
Title
Stochastic Differential Inclusions and Applications
Statement of responsibility
by Michał Kisielewicz
Creator
Author
Author
Subject
Language
  • eng
  • eng
Summary
Stochastic Differential Inclusions and Applications further develops the theory of stochastic functional inclusions and their applications. This self-contained volume is designed to systematically introduce the reader from the very beginning to new methods of the stochastic optimal control theory. 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 text presents recent and pressing issues in stochastic processes, control, differential games, and optimization that can be applied to finance, manufacturing, queueing networks, and climate control. The work is divided into seven chapters, with the first two, containing selected introductory material dealing with point- and set-valued stochastic processes. The final two chapters are devoted to applications and optimal control problems. Written by an award-winning author in the field of stochastic differential inclusions and their application to control theory, this book is intended for students and researchers in mathematics and applications, particularly those studying optimal control theory. It is also highly relevant for students of economics and engineering. The book can also be used as a reference on stochastic differential inclusions. Knowledge of select topics in analysis and probability theory are required
Member of
http://library.link/vocab/creatorName
Kisielewicz, Michał
Dewey number
519.2
http://bibfra.me/vocab/relation/httpidlocgovvocabularyrelatorsaut
S4m6WP-zmAg
Language note
English
LC call number
  • QA315-316
  • QA402.3
  • QA402.5-QA402.6
Literary form
non fiction
Nature of contents
dictionaries
Series statement
Springer Optimization and Its Applications,
Series volume
80
http://library.link/vocab/subjectName
  • Mathematical optimization
  • Differential Equations
  • Numerical analysis
  • Differential equations, partial
  • Calculus of Variations and Optimal Control; Optimization
  • Ordinary Differential Equations
  • Numerical Analysis
  • Partial Differential Equations
Label
Stochastic Differential Inclusions and Applications, by Michał Kisielewicz, (electronic resource)
Instantiates
Publication
Note
Description based upon print version of record
Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier category code
  • cr
Content category
text
Content type code
  • txt
Contents
Preface -- List of Symbols -- 1. Stochastic Processes -- 2. Set-Valued Stochastic Processes -- 3. Set-Valued Stochastic Intergrals -- 4. Stochastic Differential Inclusions -- 5.Viability Theory -- 6. Partial Differential Inclusions -- 7. Some Optimal Control Problems -- Bibliography -- Subject Index
Dimensions
unknown
Edition
1st ed. 2013.
Extent
1 online resource (294 p.)
Form of item
online
Isbn
9781461467564
Media category
computer
Media type code
  • c
Other control number
10.1007/978-1-4614-6756-4
Specific material designation
remote
System control number
  • (CKB)2670000000387483
  • (EBL)1317339
  • (SSID)ssj0000936129
  • (PQKBManifestationID)11519047
  • (PQKBTitleCode)TC0000936129
  • (PQKBWorkID)10961652
  • (PQKB)11076399
  • (DE-He213)978-1-4614-6756-4
  • (MiAaPQ)EBC1317339
  • (EXLCZ)992670000000387483
Label
Stochastic Differential Inclusions and Applications, by Michał Kisielewicz, (electronic resource)
Publication
Note
Description based upon print version of record
Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier category code
  • cr
Content category
text
Content type code
  • txt
Contents
Preface -- List of Symbols -- 1. Stochastic Processes -- 2. Set-Valued Stochastic Processes -- 3. Set-Valued Stochastic Intergrals -- 4. Stochastic Differential Inclusions -- 5.Viability Theory -- 6. Partial Differential Inclusions -- 7. Some Optimal Control Problems -- Bibliography -- Subject Index
Dimensions
unknown
Edition
1st ed. 2013.
Extent
1 online resource (294 p.)
Form of item
online
Isbn
9781461467564
Media category
computer
Media type code
  • c
Other control number
10.1007/978-1-4614-6756-4
Specific material designation
remote
System control number
  • (CKB)2670000000387483
  • (EBL)1317339
  • (SSID)ssj0000936129
  • (PQKBManifestationID)11519047
  • (PQKBTitleCode)TC0000936129
  • (PQKBWorkID)10961652
  • (PQKB)11076399
  • (DE-He213)978-1-4614-6756-4
  • (MiAaPQ)EBC1317339
  • (EXLCZ)992670000000387483

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