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<図書>
Optimal control of random sequences in problems with constraints

責任表示 by A.B. Piunovskiy
シリーズ Mathematics and its applications ; v. 410
データ種別 図書
出版者 Dordrecht : Kluwer
出版年 1997
本文言語 英語
大きさ xi, 345 p. : ill. ; 25 cm
概要 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 ge...eral 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 copyrighted by Book News, Inc., Portland, OR続きを見る

所蔵情報


理系図3F 数理独自 023211997007365 PIUN/10/1 1997

書誌詳細

一般注記 Includes bibliographical references and index
著者標目 *Piunovskiy, A. B.
件 名 LCSH:Control theory
LCSH:Mathematical optimization
LCSH:Stochastic processes
分 類 LCC:QA402.3
DC21:629.8/312
書誌ID 1001403922
ISBN 0792345711
NCID BA31270411
巻冊次 ISBN:0792345711
登録日 2009.11.02
更新日 2009.11.02

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