標(biāo)題: Titlebook: Numerical Methods for Stochastic Control Problems in Continuous Time; Harold J. Kushner,Paul G. Dupuis Book 19921st edition Springer-Verla [打印本頁] 作者: 請(qǐng)回避 時(shí)間: 2025-3-21 17:53
書目名稱Numerical Methods for Stochastic Control Problems in Continuous Time影響因子(影響力)
書目名稱Numerical Methods for Stochastic Control Problems in Continuous Time影響因子(影響力)學(xué)科排名
書目名稱Numerical Methods for Stochastic Control Problems in Continuous Time網(wǎng)絡(luò)公開度
書目名稱Numerical Methods for Stochastic Control Problems in Continuous Time網(wǎng)絡(luò)公開度學(xué)科排名
書目名稱Numerical Methods for Stochastic Control Problems in Continuous Time被引頻次
書目名稱Numerical Methods for Stochastic Control Problems in Continuous Time被引頻次學(xué)科排名
書目名稱Numerical Methods for Stochastic Control Problems in Continuous Time年度引用
書目名稱Numerical Methods for Stochastic Control Problems in Continuous Time年度引用學(xué)科排名
書目名稱Numerical Methods for Stochastic Control Problems in Continuous Time讀者反饋
書目名稱Numerical Methods for Stochastic Control Problems in Continuous Time讀者反饋學(xué)科排名
作者: Proponent 時(shí)間: 2025-3-21 23:47 作者: 無表情 時(shí)間: 2025-3-22 04:00
Controlled Markov Chains,n controlled finite state Markov chains. In this chapter, we will define some of the canonical control problems for the Markov chain models which will be used in the sequel as “approximating processes.” The cost functions will be defined. The functional equations which are satisfied by these cost fu作者: Champion 時(shí)間: 2025-3-22 05:12 作者: 做作 時(shí)間: 2025-3-22 12:23
The Markov Chain Approximation Method: Introduction,f functionals of the stochastic processes of interest, of the type described in Chapters 3, 7, 8, 9, 12, and 13. It was shown in Chapter 3 that the cost or optimal cost functionals can be the (at least formal) solutions to certain nonlinear partial differential equations. It is tempting to try to so作者: DIS 時(shí)間: 2025-3-22 14:02 作者: Juvenile 時(shí)間: 2025-3-22 18:22
Computational Methods for Controlled Markov Chains,d value function for the approximating Markov chain models. We concentrate on methods for problems which are of interest over a potentially unbounded time interval. Numerical methods for the ergodic problem will be discussed in Chapter 7, and are simple modifications of the ideas of this chapter. So作者: 吞下 時(shí)間: 2025-3-22 22:43
The Ergodic Cost Problem: Formulation and Algorithms, useful to discuss the appropriate dynamic programming equations and some additional background material. The natural state spaces for control problems that are of interest over a long time interval are often unbounded, and they must be truncated for numerical purposes. One standard way of doing thi作者: guzzle 時(shí)間: 2025-3-23 03:08 作者: Medley 時(shí)間: 2025-3-23 07:19
Convergence Proofs, discounted problems with absorbing boundaries; diffusion and jump diffusion models; optimal stopping problems, and problems where we stop on hitting a target set and where there is no discounting. The convergence results for the case of reflecting boundaries and the singular and ergodic control pro作者: glisten 時(shí)間: 2025-3-23 11:59 作者: 擋泥板 時(shí)間: 2025-3-23 16:33
Finite Time Problems and Nonlinear Filtering, of the current time. The cost functions were all over an unbounded interval, whether of the discounted form, of the form where control stops when a set is first exited, or of the average cost per unit time type. Time did not enter explicitly into the stopping criterion. All of the results and probl作者: Cerumen 時(shí)間: 2025-3-23 20:40 作者: 頑固 時(shí)間: 2025-3-24 01:02 作者: affinity 時(shí)間: 2025-3-24 04:16 作者: mediocrity 時(shí)間: 2025-3-24 10:28 作者: STELL 時(shí)間: 2025-3-24 12:03 作者: Mast-Cell 時(shí)間: 2025-3-24 14:58 作者: 讓你明白 時(shí)間: 2025-3-24 21:07 作者: 發(fā)展 時(shí)間: 2025-3-25 01:13
Harold J. Kushner,Paul G. Dupuismensional holomorphic maps using as domain space finite coverings of .C. .resp. .C.n. Conjecturally best possible error terms are . obtained following a method of Ahlfors and Wong. This is especially significant when obtaining uniformity for the error term w.r.t. coverings, since the analytic yields作者: 反饋 時(shí)間: 2025-3-25 04:22 作者: right-atrium 時(shí)間: 2025-3-25 09:40 作者: 聚集 時(shí)間: 2025-3-25 14:24 作者: 肌肉 時(shí)間: 2025-3-25 18:04 作者: macrophage 時(shí)間: 2025-3-25 22:52
Convergence for Reflecting Boundaries, Singular Control and Ergodic Cost Problems,ergence of the rescaled processes and characterizing the limits, the rescaling is inverted to obtain the desired results. This “inversion” is possible due to the conditions imposed on the allowable reflection directions. The time rescaling idea appears to be a rather powerful tool.作者: Pudendal-Nerve 時(shí)間: 2025-3-26 02:48
Computational Methods for Controlled Markov Chains,time interval. Numerical methods for the ergodic problem will be discussed in Chapter 7, and are simple modifications of the ideas of this chapter. Some approaches to the numerical problem for the finite time problem will be discussed in Chapter 12.作者: dry-eye 時(shí)間: 2025-3-26 08:11 作者: Militia 時(shí)間: 2025-3-26 12:10 作者: 啞巴 時(shí)間: 2025-3-26 16:15 作者: 驕傲 時(shí)間: 2025-3-26 18:51
0172-4568 he controlled or uncontrolled stochastic systems are either diffusions or jump diffusions. Stochastic control is a very active area of research and new prob- lem formulations and sometimes surprising applications appear regularly. We have chosen forms of the models which cover the great bulk of the 作者: legitimate 時(shí)間: 2025-3-26 21:07 作者: Urologist 時(shí)間: 2025-3-27 01:54
The Viscosity Solution Approach to Proving Convergence of Numerical Schemes,imal control problems. The approach to proving the convergence has been based on demonstrating the convergence of a sequence of controlled Markov chains to a controlled process (diffusion, jump diffusion, etc.) appropriate to the given stochastic or deterministic optimal control problem.作者: manifestation 時(shí)間: 2025-3-27 08:17
Springer-Verlag New York, Inc. 1992作者: 松緊帶 時(shí)間: 2025-3-27 09:52 作者: 同位素 時(shí)間: 2025-3-27 16:53
Stochastic Modelling and Applied Probabilityhttp://image.papertrans.cn/n/image/669094.jpg作者: Muffle 時(shí)間: 2025-3-27 17:58
https://doi.org/10.1007/978-1-4684-0441-8Markov chain; Variation; algorithms; numerical analysis; stochastic processes作者: 是限制 時(shí)間: 2025-3-27 23:34 作者: outrage 時(shí)間: 2025-3-28 05:58
Problems from the Calculus of Variations,A large class of deterministic optimal control problems are special cases of the stochastic optimal control problems considered previously. This is true both with respect to the construction of schemes as well as the proofs of convergence. In fact, the convergence proofs become much simpler in the deterministic setting.作者: amputation 時(shí)間: 2025-3-28 09:53 作者: BABY 時(shí)間: 2025-3-28 12:44
Controlled Markov Chains,ase, where there is no control or where the control is fixed, is dealt with in Section 2.1, and the recursive equations satisfied by the cost functionals are obtained. A similar method is used to get the recursive equations for the optimal value functions for the controlled problems. The optimal sto作者: Cryptic 時(shí)間: 2025-3-28 17:00 作者: Calibrate 時(shí)間: 2025-3-28 19:37
The Ergodic Cost Problem: Formulation and Algorithms,back control .(·), the cost function of interest for the original process is.where the function .(·) is continuous. If the limit does not depend on the initial state ., then we omit it from the notation.作者: 藝術(shù) 時(shí)間: 2025-3-29 00:07
Finite Time Problems and Nonlinear Filtering,classes, depending on the treatment of time, somewhat analogous to the classification in classical numerical analysis. Section 12.1 contains an example to motivate the general form of the “explicit” method, and the general case is dealt with in Section 12.2. A motivating example for the “implicit” m作者: TRACE 時(shí)間: 2025-3-29 03:32 作者: 蔓藤圖飾 時(shí)間: 2025-3-29 08:43 作者: 愉快嗎 時(shí)間: 2025-3-29 15:26
Harold J. Kushner,Paul G. Dupuis problems around the error term. It may be used as a continuation of a graduate course in complex analysis, also leading into complex differential geometry.978-3-540-52785-5978-3-540-47146-2Series ISSN 0075-8434 Series E-ISSN 1617-9692 作者: Creditee 時(shí)間: 2025-3-29 17:38 作者: 一個(gè)姐姐 時(shí)間: 2025-3-29 19:58
Numerical Methods for Stochastic Control Problems in Continuous Time作者: Stress 時(shí)間: 2025-3-30 00:30
Harold J. Kushner,Paul G. Dupuispics of anaesthesia, neuroanaesthesia and neurointensive care. In this way we hope that relevant literature is presented. On the other hand, we cannot exclude that some important issues are omitted. The book covers 12 topics. In three chapters methodology of CBF measure- ments, regulation of CBF, an作者: 艱苦地移動(dòng) 時(shí)間: 2025-3-30 07:49 作者: arthroplasty 時(shí)間: 2025-3-30 08:50
Harold J. Kushner,Paul G. Dupuisne in number theory. The leisurely exposition allows readers with no background in Nevanlinna Theory to approach some of the basic remaining problems around the error term. It may be used as a continuation of a graduate course in complex analysis, also leading into complex differential geometry.作者: 元音 時(shí)間: 2025-3-30 12:50 作者: Biofeedback 時(shí)間: 2025-3-30 17:50 作者: 驕傲 時(shí)間: 2025-3-30 22:38 作者: Glutinous 時(shí)間: 2025-3-31 02:01
Harold J. Kushner,Paul G. Dupuisd. On the other hand, we cannot exclude that some important issues are omitted. The book covers 12 topics. In three chapters methodology of CBF measure- ments, regulation of CBF, an978-3-642-07537-7978-3-662-04845-0作者: Hemoptysis 時(shí)間: 2025-3-31 06:43
9樓作者: negotiable 時(shí)間: 2025-3-31 12:57
10樓作者: PALSY 時(shí)間: 2025-3-31 14:01
10樓作者: textile 時(shí)間: 2025-3-31 17:31
10樓作者: 凹室 時(shí)間: 2025-3-31 22:55
10樓
