標(biāo)題: Titlebook: Numerical Methods for Stochastic Control Problems in Continuous Time; Harold J. Kushner,Paul Dupuis Textbook 2001Latest edition Springer S [打印本頁] 作者: 決絕 時(shí)間: 2025-3-21 17:38
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
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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: prediabetes 時(shí)間: 2025-3-21 22:55 作者: 死亡率 時(shí)間: 2025-3-22 02:02 作者: 玉米棒子 時(shí)間: 2025-3-22 05:06 作者: 影響 時(shí)間: 2025-3-22 12:14 作者: 恃強(qiáng)凌弱的人 時(shí)間: 2025-3-22 13:25 作者: 上坡 時(shí)間: 2025-3-22 18:50
Harold J. Kushner,Paul Dupuis of subelliptic type) and?quickly enable the reader, through a description of the state-of-art and open problems, to understand the modern literature concerning a theorem which, though having its roots in the b978-3-642-22596-3978-3-642-22597-0Series ISSN 0075-8434 Series E-ISSN 1617-9692 作者: 尾隨 時(shí)間: 2025-3-22 22:30
Harold J. Kushner,Paul Dupuis of subelliptic type) and?quickly enable the reader, through a description of the state-of-art and open problems, to understand the modern literature concerning a theorem which, though having its roots in the b978-3-642-22596-3978-3-642-22597-0Series ISSN 0075-8434 Series E-ISSN 1617-9692 作者: Noisome 時(shí)間: 2025-3-23 01:28 作者: indoctrinate 時(shí)間: 2025-3-23 08:30 作者: 異常 時(shí)間: 2025-3-23 13:27
Harold J. Kushner,Paul Dupuis of subelliptic type) and?quickly enable the reader, through a description of the state-of-art and open problems, to understand the modern literature concerning a theorem which, though having its roots in the b978-3-642-22596-3978-3-642-22597-0Series ISSN 0075-8434 Series E-ISSN 1617-9692 作者: RAG 時(shí)間: 2025-3-23 15:59
Harold J. Kushner,Paul Dupuis of subelliptic type) and?quickly enable the reader, through a description of the state-of-art and open problems, to understand the modern literature concerning a theorem which, though having its roots in the b978-3-642-22596-3978-3-642-22597-0Series ISSN 0075-8434 Series E-ISSN 1617-9692 作者: 破布 時(shí)間: 2025-3-23 22:06 作者: Resign 時(shí)間: 2025-3-23 22:38
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 functional are obtained. A similar method is used to get the recursive equations for the optimal value functions for the controlled problems. The optimal stop作者: 過去分詞 時(shí)間: 2025-3-24 06:05 作者: formula 時(shí)間: 2025-3-24 08:38 作者: sclera 時(shí)間: 2025-3-24 13:33
Controlled Variance and Jumps,epresented as relaxed controls, then the sequence of (solutions, controls) was compact, so that we could extract a convergent subsequence and the limit solution was driven by the limit relaxed control. While the introduction of relaxed controls enlarged the problem, it did not affect the infimum of 作者: 流出 時(shí)間: 2025-3-24 15:48
Textbook 2001Latest editiond to date. The standard formats are covered, but much emphasis is given to the newer and less well known formulations. The controlled process might be either stopped or absorbed on leaving a constraint set or upon first hitting a target set, or it might be reflected or "projected" from the boundary 作者: fructose 時(shí)間: 2025-3-24 21:10
of special data smoothers and data cleaners by Martin and Thomson [4] for obtaining robust spectral estimates when the data is contaminated by outliers has provided another motivation for our use of adaptive differential quantization for robust detection.作者: 取回 時(shí)間: 2025-3-25 00:51
Harold J. Kushner,Paul Dupuis of special data smoothers and data cleaners by Martin and Thomson [4] for obtaining robust spectral estimates when the data is contaminated by outliers has provided another motivation for our use of adaptive differential quantization for robust detection.作者: interrogate 時(shí)間: 2025-3-25 06:04
Harold J. Kushner,Paul Dupuis of special data smoothers and data cleaners by Martin and Thomson [4] for obtaining robust spectral estimates when the data is contaminated by outliers has provided another motivation for our use of adaptive differential quantization for robust detection.作者: 狂怒 時(shí)間: 2025-3-25 11:09
Harold J. Kushner,Paul Dupuishe applications, especially in Differential Geometry (Lie group theory) and Analysis (PDEs of subelliptic type) and?quickly enable the reader, through a description of the state-of-art and open problems, to understand the modern literature concerning a theorem which, though having its roots in the b作者: 縮短 時(shí)間: 2025-3-25 12:36 作者: Inkling 時(shí)間: 2025-3-25 17:34
Harold J. Kushner,Paul Dupuishe applications, especially in Differential Geometry (Lie group theory) and Analysis (PDEs of subelliptic type) and?quickly enable the reader, through a description of the state-of-art and open problems, to understand the modern literature concerning a theorem which, though having its roots in the b作者: diskitis 時(shí)間: 2025-3-25 22:51
Harold J. Kushner,Paul Dupuisoretical developments, and applications from these researchers. Both theoretical and applied articles are contained in this volume which adds to the state of the art research in this field. .Topics in Nonconvex Optimization is suitable for advanced graduate students and researchers in thisarea..978-1-4614-2889-3978-1-4419-9640-4作者: glucagon 時(shí)間: 2025-3-26 01:44
oretical developments, and applications from these researchers. Both theoretical and applied articles are contained in this volume which adds to the state of the art research in this field. .Topics in Nonconvex Optimization is suitable for advanced graduate students and researchers in thisarea..978-1-4614-2889-3978-1-4419-9640-4作者: OFF 時(shí)間: 2025-3-26 08:15 作者: 雀斑 時(shí)間: 2025-3-26 10:22
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: 留戀 時(shí)間: 2025-3-26 14:02 作者: delusion 時(shí)間: 2025-3-26 20:37
Dynamic Programming Equations,differential equations for the optimal cost formally derived. These partial differential equations are generally known as Bellman equations or dynamic programming equations. The main tool in the derivations is Ito’s formula.作者: 轉(zhuǎn)換 時(shí)間: 2025-3-27 00:33
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: 違法事實(shí) 時(shí)間: 2025-3-27 03:53
Problems from the Calculus of Variations: Infinite Time Horizon,ing cost is incurred. The problem of control until the domain is exited (without the possibility of controlled stopping) can be obtained as a special case, simply by choosing a stopping cost that is sufficiently large.作者: 僵硬 時(shí)間: 2025-3-27 07:41
Construction of the Approximating Markov Chain,dures are clear, the reader can adapt them to particular problems which might not be directly covered by the discussion. The development does not directly cover processes on manifolds such as the surface of a sphere or torus, but the various possibilities should be apparent.作者: 嚴(yán)厲批評 時(shí)間: 2025-3-27 13:21
The Ergodic Cost Problem: Formulation and Algorithms,olled diffusion (5.3.1) or jump diffusion (5.6.1). The approximating Markov chains {..,?.?
作者: 掙扎 時(shí)間: 2025-3-27 16:49
Textbook 2001Latest editionfusion term and the jump distribution can be controlled. Also, a great deal of new material concerning deterministic problems has been added, including very efficient algorithms for a class of problems of wide current interest. This book is concerned with numerical methods for stochastic control and作者: 晚間 時(shí)間: 2025-3-27 20:06
Heavy Traffic and Singular Control Problems: Examples and Markov Chain Approximations,, we need to be sure that optimal or nearly optimal controls (and the minimum value function, respectively) for the aggregated problem will also be nearly optimal for the actual physical problem (and a good approximation to the associated minimum value function, respectively).作者: FRAX-tool 時(shí)間: 2025-3-27 23:31 作者: harpsichord 時(shí)間: 2025-3-28 02:50 作者: 雪崩 時(shí)間: 2025-3-28 09:44 作者: Ganglion 時(shí)間: 2025-3-28 11:31
Harold J. Kushner,Paul DupuisThe book is completely self-contained and accessible to all .Motivated by the importance of the Campbell, Baker, Hausdorff, Dynkin Theorem in many different branches of Mathematics and Physics (Lie group-Lie algebra theory, linear PDEs, Quantum and Statistical Mechanics, Numerical Analysis, Theoreti作者: AMPLE 時(shí)間: 2025-3-28 15:32 作者: Magnitude 時(shí)間: 2025-3-28 21:14
Harold J. Kushner,Paul DupuisThe book is completely self-contained and accessible to all .Motivated by the importance of the Campbell, Baker, Hausdorff, Dynkin Theorem in many different branches of Mathematics and Physics (Lie group-Lie algebra theory, linear PDEs, Quantum and Statistical Mechanics, Numerical Analysis, Theoreti作者: cipher 時(shí)間: 2025-3-29 00:50 作者: 修飾 時(shí)間: 2025-3-29 06:08
Harold J. Kushner,Paul DupuisThe book is completely self-contained and accessible to all .Motivated by the importance of the Campbell, Baker, Hausdorff, Dynkin Theorem in many different branches of Mathematics and Physics (Lie group-Lie algebra theory, linear PDEs, Quantum and Statistical Mechanics, Numerical Analysis, Theoreti作者: predict 時(shí)間: 2025-3-29 07:31 作者: Forsake 時(shí)間: 2025-3-29 12:32 作者: 項(xiàng)目 時(shí)間: 2025-3-29 16:05
Harold J. Kushner,Paul DupuisThe book is completely self-contained and accessible to all .Motivated by the importance of the Campbell, Baker, Hausdorff, Dynkin Theorem in many different branches of Mathematics and Physics (Lie group-Lie algebra theory, linear PDEs, Quantum and Statistical Mechanics, Numerical Analysis, Theoreti作者: 弓箭 時(shí)間: 2025-3-29 21:00 作者: CROAK 時(shí)間: 2025-3-29 23:55 作者: COM 時(shí)間: 2025-3-30 04:53 作者: confide 時(shí)間: 2025-3-30 08:14
Harold J. Kushner,Paul DupuisThe book is completely self-contained and accessible to all .Motivated by the importance of the Campbell, Baker, Hausdorff, Dynkin Theorem in many different branches of Mathematics and Physics (Lie group-Lie algebra theory, linear PDEs, Quantum and Statistical Mechanics, Numerical Analysis, Theoreti作者: FLIC 時(shí)間: 2025-3-30 15:46
Harold J. Kushner,Paul DupuisThe book is completely self-contained and accessible to all .Motivated by the importance of the Campbell, Baker, Hausdorff, Dynkin Theorem in many different branches of Mathematics and Physics (Lie group-Lie algebra theory, linear PDEs, Quantum and Statistical Mechanics, Numerical Analysis, Theoreti作者: expository 時(shí)間: 2025-3-30 19:07 作者: 輕彈 時(shí)間: 2025-3-30 21:04 作者: 冰雹 時(shí)間: 2025-3-31 03:09 作者: 有幫助 時(shí)間: 2025-3-31 08:01
Review of Continuous Time Models,terministic processes. The purpose of the present chapter is to provide an introduction to and some of the background material for controlled diffusions and controlled jump diffusions. These types of processes include many of the models that are commonly used. This section is only intended to serve 作者: 討好女人 時(shí)間: 2025-3-31 12:17 作者: Confess 時(shí)間: 2025-3-31 16:54
Dynamic Programming Equations,liar control problems will be discussed separately in later chapters. We will first define cost functional for uncontrolled processes, and then formally discuss the partial differential equations which they satisfy. Then the cost functional for the controlled problems will be stated and the partial 作者: 抒情短詩 時(shí)間: 2025-3-31 18:10 作者: mettlesome 時(shí)間: 2025-4-1 01:45
Construction of the Approximating Markov Chain, in the sense used in (4.1.3). We also deal with the controlled jump diffusion and reflected processes in Sections 5.6 and 5.7. The chapter outlines two classes of basic methods and a number of variations of each of them. One purpose is to describe methods which are readily programmable. But we also作者: slipped-disk 時(shí)間: 2025-4-1 05:27
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: Oration 時(shí)間: 2025-4-1 09:58
