Titlebook: Mathematical Control Theory and Finance; Andrey Sarychev,Albert Shiryaev,Maria do Rosário G Book 2008 Springer-Verlag Berlin Heidelberg 20

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書目名稱Mathematical Control Theory and Finance影響因子(影響力)




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書目名稱Mathematical Control Theory and Finance網(wǎng)絡(luò)公開度




書目名稱Mathematical Control Theory and Finance網(wǎng)絡(luò)公開度學(xué)科排名




書目名稱Mathematical Control Theory and Finance被引頻次




書目名稱Mathematical Control Theory and Finance被引頻次學(xué)科排名




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書目名稱Mathematical Control Theory and Finance年度引用學(xué)科排名




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書目名稱Mathematical Control Theory and Finance讀者反饋學(xué)科排名

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External Dynamical Equivalence of Analytic Control Systems,c. The delta operator associated to the system on a time scale is a generalization of the differential operator associated to a continuous-time system and of the difference operator associated to a discrete-time system.

吞吞吐吐

Finding Invariants of Group Actions on Function Spaces, a General Methodology from Non-Abelian Harmome of our previous developments on this subject, in particular in the case of compact groups and motion groups. The last point (motion groups) is in the perspective of invariant image analysis. But our method can be applied to many practical problems of discrimination, or detection, or recognition.

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Carleman Linearization of Linearly Observable Polynomial Systems,shown that this property is equivalent to a rank condition involving matrices that appear in the Carleman linearization. This condition is equivalent to observability of the first . coordinates of the linearized system.

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Book 2008 mathematics, like geometry, to more applied areas where the objective is to ?nd solutions to ”real life” problems, as is the case in robotics, control of industrial processes or ?nance. The ”high tech” character of modern business has increased the need for advanced methods. These rely heavily on m

explicit

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Optimality of Deterministic Policies for Certain Stochastic Control Problems with Multiple Criteriathis paper we discuss certain conditions that lead to optimality of nonrandomized policies. In the most interesting situations, these conditions do not impose convexity assumptions on the action sets and reward functions.

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Pricing of Defaultable Securities under Stochastic Interest,stochastic equation (Vasicek model) we suggest a numerical algorithm for calculation of BCP based on a piece-wise linear approximation for the stochastic boundaries. We also find an estimation of the rate of convergence of the suggested approximation and illustrate results by numerical examples.

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