| 書目名稱 | Relative Optimization of Continuous-Time and Continuous-State Stochastic Systems |
| 編輯 | Xi-Ren Cao |
| 視頻video | http://file.papertrans.cn/827/826186/826186.mp4 |
| 概述 | Solves existing problems without requiring deep knowledge of partial differential equations.Presents a new framework for optimization of stochastic systems, promoting new research pathways.Shows the r |
| 叢書名稱 | Communications and Control Engineering |
| 圖書封面 |  |
| 描述 | .This monograph applies the relative optimization approach to time nonhomogeneous continuous-time and continuous-state dynamic systems. The approach is intuitively clear and does not require deep knowledge of the mathematics of partial differential equations. The topics covered have the following distinguishing features: long-run average with no under-selectivity, non-smooth value functions with no viscosity solutions, diffusion processes with degenerate points, multi-class optimization with state classification, and optimization with no dynamic programming..The book begins with an introduction to relative optimization, including a comparison with the traditional approach of dynamic programming. The text then studies the Markov process, focusing on infinite-horizon optimization problems, and moves on to discuss optimal control of diffusion processes with semi-smooth value functions and degenerate points, and optimization of multi-dimensional diffusion processes. The book concludes with a brief overview of performance derivative-based optimization..Among the more important novel considerations presented are:.the extension of the Hamilton–Jacobi–Bellman optimality condition from smoo |
| 出版日期 | Book 2020 |
| 關(guān)鍵詞 | Performance Optimization; Stochastic Optimization; Stochastic Control; Perturbation Analysis; Sensitivit |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-030-41846-5 |
| isbn_softcover | 978-3-030-41848-9 |
| isbn_ebook | 978-3-030-41846-5Series ISSN 0178-5354 Series E-ISSN 2197-7119 |
| issn_series | 0178-5354 |
| copyright | Springer Nature Switzerland AG 2020 |
|Archiver|手機版|小黑屋|
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