Stochastic Differential Inclusions and Applications - Couverture souple

Kisielewicz, Michał

Couverture souple

ISBN 10 : 148998951X ISBN 13 : 9781489989512

Editeur : Springer, 2015

Synopsis

​This book aims to further develop the theory of stochastic functional inclusions and their applications for describing the solutions of the initial and boundary value problems for partial differential inclusions. The self-contained volume is designed to introduce the reader in a systematic fashion, to new methods of the stochastic optimal control theory from the very beginning. The exposition contains detailed proofs and uses new and original methods to characterize the properties of stochastic functional inclusions that, up to the present time, have only been published recently by the author. The work is divided into seven chapters, with the first two acting as an introduction, containing selected material dealing with point- and set-valued stochastic processes, and the final two devoted to applications and optimal control problems. The book presents recent and pressing issues in stochastic processes, control, differential games, optimization and their application in finance, manufacturing, queueing networks, and climate control. Written by an award-winning author in the field of stochastic differential inclusions and their application to control theory, This book is intended for students and researchers in mathematics and applications; particularly those studying optimal control theory. It is also highly relevant for students of economics and engineering. The book can also be used as a reference on stochastic differential inclusions. Knowledge of select topics in analysis and probability theory are required.

A propos du livre

À propos de l'auteur

Michal Kisielewicz is the author of over 70 articles on subjects including ordinary differential equations, systems theory, calculus of variations and optimal control, and probability theory and stochastic processes. He is a professor of mathematics at the University of Zielona Góra in Poland. In 2001, he was awarded the Order of Polonia Restituta, one of Poland's highest orders, for his achievements.

Détails de l'édition

• Éditeur: Springer
• Date d'édition: 2015
• Langue: anglais
• ISBN 10: 148998951X
• ISBN 13: 9781489989512
• Reliure: Broché
• Nombre de pages: 300
• Coordonnées du fabricant: Springer Nature Customer Service Center GmbH; ProductSafety@springernature.com; ; Europaplatz 3; Heidelberg; 69115; Allemagne