Stochastic Differential Inclusions and Applications

Nonfiction, Science & Nature, Mathematics, Differential Equations, Calculus
Cover of the book Stochastic Differential Inclusions and Applications by Michał Kisielewicz, Springer New York
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Michał Kisielewicz ISBN: 9781461467564
Publisher: Springer New York Publication: June 12, 2013
Imprint: Springer Language: English
Author: Michał Kisielewicz
ISBN: 9781461467564
Publisher: Springer New York
Publication: June 12, 2013
Imprint: Springer
Language: English

​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.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

​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.

More books from Springer New York

Cover of the book Voltage-to-Frequency Converters by Michał Kisielewicz
Cover of the book Institutional Analysis and Praxis by Michał Kisielewicz
Cover of the book Perspectives on Methodology in Consumer Research by Michał Kisielewicz
Cover of the book Crossroads Between Innate and Adaptive Immunity IV by Michał Kisielewicz
Cover of the book Essential Practice of Surgery by Michał Kisielewicz
Cover of the book Beta maritima by Michał Kisielewicz
Cover of the book The Researching, Teaching, and Learning Triangle by Michał Kisielewicz
Cover of the book Obesity and Breast Cancer by Michał Kisielewicz
Cover of the book Handbook on the Neuropsychology of Aging and Dementia by Michał Kisielewicz
Cover of the book The Beagle Brain in Stereotaxic Coordinates by Michał Kisielewicz
Cover of the book The Dream of Reality by Michał Kisielewicz
Cover of the book The Psychology of the Human-Animal Bond by Michał Kisielewicz
Cover of the book Human Gametes and Preimplantation Embryos by Michał Kisielewicz
Cover of the book A Systems Biology Approach to Blood by Michał Kisielewicz
Cover of the book Training and Practice for Modern Day Archaeologists by Michał Kisielewicz
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy