LEADER 03520nam 2200577 a 450 001 9910739432303321 005 20200520144314.0 010 $a1-4614-6756-X 024 7 $a10.1007/978-1-4614-6756-4 035 $a(OCoLC)850390822 035 $a(MiFhGG)GVRL6XIN 035 $a(CKB)2670000000387483 035 $a(MiAaPQ)EBC1317339 035 $a(EXLCZ)992670000000387483 100 $a20130701d2013 uy 0 101 0 $aeng 135 $aurun|---uuuua 181 $ctxt 182 $cc 183 $acr 200 10$aStochastic differential inclusions and applications /$fMicha Kisielewicz 205 $a1st ed. 2013. 210 $aNew York $cSpringer$dc2013 215 $a1 online resource (xvi, 282 pages) 225 1 $aSpringer Optimization and Its Applications ;$vVolume 80 300 $a"ISSN: 1931-6828." 311 $a1-4899-8951-X 311 $a1-4614-6755-1 320 $aIncludes bibliographical references and index. 327 $aPreface -- List of Symbols -- 1. Stochastic Processes -- 2. Set-Valued Stochastic Processes -- 3. Set-Valued Stochastic Integrals -- 4. Stochastic Differential Inclusions -- 5.Viability Theory -- 6. Partial Differential Inclusions -- 7. Some Optimal Control Problems -- Bibliography -- Subject Index. 330 $aStochastic Differential Inclusions and Applications further develops the theory of stochastic functional inclusions and their applications. This self-contained volume is designed to systematically introduce the reader from the very beginning to new methods of the stochastic optimal control theory. The exposition contains detailed proofs and uses new and original methods to characterize the properties of stochastic functional inclusions that, up to the present time, have only been published recently by the author. The text presents recent and pressing issues in stochastic processes, control, differential games, and optimization that can be applied to finance, manufacturing, queueing networks, and climate control. The work is divided into seven chapters, with the first two, containing selected introductory material dealing with point- and set-valued stochastic processes. The final two chapters are devoted to applications and optimal control problems. Written by an award-winning author in the field of stochastic differential inclusions and their application to control theory, this book is intended for students and researchers in mathematics and applications, particularly those studying optimal control theory. It is also highly relevant for students of economics and engineering. The book can also be used as a reference on stochastic differential inclusions. Knowledge of select topics in analysis and probability theory are required. 410 0$aSpringer optimization and its applications ;$vv. 80. 606 $aStochastic partial differential equations 606 $aStochastic processes 606 $aMathematics 606 $aDifferential equations 606 $aDifferential equations, Partial 615 0$aStochastic partial differential equations. 615 0$aStochastic processes. 615 0$aMathematics. 615 0$aDifferential equations. 615 0$aDifferential equations, Partial. 676 $a519.23 700 $aKisielewicz$b M$g(Micha)$01064687 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910739432303321 996 $aStochastic differential inclusions and applications$93553824 997 $aUNINA