Info
Asymptotic analysis for functional stochastic differential equations / / by Jianhai Bao, George Yin, Chenggui Yuan
| Asymptotic analysis for functional stochastic differential equations / / by Jianhai Bao, George Yin, Chenggui Yuan |
| Autore | Bao Jianhai |
| Edizione | [1st ed. 2016.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2016 |
| Descrizione fisica | 1 online resource (XVI, 151 p.) |
| Disciplina | 519.2 |
| Collana | SpringerBriefs in Mathematics |
| Soggetto topico |
Probabilities
Differential equations Probability Theory and Stochastic Processes Ordinary Differential Equations |
| ISBN | 3-319-46979-7 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Preface and Introduction -- Notation -- Ergodicity for Functional Stochastic Equations under Dissipativity -- Ergodicity for Functional Stochastic Equations without Dissipativity -- Convergence Rate of Euler-Maruyama Scheme for FSDEs -- Large Deviations for FSDEs -- Stochastic Interest Rate Models with Memory: Long-Term Behavior -- Existence and Uniqueness -- Markov Property and Variation of Constants Formulas. |
| Record Nr. | UNINA-9910153303503321 |
Bao Jianhai
|
||
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Modeling, Stochastic Control, Optimization, and Applications / / edited by George Yin, Qing Zhang
| Modeling, Stochastic Control, Optimization, and Applications / / edited by George Yin, Qing Zhang |
| Edizione | [1st ed. 2019.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2019 |
| Descrizione fisica | 1 online resource (593 pages) |
| Disciplina | 629.8312 |
| Collana | The IMA Volumes in Mathematics and its Applications |
| Soggetto topico |
Probabilities
Calculus of variations Mathematical optimization Mathematical models Probability Theory and Stochastic Processes Calculus of Variations and Optimal Control; Optimization Continuous Optimization Mathematical Modeling and Industrial Mathematics |
| ISBN | 3-030-25498-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Uniform Polynomial Rates of Convergence for A Class of Levy-Driven Controlled SDEs Arising in Multiclass Many-Server Queues -- Nudged Particle Filters in Multiscale Chaotic Systems -- Postponing Collapse: Ergodic Control with a Probabilistic Constraint -- Resource Sharing Networks and Brownian Control Problems -- American Option Model and Negative Fichera Function on Degenerate Boundary -- Continuous-Time Markov Chain and Regime Switching Approximations -- Numerical Approximations for Discounted Continuous Time Markov Decision Processes -- Some Linear-Quadratic Stochastic Dierential Games Driven by State Dependent Gauss-Volterra Processes -- Correlated Equilibria for Infinite Horizon Nonzero-Sum Stochastic Differential Games -- Lattice Dynamical Systems in the Biological Sciences -- Balancing Prevention and Suppression of Forest Fires with Fuel Management as a Stock -- A Free-Model Characterization of the Asymptotic Certainty Equivalent by the Arrow-Pratt Index -- Binary Mean Field Stochastic Games: Stationary Equilibria and Comparative Statics Queues -- Equivalence of Fluid Models for Gt=GI=N + GI Queues -- Stochastic HJB Equations and Regular Singular Points -- Information Diusion in Social Networks: Friendship Paradox based Models and Statistical Inference -- Portfolio Optimization Using Regime-Switching Stochastic Interest Rate and Stochastic Volatility Models -- On Optimal Stopping and Impulse Control with Constraint -- Linear-Quadratic McKean-Vlasov Stochastic Differential Games -- Stochastic Multigroup Epidemic Models: Duration and Final Size -- H2 Dynamic Output Feedback Control for Hidden Markov Jump Linear Systems -- Time-Inconsistent Optimal Control Problems and Related Issues -- Regime-Switching Jump Diusions with Non-Lipschitz Coecients and Countably Many Switching States: Existence and Uniqueness, Feller, and Strong Feller Properties. |
| Record Nr. | UNINA-9910349323503321 |
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Recent Advances in Research on Unmanned Aerial Vehicles / / edited by Fariba Fahroo, Le Yi Wang, George Yin
| Recent Advances in Research on Unmanned Aerial Vehicles / / edited by Fariba Fahroo, Le Yi Wang, George Yin |
| Edizione | [1st ed. 2013.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2013 |
| Descrizione fisica | 1 online resource (X, 207 p. 42 illus.) |
| Disciplina | 623.7469 |
| Collana | Lecture Notes in Control and Information Sciences |
| Soggetto topico |
Automatic control
System theory Aerospace engineering Astronautics Control and Systems Theory Systems Theory, Control Aerospace Technology and Astronautics |
| ISBN |
9783642376948
3642376940 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Enhancing the Practical Agility of UAVs via Pseudo spectral -- Optimal Control -- Max Plus Decision Processes in Planning Problems for Unmanned -- Air Vehicle Teams -- Solution of an Optimal Sensing and Interception Problem -- Using Idempotent Methods -- Model Checking for Verification in UAV -- Cooperative Control Applications -- Approximate Dynamic Programming applied to -- UAV Perimeter Patrol -- A Framework for Coordination in Distributed Stochastic Systems: Perfect -- State Feedback and Performance Risk Aversion -- Weighted and Constrained Consensus Control with -- Performance Optimization for Robust Distributed -- UAV Deployments with Dynamic Information Networks. |
| Record Nr. | UNINA-9910437891003321 |
| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||