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Applied Functional Analysis / A. V. Balakrishnan
| Applied Functional Analysis / A. V. Balakrishnan |
| Autore | Balakrishnan, Alampallam V. |
| Edizione | [2. ed] |
| Pubbl/distr/stampa | New York, : Springer, 1981 |
| Descrizione fisica | xiii, 373 p. : ill. ; 24 cm |
| Soggetto topico |
49-XX - Calculus of variations and optimal control; optimization [MSC 2020]
46-XX - Functional analysis [MSC 2020] 47B10 - Linear operators belonging to operator ideals (nuclear, $p$-summing, in the Schatten-von Neumann classes, etc.) [MSC 2020] 46G12 - Measures and integration on abstract linear spaces [MSC 2020] 28C20 - Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) [MSC 2020] 46Cxx - Inner product spaces and their generalizations, Hilbert spaces [MSC 2020] 49J55 - Existence of optimal solutions to problems involving randomness [MSC 2020] 49J27 - Existence theories for problems in abstract spaces [MSC 2020] 60B11 - Probability theory on linear topological spaces [MSC 2020] |
| Soggetto non controllato |
Analysis
Calculus Functional Analysis Hilbert spaces Optimization |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0268379 |
Balakrishnan, Alampallam V.
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| New York, : Springer, 1981 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Finite Approximations in Discrete-Time Stochastic Control : Quantized Models and Asymptotic Optimality / Naci Saldi, Tamás Linder, Serdar Yüksel
| Finite Approximations in Discrete-Time Stochastic Control : Quantized Models and Asymptotic Optimality / Naci Saldi, Tamás Linder, Serdar Yüksel |
| Autore | Saldi, Naci |
| Pubbl/distr/stampa | Cham, : Birkhäuser, 2018 |
| Descrizione fisica | vii, 198 p. : ill. ; 24 cm |
| Altri autori (Persone) |
Linder, Tamás
Yüksel, Serdar |
| Soggetto topico |
60Jxx - Markov processes [MSC 2020]
90Bxx - Operations research and management science [MSC 2020] 93E20 - Optimal stochastic control [MSC 2020] 49J55 - Existence of optimal solutions to problems involving randomness [MSC 2020] 90C40 - Markov and semi-Markov decision processes [MSC 2020] |
| Soggetto non controllato |
Asymptotic optimality
Decentralized stochastic control Finite state approximations Markov decision processes Numerical approximation Quantization Stochastic Controls |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0124677 |
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Saldi, Naci
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| Cham, : Birkhäuser, 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Finite Approximations in Discrete-Time Stochastic Control : Quantized Models and Asymptotic Optimality / Naci Saldi, Tamás Linder, Serdar Yüksel
| Finite Approximations in Discrete-Time Stochastic Control : Quantized Models and Asymptotic Optimality / Naci Saldi, Tamás Linder, Serdar Yüksel |
| Autore | Saldi, Naci |
| Edizione | [Cham : Birkhäuser, 2018] |
| Pubbl/distr/stampa | vii, 198 p., : ill. ; 24 cm |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Altri autori (Persone) |
Linder, Tamás
Yüksel, Serdar |
| Soggetto topico |
60Jxx - Markov processes [MSC 2020]
90Bxx - Operations research and management science [MSC 2020] 93E20 - Optimal stochastic control [MSC 2020] 49J55 - Existence of optimal solutions to problems involving randomness [MSC 2020] 90C40 - Markov and semi-Markov decision processes [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0124677 |
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Saldi, Naci
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| vii, 198 p., : ill. ; 24 cm | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
General Pontryagin-type stochastic maximum principle and backward stochastic evolution equations in infinite dimensions / Qi Lü, Xu Zhang
| General Pontryagin-type stochastic maximum principle and backward stochastic evolution equations in infinite dimensions / Qi Lü, Xu Zhang |
| Autore | Lü, Qi |
| Pubbl/distr/stampa | Cham, : Springer, 2014 |
| Descrizione fisica | IX, 146 p. ; 24 cm |
| Altri autori (Persone) | Zhang, Xu |
| Soggetto topico |
93E20 - Optimal stochastic control [MSC 2020]
60H10 - Stochastic ordinary differential equations [MSC 2020] 60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020] 49J55 - Existence of optimal solutions to problems involving randomness [MSC 2020] 49K45 - Optimality conditions for problems involving randomness [MSC 2020] |
| Soggetto non controllato |
Backward stochastics evolution equation
Optimal Control Pontryagin-type maximum principle Quantitative Finance Stochastic Evolution Equations Transportation solution |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0103455 |
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Lü, Qi
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| Cham, : Springer, 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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General Pontryagin-type stochastic maximum principle and backward stochastic evolution equations in infinite dimensions / Qi Lü, Xu Zhang
| General Pontryagin-type stochastic maximum principle and backward stochastic evolution equations in infinite dimensions / Qi Lü, Xu Zhang |
| Autore | Lü, Qi |
| Edizione | [Cham : Springer, 2014] |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Altri autori (Persone) | Zhang, Xu |
| Soggetto topico |
93E20 - Optimal stochastic control [MSC 2020]
60H10 - Stochastic ordinary differential equations [MSC 2020] 60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020] 49J55 - Existence of optimal solutions to problems involving randomness [MSC 2020] 49K45 - Optimality conditions for problems involving randomness [MSC 2020] |
| ISBN | 8-3-319-06631-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0103455 |
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Lü, Qi
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| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Optimal Control of Dynamic Systems Driven by Vector Measures : Theory and Applications / N. U. Ahmed, Shian Wang
| Optimal Control of Dynamic Systems Driven by Vector Measures : Theory and Applications / N. U. Ahmed, Shian Wang |
| Autore | Ahmed, Nasir Uddin |
| Pubbl/distr/stampa | Cham, : Springer, 2021 |
| Descrizione fisica | xv, 320 p. : ill. ; 24 cm |
| Altri autori (Persone) | Wang, Shian |
| Soggetto topico |
49-XX - Calculus of variations and optimal control; optimization [MSC 2020]
93Exx - Stochastic systems and control [MSC 2020] 49J45 - Methods involving semicontinuity and convergence; relaxation [MSC 2020] 49J15 - Existence theories for optimal control problems involving ordinary differential equations [MSC 2020] 49J55 - Existence of optimal solutions to problems involving randomness [MSC 2020] 93-XX - Systems theory; control [MSC 2020] 49N25 - Impulsive optimal control problems [MSC 2020] |
| Soggetto non controllato |
Existence of optimal controls
Optimal feedback operators Partially observed control problems Relaxed controls Stochastic optimal control Vector measures as controls |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0275093 |
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Ahmed, Nasir Uddin
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| Cham, : Springer, 2021 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Paris-Princeton lectures on mathematical finance 2013 / Fred Espen Benth ... [et al.] ; Vicky Henderson, Ronnie Sircar editors
| Paris-Princeton lectures on mathematical finance 2013 / Fred Espen Benth ... [et al.] ; Vicky Henderson, Ronnie Sircar editors |
| Edizione | [Cham : Springer, 2013] |
| Pubbl/distr/stampa | IX, 316 p., : ill. ; 24 cm |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Soggetto topico |
60H07 - Stochastic calculus of variations and the Malliavin calculus [MSC 2020]
91Gxx - Actuarial science and mathematical finance [MSC 2020] 90C46 - Optimality conditions and duality in mathematical programming [MSC 2020] 49J55 - Existence of optimal solutions to problems involving randomness [MSC 2020] 91B70 - Stochastic models in economics [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0096074 |
| IX, 316 p., : ill. ; 24 cm | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Paris-Princeton lectures on mathematical finance 2013 / Fred Espen Benth ... [et al.] ; Vicky Henderson, Ronnie Sircar editors
| Paris-Princeton lectures on mathematical finance 2013 / Fred Espen Benth ... [et al.] ; Vicky Henderson, Ronnie Sircar editors |
| Edizione | [Cham : Springer, 2013] |
| Pubbl/distr/stampa | IX, 316 p., : ill. ; 24 cm |
| Soggetto topico |
60H07 - Stochastic calculus of variations and the Malliavin calculus [MSC 2020]
91Gxx - Actuarial science and mathematical finance [MSC 2020] 90C46 - Optimality conditions and duality in mathematical programming [MSC 2020] 49J55 - Existence of optimal solutions to problems involving randomness [MSC 2020] 91B70 - Stochastic models in economics [MSC 2020] |
| Soggetto non controllato |
Applied Mathematics
Mathematical Finance Quantitative Finance Stochastic Analysis |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0096074 |
| IX, 316 p., : ill. ; 24 cm | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Topics on concentration phenomena and problems with multiple scales / Andrea Braides, Valeria Chiadò Piat eds
| Topics on concentration phenomena and problems with multiple scales / Andrea Braides, Valeria Chiadò Piat eds |
| Pubbl/distr/stampa | Berlin ; Heidelberg, : Springer, c2006 |
| Descrizione fisica | X, 316 p. ; 24 cm. |
| Soggetto topico |
49-XX - Calculus of variations and optimal control; optimization [MSC 2020]
28A80 - Fractals [MSC 2020] 49J40 - Variational inequalities [MSC 2020] 49K20 - Optimality conditions for problems involving partial differential equations [MSC 2020] 49J45 - Methods involving semicontinuity and convergence; relaxation [MSC 2020] 35B25 - Singular perturbations in context of PDEs [MSC 2020] 35B27 - Homogenization in context of PDEs ; PDEs in media with periodic structure [MSC 2020] 74Q05 - Homogenization in equilibrium problems of solid mechanics [MSC 2020] 49J55 - Existence of optimal solutions to problems involving randomness [MSC 2020] 35B40 - Asymptotic behavior of solutions to PDEs [MSC 2020] |
| ISBN | 978-35-403-6241-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0064512 |
| Berlin ; Heidelberg, : Springer, c2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Topics on concentration phenomena and problems with multiple scales / Andrea Braides, Valeria Chiadò Piat eds
| Topics on concentration phenomena and problems with multiple scales / Andrea Braides, Valeria Chiadò Piat eds |
| Pubbl/distr/stampa | Berlin ; Heidelberg, : Springer, 2006 |
| Descrizione fisica | X, 316 p. ; 24 cm |
| Soggetto topico |
49-XX - Calculus of variations and optimal control; optimization [MSC 2020]
28A80 - Fractals [MSC 2020] 49J40 - Variational inequalities [MSC 2020] 49K20 - Optimality conditions for problems involving partial differential equations [MSC 2020] 49J45 - Methods involving semicontinuity and convergence; relaxation [MSC 2020] 35B25 - Singular perturbations in context of PDEs [MSC 2020] 35B27 - Homogenization in context of PDEs ; PDEs in media with periodic structure [MSC 2020] 74Q05 - Homogenization in equilibrium problems of solid mechanics [MSC 2020] 49J55 - Existence of optimal solutions to problems involving randomness [MSC 2020] 35B40 - Asymptotic behavior of solutions to PDEs [MSC 2020] |
| ISBN | 978-35-403-6241-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISOB-VAN0064512 |
| Berlin ; Heidelberg, : Springer, 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Suor Orsola Benincasa | ||
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Soggetto topico
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49J55 - Existence of optimal solutions to problems involving randomness [MSC 2020]
(11)
- 49-XX - Calculus of variations and optimal control; optimization [MSC 2020] (5)
- 49J45 - Methods involving semicontinuity and convergence; relaxation [MSC 2020] (4)
- 93E20 - Optimal stochastic control [MSC 2020] (4)
- 28A80 - Fractals [MSC 2020] (3)