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An Introduction to Optimal Control of FBSDE with Incomplete Information / Guangchen Wang, Zhen Wu, Jie Xiong
| An Introduction to Optimal Control of FBSDE with Incomplete Information / Guangchen Wang, Zhen Wu, Jie Xiong |
| Autore | Wang, Guangchen |
| Pubbl/distr/stampa | Cham, : Springer, 2018 |
| Descrizione fisica | xi, 116 p. ; 24 cm |
| Altri autori (Persone) |
Wu, Zhen
Xiong, Jie |
| Soggetto topico |
93E20 - Optimal stochastic control [MSC 2020]
60H10 - Stochastic ordinary differential equations [MSC 2020] 60G35 - Signal detection and filtering (aspects of stochastic processes) [MSC 2020] 93E11 - Filtering in stochastic control theory [MSC 2020] 49N10 - Linear-quadratic optimal control problems [MSC 2020] 91G80 - Financial applications of other theories [MSC 2020] |
| Soggetto non controllato |
Backward Separation Approach
Backward Stochastic Differential Equation Closed-form Optimal Solution LQ Optimal Control Mathematical Finance Optimal Filtering Stochastic Maximum Principle Verification Theorem |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0124566 |
Wang, Guangchen
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| Cham, : Springer, 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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An Introduction to Optimal Control of FBSDE with Incomplete Information / Guangchen Wang, Zhen Wu, Jie Xiong
| An Introduction to Optimal Control of FBSDE with Incomplete Information / Guangchen Wang, Zhen Wu, Jie Xiong |
| Autore | Wang, Guangchen |
| Edizione | [Cham : Springer, 2018] |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Altri autori (Persone) |
Wu, Zhen
Xiong, Jie |
| Soggetto topico |
93E20 - Optimal stochastic control [MSC 2020]
60H10 - Stochastic ordinary differential equations [MSC 2020] 60G35 - Signal detection and filtering (aspects of stochastic processes) [MSC 2020] 93E11 - Filtering in stochastic control theory [MSC 2020] 49N10 - Linear-quadratic optimal control problems [MSC 2020] 91G80 - Financial applications of other theories [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0124566 |
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Wang, Guangchen
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| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Equations Involving Malliavin Calculus Operators : Applications and Numerical Approximation / Tijana Levajković, Hermann Mena
| Equations Involving Malliavin Calculus Operators : Applications and Numerical Approximation / Tijana Levajković, Hermann Mena |
| Autore | Levajković, Tijana |
| Pubbl/distr/stampa | Cham, : Springer, 2017 |
| Descrizione fisica | X, 132 p. : ill. ; 24 cm |
| Altri autori (Persone) | Mena, Hermann |
| Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
93E20 - Optimal stochastic control [MSC 2020] 47D06 - One-parameter semigroups and linear evolution equations [MSC 2020] 60G20 - Generalized stochastic processes [MSC 2020] 34Hxx - Control problems including ordinary differential equations [MSC 2020] 93C20 - Control/observation systems governed by partial differential equations [MSC 2020] 49N10 - Linear-quadratic optimal control problems [MSC 2020] 65J10 - Numerical solutions to equations with linear operators [MSC 2020] 35R60 - PDEs with randomness, stochastic partial differential equations [MSC 2020] 46N30 - Applications of functional analysis in probability theory and statistics [MSC 2020] 60G22 - Fractional processes, including fractional Brownian motion [MSC 2020] |
| Soggetto non controllato |
Chaos expansion
Generalized stochastic processes Malliavin operators Operator differential algebraic equations Partial differential equations Stochastic differential equations Stochastic optimal control problems Stochastic processes White noise analysis |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0123470 |
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Levajković, Tijana
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| Cham, : Springer, 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Equations Involving Malliavin Calculus Operators : Applications and Numerical Approximation / Tijana Levajković, Hermann Mena
| Equations Involving Malliavin Calculus Operators : Applications and Numerical Approximation / Tijana Levajković, Hermann Mena |
| Autore | Levajković, Tijana |
| Edizione | [Cham : Springer, 2017] |
| Pubbl/distr/stampa | X, 132 p., : ill. ; 24 cm |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Altri autori (Persone) | Mena, Hermann |
| Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
93E20 - Optimal stochastic control [MSC 2020] 47D06 - One-parameter semigroups and linear evolution equations [MSC 2020] 60G20 - Generalized stochastic processes [MSC 2020] 34Hxx - Control problems including ordinary differential equations [MSC 2020] 93C20 - Control/observation systems governed by partial differential equations [MSC 2020] 49N10 - Linear-quadratic optimal control problems [MSC 2020] 65J10 - Numerical solutions to equations with linear operators [MSC 2020] 35R60 - PDEs with randomness, stochastic partial differential equations [MSC 2020] 46N30 - Applications of functional analysis in probability theory and statistics [MSC 2020] 60G22 - Fractional processes, including fractional Brownian motion [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0123470 |
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Levajković, Tijana
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| X, 132 p., : ill. ; 24 cm | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Introduction to Mathematical Systems Theory : Discrete Time Linear Systems, Control and Identification / Christiaan Heij, André C. M. Ran, Frederik van Schagen
| Introduction to Mathematical Systems Theory : Discrete Time Linear Systems, Control and Identification / Christiaan Heij, André C. M. Ran, Frederik van Schagen |
| Autore | Heij, Christiaan |
| Edizione | [2. ed] |
| Pubbl/distr/stampa | Cham, : Birkhäuser, : Springer, 2021 |
| Descrizione fisica | ix, 195 p. : ill. ; 24 cm |
| Altri autori (Persone) |
Ran, André C. M.
Schagen, Frederik van |
| Soggetto topico |
93D15 - Stabilization of systems by feedback [MSC 2020]
49N10 - Linear-quadratic optimal control problems [MSC 2020] 93B30 - System identification [MSC 2020] 93C05 - Linear systems in control theory [MSC 2020] 93-XX - Systems theory; control [MSC 2020] 93C55 - Discrete-time control/observation systems [MSC 2020] 93E03 - Stochastic systems in control theory (general) [MSC 2020] |
| Soggetto non controllato |
Calculus
Control theory Fourier Gaussian Linear Systems Linear algebra Realization theory Stabilization Stochastic |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0274398 |
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Heij, Christiaan
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| Cham, : Birkhäuser, : Springer, 2021 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Lectures on Variational Analysis / Asen L. Dontchev
| Lectures on Variational Analysis / Asen L. Dontchev |
| Autore | Dontchev, Asen L. |
| Pubbl/distr/stampa | Cham, : Springer, 2021 |
| Descrizione fisica | xii, 219 p. : ill. ; 24 cm |
| Soggetto topico |
49-XX - Calculus of variations and optimal control; optimization [MSC 2020]
49J40 - Variational inequalities [MSC 2020] 49J53 - Set-valued and variational analysis [MSC 2020] 49J52 - Nonsmooth analysis [MSC 2020] 49N10 - Linear-quadratic optimal control problems [MSC 2020] 49N45 - Inverse problems in optimal control [MSC 2020] 49N35 - Optimal feedback synthesis [MSC 2020] |
| Soggetto non controllato |
Constrained optimization
Lipschitz stability Mathematical programming Metric regularity Non-smooth Analysis Optimal Control Sensitivity Set-valued analysis Strong regularity |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0274867 |
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Dontchev, Asen L.
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| Cham, : Springer, 2021 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Mathematical control theory : deterministic finite dimensional systems / Eduardo D. Sontag
| Mathematical control theory : deterministic finite dimensional systems / Eduardo D. Sontag |
| Autore | Sontag, Eduardo D. |
| Pubbl/distr/stampa | New York, : Springer, 1990 |
| Descrizione fisica | XIII, 396 p. : ill. ; 25 cm. |
| Soggetto topico |
49N10 - Linear-quadratic optimal control problems [MSC 2020]
93-XX - Systems theory; control [MSC 2020] |
| ISBN | 978-03-87973-66-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0051103 |
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Sontag, Eduardo D.
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| New York, : Springer, 1990 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Mathematical control theory : deterministic finite dimensional systems / Eduardo D. Sontag
| Mathematical control theory : deterministic finite dimensional systems / Eduardo D. Sontag |
| Autore | Sontag, Eduardo D. |
| Pubbl/distr/stampa | New York, : Springer, 1990 |
| Descrizione fisica | XIII, 396 p. : ill. ; 25 cm |
| Soggetto topico |
49N10 - Linear-quadratic optimal control problems [MSC 2020]
93-XX - Systems theory; control [MSC 2020] |
| ISBN | 978-03-87973-66-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0051103 |
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Sontag, Eduardo D.
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| New York, : Springer, 1990 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Optimal Control of Partial Differential Equations : Analysis, Approximation, and Applications / Andrea Manzoni, Alfio Quarteroni, Sandro Salsa
| Optimal Control of Partial Differential Equations : Analysis, Approximation, and Applications / Andrea Manzoni, Alfio Quarteroni, Sandro Salsa |
| Autore | Manzoni, Andrea |
| Pubbl/distr/stampa | Cham, : Springer, 2021 |
| Descrizione fisica | xvii, 498 p. : ill. ; 24 cm |
| Altri autori (Persone) |
Quarteroni, Alfio
Salsa, Sandro |
| Soggetto topico |
49-XX - Calculus of variations and optimal control; optimization [MSC 2020]
76-XX - Fluid mechanics [MSC 2020] 49K20 - Optimality conditions for problems involving partial differential equations [MSC 2020] 49J20 - Existence theories for optimal control problems involving partial differential equations [MSC 2020] 49Sxx - Variational principles of physics [MSC 2020] 49N10 - Linear-quadratic optimal control problems [MSC 2020] 90C20 - Quadratic programming [MSC 2020] 49Q10 - Optimization of shapes other than minimal surfaces [MSC 2020] 49N35 - Optimal feedback synthesis [MSC 2020] |
| Soggetto non controllato |
Mathematical analysis
Numerical approximation Optimal Control Partial differential equations Scientific Computing |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0275096 |
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Manzoni, Andrea
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| Cham, : Springer, 2021 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems / Jingrui Sun, Jiongmin Yong
| Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems / Jingrui Sun, Jiongmin Yong |
| Autore | Sun, Jingrui |
| Pubbl/distr/stampa | Cham, : Springer, 2020 |
| Descrizione fisica | xii, 130 p. : ill. ; 24 cm |
| Altri autori (Persone) | Yong, Jiongmin |
| Soggetto topico |
93E20 - Optimal stochastic control [MSC 2020]
91A05 - 2-person games [MSC 2020] 49N10 - Linear-quadratic optimal control problems [MSC 2020] 91A23 - Differential games (aspects of game theory) [MSC 2020] 93-XX - Systems theory; control [MSC 2020] 49N70 - Differential games and control [MSC 2020] |
| Soggetto non controllato |
Linear quadratic optimal control
Mean-field Nash equilibrium Riccati equation Two-person differential game |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0249883 |
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Sun, Jingrui
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| Cham, : Springer, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Soggetto topico
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49N10 - Linear-quadratic optimal control problems [MSC 2020]
(11)
- 93E20 - Optimal stochastic control [MSC 2020] (6)
- 93-XX - Systems theory; control [MSC 2020] (5)
- 34Hxx - Control problems including ordinary differential equations [MSC 2020] (2)
- 35R60 - PDEs with randomness, stochastic partial differential equations [MSC 2020] (2)