Info
A Course on Optimal Control / Gjerrit Meinsma, Arjan van der Schaft
| A Course on Optimal Control / Gjerrit Meinsma, Arjan van der Schaft |
| Autore | Meinsma, Gjerrit |
| Pubbl/distr/stampa | Cham, : Springer, 2023 |
| Descrizione fisica | x, 276 p. : ill. ; 24 cm |
| Altri autori (Persone) | Schaft, Arjan van der |
| Soggetto topico |
37Nxx - Applications of dynamical systems [MSC 2020]
49-XX - Calculus of variations and optimal control; optimization [MSC 2020] 49K40 - Sensitivity, stability, well-posedness [MSC 2020] 49N10 - Linear-quadratic optimal control problems [MSC 2020] 97Nxx - Education of numerical mathematics [MSC 2020] |
| Soggetto non controllato |
Calculus of variations
Differential equations Dynamic Programming LQ Optimal Control Lyapunov functions Optimal Control Pontryagin's Minimum Principle |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00279382 |
Meinsma, Gjerrit
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| Cham, : Springer, 2023 | ||
| 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 |
| 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 |
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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 |
| Pubbl/distr/stampa | Cham, : Springer, 2018 |
| Descrizione fisica | xi, 116 p. ; 24 cm |
| Altri autori (Persone) |
Wu, Zhen
Xiong, Jie |
| Soggetto topico |
49N10 - Linear-quadratic optimal control problems [MSC 2020]
60G35 - Signal detection and filtering (aspects of stochastic processes) [MSC 2020] 60H10 - Stochastic ordinary differential equations [MSC 2020] 91G80 - Financial applications of other theories [MSC 2020] 93E11 - Filtering in stochastic control theory [MSC 2020] 93E20 - Optimal stochastic control [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-VAN00124566 |
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Wang, Guangchen
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| Cham, : Springer, 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
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 |
| Pubbl/distr/stampa | Cham, : Springer, 2017 |
| Descrizione fisica | X, 132 p. : ill. ; 24 cm |
| Altri autori (Persone) | Mena, Hermann |
| Soggetto topico |
34Hxx - Control problems including ordinary differential equations [MSC 2020]
35R60 - PDEs with randomness, stochastic partial differential equations [MSC 2020] 46N30 - Applications of functional analysis in probability theory and statistics [MSC 2020] 47D06 - One-parameter semigroups and linear evolution equations [MSC 2020] 49N10 - Linear-quadratic optimal control problems [MSC 2020] 60G20 - Generalized stochastic processes [MSC 2020] 60G22 - Fractional processes, including fractional Brownian motion [MSC 2020] 60Hxx - Stochastic analysis [MSC 2020] 65J10 - Numerical solutions to equations with linear operators [MSC 2020] 93C20 - Control/observation systems governed by partial differential equations [MSC 2020] 93E20 - Optimal stochastic control [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-VAN00123470 |
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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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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 |
49N10 - Linear-quadratic optimal control problems [MSC 2020]
93-XX - Systems theory; control [MSC 2020] 93B30 - System identification [MSC 2020] 93C05 - Linear systems in control theory [MSC 2020] 93C55 - Discrete-time control/observation systems [MSC 2020] 93D15 - Stabilization of systems by feedback [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-VAN00274398 |
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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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Introduction to the Theory of Nonlinear Optimization / Johannes Jahn
| Introduction to the Theory of Nonlinear Optimization / Johannes Jahn |
| Autore | Jahn, Johannes |
| Edizione | [2. ed] |
| Pubbl/distr/stampa | Berlin ; Heidelberg, : Springer-Verlag, 1996 |
| Descrizione fisica | viii, 257 p. : ill. ; 24 cm |
| Soggetto topico |
49-XX - Calculus of variations and optimal control; optimization [MSC 2020]
49J50 - Fréchet and Gateaux differentiability in optimization [MSC 2020] 49J52 - Nonsmooth analysis [MSC 2020] 49M37 - Numerical methods based on nonlinear programming [MSC 2020] 49N10 - Linear-quadratic optimal control problems [MSC 2020] 49N15 - Duality theory (optimization) [MSC 2020] 90-XX - Operations research, mathematical programming [MSC 2020] 90C05 - Linear programming [MSC 2020] 90C20 - Quadratic programming [MSC 2020] 90C25 - Convex programming [MSC 2020] 90C26 - Nonconvex programming, global optimization [MSC 2020] 90C30 - Nonlinear programming [MSC 2020] |
| Soggetto non controllato |
Calculus
Control theory Linear optimization Nonlinear optimization Optimal Control Optimization Optimization theory Vector optimization |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00296013 |
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Jahn, Johannes
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| Berlin ; Heidelberg, : Springer-Verlag, 1996 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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