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Discrete-Time Semi-Markov Random Evolutions and Their Applications / / by Nikolaos Limnios, Anatoliy Swishchuk
| Discrete-Time Semi-Markov Random Evolutions and Their Applications / / by Nikolaos Limnios, Anatoliy Swishchuk |
| Autore | Limnios Nikolaos |
| Edizione | [1st ed. 2023.] |
| Pubbl/distr/stampa | Cham : , : Springer Nature Switzerland : , : Imprint : Birkhäuser, , 2023 |
| Descrizione fisica | 1 online resource (206 pages) |
| Disciplina | 519.233 |
| Altri autori (Persone) | SwishchukAnatoliy |
| Collana | Probability and Its Applications |
| Soggetto topico |
Stochastic processes
Probabilities Mathematical statistics Dynamics Stochastic Processes Probability Theory Mathematical Statistics Applied Probability Dynamical Systems Stochastic Systems and Control |
| ISBN |
9783031334290
3031334299 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Intro -- Preface -- Contents -- Acronyms -- Notation -- 1 Discrete-Time Stochastic Calculus in Banach Space -- 1.1 Introduction -- 1.2 Random Elements and Discrete-Time Martingales in a Banach Space -- 1.3 Martingale Characterization of Markov and Semi-Markov Chains -- 1.3.1 Martingale Characterization of Markov Chains -- 1.3.2 Martingale Characterization of Markov Processes -- 1.3.3 Martingale Characterization of Semi-Markov Processes -- 1.4 Operator Semigroups and Their Generators -- 1.5 Martingale Problem in a Banach Space -- 1.6 Weak Convergence in a Banach Space -- 1.7 Reducible-Invertible Operators and Their Perturbations -- 1.7.1 Reducible-Invertible Operators -- 1.7.2 Perturbation of Reducible-Invertible Operators -- 2 Discrete-Time Semi-Markov Chains -- 2.1 Introduction -- 2.2 Semi-Markov Chains -- 2.2.1 Definitions -- 2.2.2 Classification of States -- 2.2.3 Markov Renewal Equation and Theorem -- 2.3 Discrete- and Continuous-Time Connection -- 2.4 Compensating Operator and Martingales -- 2.5 Stationary Phase Merging -- 2.6 Semi-Markov Chains in Merging State Space -- 2.6.1 The Ergodic Case -- 2.6.2 The Non-ergodic Case -- 2.7 Concluding Remarks -- 3 Discrete-Time Semi-Markov Random Evolutions -- 3.1 Introduction -- 3.2 Discrete-time Random Evolution with Underlying Markov Chain -- 3.3 Definition and Properties of DTSMRE -- 3.4 Discrete-Time Stochastic Systems -- 3.4.1 Additive Functionals -- 3.4.2 Geometric Markov Renewal Chains -- 3.4.3 Dynamical Systems -- 3.5 Discrete-Time Stochastic Systems in Series Scheme -- 3.6 Concluding Remarks -- 4 Weak Convergence of DTSMRE in Series Scheme -- 4.1 Introduction -- 4.2 Weak Convergence Results -- 4.2.1 Averaging -- 4.2.2 Diffusion Approximation -- 4.2.3 Normal Deviations -- 4.2.4 Rates of Convergence in the Limit Theorems -- 4.3 Proof of Theorems -- 4.3.1 Proof of Theorem 4.1.
4.3.2 Proof of Theorem 4.2 -- 4.3.3 Proof of Theorem 4.3 -- 4.3.4 Proof of Proposition 4.1 -- 4.4 Applications of the Limit Theorems to Stochastic Systems -- 4.4.1 Additive Functionals -- 4.4.2 Geometric Markov Renewal Processes -- 4.4.3 Dynamical Systems -- 4.4.4 Estimation of the Stationary Distribution -- 4.4.5 U-Statistics -- 4.4.6 Rates of Convergence for Stochastic Systems -- 4.5 Concluding Remarks -- 5 DTSMRE in Reduced Random Media -- 5.1 Introduction -- 5.2 Definition and Properties -- 5.3 Average and Diffusion Approximation -- 5.3.1 Averaging -- 5.3.2 Diffusion Approximation -- 5.3.3 Normal Deviations -- 5.4 Proof of Theorems -- 5.4.1 Proof of Theorem 5.1 -- 5.4.2 Proof of Theorem 5.2 -- 5.5 Application to Stochastic Systems -- 5.5.1 Additive Functionals -- 5.5.2 Dynamical Systems -- 5.5.3 Geometric Markov Renewal Chains -- 5.5.4 U-Statistics -- 5.6 Concluding Remarks -- 6 Controlled Discrete-Time Semi-Markov Random Evolutions -- 6.1 Introduction -- 6.2 Controlled Discrete-Time Semi-Markov Random Evolutions -- 6.2.1 Definition of CDTSMREs -- 6.2.2 Examples -- 6.2.3 Dynamic Programming for Controlled Models -- 6.3 Limit Theorems for Controlled Semi-Markov Random Evolutions -- 6.3.1 Averaging of CDTSMREs -- 6.3.2 Diffusion Approximation of DTSMREs -- 6.3.3 Normal Approximation -- 6.4 Applications to Stochastic Systems -- 6.4.1 Controlled Additive Functionals -- 6.4.2 Controlled Geometric Markov Renewal Processes -- 6.4.3 Controlled Dynamical Systems -- 6.4.4 The Dynamic Programming Equations for Limiting Models in Diffusion Approximation -- 6.4.4.1 DPE/HJB Equation for the Limiting CAF in DA (see Sect.6.4.1) -- 6.4.4.2 DPE/HJB Equation for the Limiting CGMRP in DA (see Sect.6.4.2) -- 6.4.4.3 DPE/HJB Equation for the Limiting CDS in DA (see Sect.6.4.3) -- 6.5 Solution of Merton Problem for the Limiting CGMRP in DA -- 6.5.1 Introduction. 6.5.2 Utility Function -- 6.5.3 Value Function or Performance Criterion -- 6.5.4 Solution of Merton Problem: Examples -- 6.5.5 Solution of Merton Problem -- 6.6 Rates of Convergence in Averaging and Diffusion Approximations -- 6.7 Proofs -- 6.7.1 Proof of Theorem 6.1 -- 6.7.2 Proof of Theorem 6.2 -- 6.7.3 Proof of Theorem 6.3 -- 6.7.4 Proof of Proposition 6.1 -- 6.8 Concluding Remarks -- 7 Epidemic Models in Random Media -- 7.1 Introduction -- 7.2 From the Deterministic to Stochastic SARS Model -- 7.3 Averaging of Stochastic SARS Models -- 7.4 SARS Model in Merging Semi-Markov Random Media -- 7.5 Diffusion Approximation of Stochastic SARS Models in Semi-Markov Random Media -- 7.6 Concluding remarks -- 8 Optimal Stopping of Geometric Markov Renewal Chains and Pricing -- 8.1 Introduction -- 8.2 GMRC and Embedded Markov-Modulated (B,S)-Security Markets -- 8.2.1 Definition of the GMRC -- 8.2.2 Statement of the Problem: Optimal Stopping Rule -- 8.3 GMRP as Jump Discrete-Time Semi-Markov Random Evolution -- 8.4 Martingale Properties of GMRC -- 8.5 Optimal Stopping Rules for GMRC -- 8.6 Martingale Properties of Discount Price and Discount Capital -- 8.7 American Option Pricing Formulae for embedded Markov-modulated (B,S)-Security markets -- 8.8 European Option Pricing Formula for Embedded Markov-Modulated (B,S)-Security Markets -- 8.9 Proof of Theorems -- 8.10 Concluding Remarks -- A Markov Chains -- A.1 Transition Function -- A.2 Irreducible Markov Chains -- A.3 Recurrent Markov Chains -- A.4 Invariant Measures -- A.5 Uniformly Ergodic Markov Chains -- Bibliography -- Index. |
| Record Nr. | UNINA-9910735778203321 |
Limnios Nikolaos
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| Cham : , : Springer Nature Switzerland : , : Imprint : Birkhäuser, , 2023 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Fault-Tolerant Control for Time-Varying Delayed T-S Fuzzy Systems / / by Shaoxin Sun, Huaguang Zhang, Xiaojie Su, Jinyu Zhu
| Fault-Tolerant Control for Time-Varying Delayed T-S Fuzzy Systems / / by Shaoxin Sun, Huaguang Zhang, Xiaojie Su, Jinyu Zhu |
| Autore | Sun Shaoxin |
| Edizione | [1st ed. 2023.] |
| Pubbl/distr/stampa | Singapore : , : Springer Nature Singapore : , : Imprint : Springer, , 2023 |
| Descrizione fisica | 1 online resource (230 pages) |
| Disciplina | 511.313 |
| Altri autori (Persone) |
ZhangHuaguang
SuXiaojie ZhuJinyu |
| Collana | Intelligent Control and Learning Systems |
| Soggetto topico |
Automatic control
System theory Control theory Stochastic processes Automation Control and Systems Theory Systems Theory, Control Stochastic Systems and Control |
| Soggetto non controllato |
System Theory
Robotics Automation Science Technology & Engineering |
| ISBN |
9789819913572
9789819913565 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Chapter 1 Introduction -- Chapter 2 Fault Estimation and Tolerant Control for Time-Varying Delayed Fuzzy Systems with Actuator Faults -- Chapter 3 Fault Estimation and Tolerant Control for Multiple Time Delayed Fuzzy Systems with Sensor and Actuator Faults -- Chapter 4 Multiple Intermittent Fault Estimation and Tolerant Control for Switched T-S Fuzzy Stochastic Systems with Multiple Delays -- Chapter 5 Fault-Tolerant Control for Multiple Interval Time Delayed Switched Fuzzy Systems With Intermittent Faults -- Chapter 6 Fault-Tolerant Control for Multiple-Delayed Switched Fuzzy Stochastic Systems With Intermittent Faults -- Chapter 7 Conclusion and Prospect. |
| Record Nr. | UNINA-9910725098903321 |
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Sun Shaoxin
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| Singapore : , : Springer Nature Singapore : , : Imprint : Springer, , 2023 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Gaussian Process Models for Quantitative Finance / / by Michael Ludkovski, Jimmy Risk
| Gaussian Process Models for Quantitative Finance / / by Michael Ludkovski, Jimmy Risk |
| Autore | Ludkovski Michael |
| Edizione | [1st ed. 2025.] |
| Pubbl/distr/stampa | Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2025 |
| Descrizione fisica | 1 online resource (323 pages) |
| Disciplina | 519 |
| Altri autori (Persone) | RiskJimmy |
| Collana | SpringerBriefs in Quantitative Finance |
| Soggetto topico |
Social sciences - Mathematics
Stochastic processes Machine learning Mathematics in Business, Economics and Finance Stochastic Processes Machine Learning Stochastic Systems and Control Ciències socials Matemàtica Processos estocàstics Aprenentatge automàtic |
| Soggetto genere / forma | Llibres electrònics |
| ISBN |
9783031808746
3031808746 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | - 1. Gaussian Process Preliminaries -- 2. Covariance Kernels -- 3. Advanced GP Modeling Topics -- 4. Option Pricing and Sensitivities -- 5. Optimal Stopping -- 6. Non-Parametric Modeling of Financial Structures -- 7. Stochastic Control. |
| Record Nr. | UNINA-9910986132803321 |
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Ludkovski Michael
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| Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2025 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Model Predictive Control : Engineering Methods for Economists / / edited by Aris Daniilidis, Lars Grüne, Josef Haunschmied, Gernot Tragler
| Model Predictive Control : Engineering Methods for Economists / / edited by Aris Daniilidis, Lars Grüne, Josef Haunschmied, Gernot Tragler |
| Autore | Daniilidis Aris |
| Edizione | [1st ed. 2025.] |
| Pubbl/distr/stampa | Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2025 |
| Descrizione fisica | 1 online resource (288 pages) |
| Disciplina | 629.8 |
| Altri autori (Persone) |
GrüneLars
HaunschmiedJosef TraglerGernot |
| Collana | Dynamic Modeling and Econometrics in Economics and Finance |
| Soggetto topico |
Econometrics
Operations research Social sciences - Mathematics Stochastic processes Automatic control Quantitative Economics Operations Research and Decision Theory Mathematics in Business, Economics and Finance Stochastic Systems and Control Control and Systems Theory |
| ISBN | 3-031-85256-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Chapter 1. Multi-horizon MPC and Its Application to theIntegrated Power and Thermal Management ofElectrified Vehicles (Qiuhao Hu) -- Chapter 2. Data/Moment-Driven Approaches for FastPredictive Control of Collective Dynamics (Giacomo Albi) -- Chapter 3. Finite-Dimensional Receding Horizon Control ofLinear Time-Varying Parabolic PDEs: StabilityAnalysis and Model-Order Reduction (Behzad Azmi) -- Chapter 4. Solving Hybrid Model Predictive ControlProblems via a Mixed-Integer Approach (Iman Nodozi) -- Chapter 5. nMPyC – A Python Package for Solving OptimalControl Problems via Model Predictive Control (Jonas Schießl) -- Chapter 6. Controllability of Continuous Networks and aKernel-Based Learning Approximation (Michael Herty) -- Chapter 7. Economic Model Predictive Control as aSolution to Markov Decision Processes (Dirk Reinhardt) -- Chapter 8. Reinforcement Learning with Guarantees (Mario Zanon). |
| Record Nr. | UNINA-9911009338003321 |
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Daniilidis Aris
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| Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2025 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Numerical Methods for Extreme Responses of Dynamical Systems : Finite Dimensional Models / / by Mircea D. Grigoriu
| Numerical Methods for Extreme Responses of Dynamical Systems : Finite Dimensional Models / / by Mircea D. Grigoriu |
| Autore | Grigoriu Mircea D |
| Edizione | [1st ed. 2025.] |
| Pubbl/distr/stampa | Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2025 |
| Descrizione fisica | 1 online resource (619 pages) |
| Disciplina | 519.22 |
| Soggetto topico |
Stochastic analysis
Stochastic processes Engineering mathematics Engineering - Data processing Stochastic Analysis Stochastic Processes Stochastic Systems and Control Engineering Mathematics Mathematical and Computational Engineering Applications Anàlisi estocàstica Processos estocàstics Enginyeria Processament de dades |
| Soggetto genere / forma | Llibres electrònics |
| ISBN |
9783031750236
9783031750229 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Introduction.-, Primer of probability theory -- , Random vectors and processes -- , Convergence of random elements -- , Extremes of random processes by finite dimensional (FD) models -- , Extremes of solutions of stochastic differential equations by finite dimensional (FD) models. |
| Record Nr. | UNINA-9910983315803321 |
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Grigoriu Mircea D
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| Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2025 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Sampled-data Control of Logical Networks / / by Yang Liu, Jianquan Lu, Liangjie Sun
| Sampled-data Control of Logical Networks / / by Yang Liu, Jianquan Lu, Liangjie Sun |
| Autore | Liu Yang |
| Edizione | [1st ed. 2023.] |
| Pubbl/distr/stampa | Singapore : , : Springer Nature Singapore : , : Imprint : Springer, , 2023 |
| Descrizione fisica | 1 online resource (228 pages) |
| Disciplina | 511.3 |
| Soggetto topico |
Computational complexity
Computer science - Mathematics Mathematical statistics System theory Control theory Stochastic processes Probabilities Computational Complexity Probability and Statistics in Computer Science Systems Theory, Control Stochastic Systems and Control Probability Theory |
| ISBN |
9789811982613
9811982619 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Chapter 1 Introduction -- Chapter 2 Stabilization of sampled-data Boolean control networks -- Chapter 3 Controllability, observability and synchronization of sampled-data Boolean control networks -- Chapter 4 Stabilization of probabilistic Boolean control networks under sampled-data control -- Chapter 5 Stabilization of aperiodic sampled-data Boolean control networks -- Chapter 6 Event-triggered control for logical control networks. |
| Record Nr. | UNINA-9910682589003321 |
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Liu Yang
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| Singapore : , : Springer Nature Singapore : , : Imprint : Springer, , 2023 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Stochastic Lagrangian Adaptation / / by David Levanony, Peter E. Caines
| Stochastic Lagrangian Adaptation / / by David Levanony, Peter E. Caines |
| Autore | Levanony David |
| Edizione | [1st ed. 2024.] |
| Pubbl/distr/stampa | Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2024 |
| Descrizione fisica | 1 online resource (81 pages) |
| Disciplina | 003.76 |
| Altri autori (Persone) | CainesPeter E |
| Collana | SpringerBriefs in Mathematics |
| Soggetto topico |
Stochastic processes
Stochastic Systems and Control Processos estocàstics Anàlisi estocàstica |
| Soggetto genere / forma | Llibres electrònics |
| ISBN |
9783031737589
303173758X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Introduction -- Problem Statement -- Asymptotic Maximum Likelihood Identification -- Geometric Results -- Lagrangian Adaptation -- Proof of Theorem 5.2 -- Index. |
| Record Nr. | UNINA-9910906301403321 |
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Levanony David
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| Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2024 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Stochastic Methods for Modeling and Predicting Complex Dynamical Systems : Uncertainty Quantification, State Estimation, and Reduced-Order Models / / by Nan Chen
| Stochastic Methods for Modeling and Predicting Complex Dynamical Systems : Uncertainty Quantification, State Estimation, and Reduced-Order Models / / by Nan Chen |
| Autore | Chen Nan |
| Edizione | [2nd ed. 2025.] |
| Pubbl/distr/stampa | Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2025 |
| Descrizione fisica | 1 online resource (369 pages) |
| Disciplina | 515.39 |
| Collana | Synthesis Lectures on Mathematics & Statistics |
| Soggetto topico |
Stochastic processes
Stochastic models System theory Mathematics Artificial intelligence - Data processing Computer science Stochastic Systems and Control Stochastic Modelling Complex Systems Applications of Mathematics Data Science Models of Computation |
| ISBN |
9783031819247
3031819241 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Stochastic Toolkits -- Introduction to Information Theory -- Basic Stochastic Computational Methods -- Simple Gaussian and Non-Gaussian SDEs -- Data Assimilation -- Optimal Control -- Prediction -- Data-Driven Low-Order Stochastic Models -- Conditional Gaussian Nonlinear Systems -- Parameter Estimation with Uncertainty Quantification -- Combining Stochastic Models with Machine Learning -- Instruction Manual for the MATLAB Codes. |
| Record Nr. | UNINA-9910997096203321 |
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Chen Nan
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| Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2025 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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