Mathematical Control Theory : An Introduction / Jerzy Zabczyk
| Mathematical Control Theory : An Introduction / Jerzy Zabczyk |
| Autore | Zabczyk, Jerzy |
| Edizione | [2. ed] |
| Pubbl/distr/stampa | Cham, : Birkhäuser, : Springer, 2020 |
| Descrizione fisica | xxvi, 336 p. : ill. ; 24 cm |
| Soggetto topico |
34Hxx - Control problems including ordinary differential equations [MSC 2020]
49Kxx - Optimality conditions [MSC 2020] 93-XX - Systems theory; control [MSC 2020] 93Bxx - Controllability, observability, and system structure [MSC 2020] 47N70 - Applications of operator theory in systems, signals, circuits, and control theory [MSC 2020] |
| Soggetto non controllato |
Bellman equation
Boundary Control Control theory Controllability Controllability and observability Delay Systems Delay system dynamics Delay systems control Dynamic Programming Dynamic programming examples Infinite dimensional control systems Infinite dimensional control theory Mathematical Control Theory Maximum principle Optimal Control Optimal Control Theory Optimal control systems Stability and stabilizability Viscosity solutions Viscosity solutions applications |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0249435 |
Zabczyk, Jerzy
|
||
| Cham, : Birkhäuser, : Springer, 2020 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Mathematical Control Theory : An Introduction / Jerzy Zabczyk
| Mathematical Control Theory : An Introduction / Jerzy Zabczyk |
| Autore | Zabczyk, Jerzy |
| Edizione | [2. ed] |
| Pubbl/distr/stampa | Cham, : Birkhäuser, : Springer, 2020 |
| Descrizione fisica | xxvi, 336 p. : ill. ; 24 cm |
| Soggetto topico |
34Hxx - Control problems including ordinary differential equations [MSC 2020]
47N70 - Applications of operator theory in systems, signals, circuits, and control theory [MSC 2020] 49Kxx - Optimality conditions [MSC 2020] 93-XX - Systems theory; control [MSC 2020] 93Bxx - Controllability, observability, and system structure [MSC 2020] |
| Soggetto non controllato |
Bellman equation
Boundary Control Control theory Controllability Controllability and observability Delay Systems Delay system dynamics Delay systems control Dynamic Programming Dynamic programming examples Infinite dimensional control systems Infinite dimensional control theory Mathematical Control Theory Maximum principle Optimal Control Optimal Control Theory Optimal control systems Stability and stabilizability Viscosity solutions Viscosity solutions applications |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00249435 |
Zabczyk, Jerzy
|
||
| Cham, : Birkhäuser, : Springer, 2020 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Time-Inconsistent Control Theory with Finance Applications / Tomas Björk, Mariana Khapko, Agatha Murgoci
| Time-Inconsistent Control Theory with Finance Applications / Tomas Björk, Mariana Khapko, Agatha Murgoci |
| Autore | Björk, Tomas |
| Pubbl/distr/stampa | Cham, : Springer, 2021 |
| Descrizione fisica | xvii, 326 p. : ill. ; 24 cm |
| Altri autori (Persone) |
Khapko, Mariana
Murgoci, Agatha |
| Soggetto topico |
93E20 - Optimal stochastic control [MSC 2020]
91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 91A80 - Applications of game theory [MSC 2020] 91A10 - Noncooperative games [MSC 2020] 91G80 - Financial applications of other theories [MSC 2020] 91G10 - Portfolio theory [MSC 2020] 60H40 - White noise theory [MSC 2020] |
| Soggetto non controllato |
Bellman equation
Dynamic Programming Hyperbolic discounting Intrapersonal equilibrium Linear Quadratic Regulator Non-exponential discounting State-dependent risk aversion Stochastic Control Time-inconsistent control Time-inconsistent stopping |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0275348 |
Björk, Tomas
|
||
| Cham, : Springer, 2021 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Time-Inconsistent Control Theory with Finance Applications / Tomas Björk, Mariana Khapko, Agatha Murgoci
| Time-Inconsistent Control Theory with Finance Applications / Tomas Björk, Mariana Khapko, Agatha Murgoci |
| Autore | Björk, Tomas |
| Pubbl/distr/stampa | Cham, : Springer, 2021 |
| Descrizione fisica | xvii, 326 p. : ill. ; 24 cm |
| Altri autori (Persone) |
Khapko, Mariana
Murgoci, Agatha |
| Soggetto topico |
60H40 - White noise theory [MSC 2020]
91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 91A10 - Noncooperative games [MSC 2020] 91A80 - Applications of game theory [MSC 2020] 91G10 - Portfolio theory [MSC 2020] 91G80 - Financial applications of other theories [MSC 2020] 93E20 - Optimal stochastic control [MSC 2020] |
| Soggetto non controllato |
Bellman equation
Dynamic Programming Hyperbolic discounting Intrapersonal equilibrium Linear Quadratic Regulator Non-exponential discounting State-dependent risk aversion Stochastic Control Time-inconsistent control Time-inconsistent stopping |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00275348 |
Björk, Tomas
|
||
| Cham, : Springer, 2021 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||