Info
- Utilizzare la checkbox di selezione a fianco di ciascun documento per attivare le funzionalità di stampa, invio email, download nei formati disponibili del (i) record.
Applied and Computational Optimal Control : A Control Parametrization Approach / Kok Lay Teo ... [et al.]
| Applied and Computational Optimal Control : A Control Parametrization Approach / Kok Lay Teo ... [et al.] |
| Pubbl/distr/stampa | Cham, : Springer, 2021 |
| Descrizione fisica | xv, 574 p. : ill. ; 24 cm |
| Soggetto topico |
49-XX - Calculus of variations and optimal control; optimization [MSC 2020]
49Sxx - Variational principles of physics [MSC 2020] 93-XX - Systems theory; control [MSC 2020] 49N35 - Optimal feedback synthesis [MSC 2020] |
| Soggetto non controllato |
Canonical optimal control
Constrained mathematical programming Continuous inequality constraints Discrete time optimal control Optimal Control Theory Optimal control problems Optimal parameter selection Stochastic optimal control Time-Lag optimal control Unconstrained Optimization |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0274559 |
| Cham, : Springer, 2021 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Continuous-Time Markov Decision Processes : Borel Space Models and General Control Strategies / Alexey Piunovskiy, Yi Zhang ; Foreword by Albert Nikolaevich Shiryaev
| Continuous-Time Markov Decision Processes : Borel Space Models and General Control Strategies / Alexey Piunovskiy, Yi Zhang ; Foreword by Albert Nikolaevich Shiryaev |
| Autore | Piunovskiy, Alexey |
| Pubbl/distr/stampa | Cham, : Springer, 2020 |
| Descrizione fisica | xxiv, 583 p. : ill. ; 24 cm |
| Altri autori (Persone) | Zhang, Yi |
| Soggetto topico |
60Jxx - Markov processes [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020] 60Kxx - Special processes [MSC 2020] 90-XX - Operations research, mathematical programming [MSC 2020] 90C40 - Markov and semi-Markov decision processes [MSC 2020] |
| Soggetto non controllato |
Constrained optimality
Continuous-time Markov decision processes Convex analytic approach Dynamic Programming Linear programming Markov pure jump processes Occupation measure Sequential analysis Statistical decision theory Stochastic optimal control Stochastic optimal control problems |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0248873 |
Piunovskiy, Alexey
|
||
| Cham, : Springer, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Dynamic optimization : deterministic and stochastic models / Karl Hinderer, Ulrich Rieder, Michael Stieglitz
| Dynamic optimization : deterministic and stochastic models / Karl Hinderer, Ulrich Rieder, Michael Stieglitz |
| Autore | Hinderer, Karl |
| Pubbl/distr/stampa | [Cham], : Springer, 2016 |
| Descrizione fisica | XXII, 530 p. : ill. ; 24 cm |
| Altri autori (Persone) |
Rieder, Ulrich
Stieglitz, Michael |
| Soggetto topico |
93E20 - Optimal stochastic control [MSC 2020]
90B10 - Deterministic network models in operations research [MSC 2020] 90-XX - Operations research, mathematical programming [MSC 2020] 60J20 - Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) [MSC 2020] 90C40 - Markov and semi-Markov decision processes [MSC 2020] 90C39 - Dynamic programming [MSC 2020] |
| Soggetto non controllato |
Bayesian control models
Discrete-time multi-stage optimization Dynamic Programming Markov decision processes Markov renewal programs Networks Partially observable processes Stochastic optimal control |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0114646 |
|
Hinderer, Karl
|
||
| [Cham], : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Introduction to Applied Optimization / Urmila M. Diwekar
| Introduction to Applied Optimization / Urmila M. Diwekar |
| Autore | Diwekar, Urmila M. |
| Edizione | [3. ed] |
| Pubbl/distr/stampa | Cham, : Springer, 2020 |
| Descrizione fisica | xxix, 358 p. : ill. ; 24 cm |
| Soggetto topico |
90C05 - Linear programming [MSC 2020]
90C30 - Nonlinear programming [MSC 2020] 90C10 - Integer programming [MSC 2020] 90-XX - Operations research, mathematical programming [MSC 2020] 90C57 - Polyhedral combinatorics, branch-and-bound, branch-and-cut [MSC 2020] 90C11 - Mixed integer programming [MSC 2020] 90C29 - Multi-objective and goal programming [MSC 2020] 90C59 - Approximation methods and heuristics in mathematical programming [MSC 2020] |
| Soggetto non controllato |
Algorithms
Applied optimization Discrete Optimization GAMS Global optimization Linear optimization Linear programming Multi-objective optimization Nonlinear Programming Nonlinear optimization Optimal Control Optimization Optimization under uncertainty Programming Stochastic optimal control |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0249359 |
|
Diwekar, Urmila M.
|
||
| Cham, : Springer, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
On Stochastic Optimization Problems and an Application in Finance / Josef Anton Strini
| On Stochastic Optimization Problems and an Application in Finance / Josef Anton Strini |
| Autore | Strini, Josef Anton |
| Pubbl/distr/stampa | Wiesbaden, : Springer spektrum, 2019 |
| Descrizione fisica | ix, 106 p. : ill. ; 24 cm |
| Soggetto topico |
93E20 - Optimal stochastic control [MSC 2020]
93-XX - Systems theory; control [MSC 2020] 91G80 - Financial applications of other theories [MSC 2020] 90C39 - Dynamic programming [MSC 2020] 91G50 - Corporate finance (dividends, real options, etc.) [MSC 2020] |
| Soggetto non controllato |
Actuarial mathematics
Applied probability Dividend Consumption Problem Mathematical Finance Stochastic optimal control |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0126615 |
|
Strini, Josef Anton
|
||
| Wiesbaden, : Springer spektrum, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
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 |
|
Ahmed, Nasir Uddin
|
||
| Cham, : Springer, 2021 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Stochastic Control Theory : Dynamic Programming Principle / Makiko Nisio
| Stochastic Control Theory : Dynamic Programming Principle / Makiko Nisio |
| Autore | Nisio, Makiko |
| Edizione | [2. ed] |
| Pubbl/distr/stampa | Tokyo, : Springer, 2015 |
| Descrizione fisica | xv, 250 p. ; 24 cm |
| Soggetto topico |
93E20 - Optimal stochastic control [MSC 2020]
60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020] |
| Soggetto non controllato |
Dynamic programming principle
Nonlinear semigroup Partial differential equations Stochastic Differential Games Stochastic optimal control Viscosity solutions |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0125370 |
|
Nisio, Makiko
|
||
| Tokyo, : Springer, 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Stochastic multi-stage optimization : at the crossroads between discrete time stochastic control and stochastic programming / Pierre Carpentier ... [et al.] - [Cham]] : Springer, 2015
| Stochastic multi-stage optimization : at the crossroads between discrete time stochastic control and stochastic programming / Pierre Carpentier ... [et al.] - [Cham]] : Springer, 2015 |
| Pubbl/distr/stampa | XVII, 362 p., : ill. ; 24 cm |
| Soggetto topico |
49-XX - Calculus of variations and optimal control; optimization [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020] 93C15 - Control/observation systems governed by ordinary differential equations [MSC 2020] |
| Soggetto non controllato |
Discretization
Dynamical information Numerical approximation Optimization Stochastic Programming Stochastic optimal control |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0113531 |
| XVII, 362 p., : ill. ; 24 cm | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Stochastic Optimal Control in Infinite Dimension : Dynamic Programming and HJB Equations / Giorgio Fabbri, Fausto Gozzi, Andrzej Święch ; With a Contribution by Marco Fuhrman and Gianmario Tessitore
| Stochastic Optimal Control in Infinite Dimension : Dynamic Programming and HJB Equations / Giorgio Fabbri, Fausto Gozzi, Andrzej Święch ; With a Contribution by Marco Fuhrman and Gianmario Tessitore |
| Autore | Fabbri, Giorgio |
| Pubbl/distr/stampa | Cham, : Springer, 2017 |
| Descrizione fisica | xxiii, 916 p. ; 24 cm |
| Altri autori (Persone) |
Gozzi, Fausto
Święch, Andrzej |
| Soggetto topico |
35R15 - PDEs on infinite-dimensional (e.g., function) spaces (= PDEs in infinitely many variables) [MSC 2020]
93E20 - Optimal stochastic control [MSC 2020] 49L20 - Dynamic programming in optimal control and differential games [MSC 2020] 49L25 - Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games [MSC 2020] 65Hxx - Nonlinear algebraic or transcendental equations [MSC 2020] 49Lxx - Hamilton-Jacobi theories [MSC 2020] 35Q93 - PDEs in connection with control and optimization [MSC 2020] 37L55 - Infinite-dimensional random dynamical systems; stochastic equations [MSC 2020] |
| Soggetto non controllato |
BSDEs approach to HJB equations
Hamilton-Jacobi-Bellman (HJB) equations Infinite dimensional systems Mild solutions of HJB equations Partial differential equations Stochastic optimal control Viscosity solutions |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0123826 |
|
Fabbri, Giorgio
|
||
| Cham, : Springer, 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||