Deterministic and Stochastic Optimal Control / Wendell H. Fleming, Raymond Rishel |
Autore | Fleming, Wendell H. |
Pubbl/distr/stampa | New York, : Springer-Verlag, 1975 |
Descrizione fisica | xi, 222 p. : ill. ; 24 cm |
Altri autori (Persone) | Rishel, Raymond |
Soggetto topico |
49-XX - Calculus of variations and optimal control; optimization [MSC 2020]
93E20 - Optimal stochastic control [MSC 2020] 60J60 - Diffusion processes [MSC 2020] 49Lxx - Hamilton-Jacobi theories [MSC 2020] 49J15 - Existence theories for optimal control problems involving ordinary differential equations [MSC 2020] 49K15 - Optimality conditions for problems involving ordinary differential equations [MSC 2020] 93-XX - Systems theory; control [MSC 2020] |
Soggetto non controllato |
Brownian Motion
Calculus of variations Diffusion Processes Linear optimization Markov Processes Nonlinear optimization Optimal Control Stochastic processes |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-VAN0267844 |
Fleming, Wendell H. | ||
New York, : Springer-Verlag, 1975 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
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Diffusion in Random Fields : Applications to Transport in Groundwater / Nicolae Suciu |
Autore | Suciu, Nicolae |
Pubbl/distr/stampa | Cham, : Birkhauser, 2019 |
Descrizione fisica | xvi, 267 p. : ill. ; 24 cm |
Soggetto topico |
60J60 - Diffusion processes [MSC 2020]
65C10 - Random number generation in numerical analysis [MSC 2020] 86-XX - Geophysics [MSC 2020] 76Sxx - Flows in porous media; filtration; seepage [MSC 2020] 60G60 - Random fields [MSC 2020] 65Cxx - Probabilistic methods, stochastic differential equations [MSC 2020] 65M75 - Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs [MSC 2020] |
Soggetto non controllato |
Diffusion Processes
Ergodicity Groundwater Monte Carlo Methods PDF methods Random Walks Random fields |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0126835 |
Suciu, Nicolae | ||
Cham, : Birkhauser, 2019 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Diffusion in Random Fields : Applications to Transport in Groundwater / Nicolae Suciu |
Autore | Suciu, Nicolae |
Edizione | [Cham : Birkhauser, 2019] |
Pubbl/distr/stampa | xvi, 267 p., : ill. ; 24 cm |
Descrizione fisica | Pubblicazione in formato elettronico |
Soggetto topico |
60J60 - Diffusion processes [MSC 2020]
65C10 - Random number generation in numerical analysis [MSC 2020] 86-XX - Geophysics [MSC 2020] 76Sxx - Flows in porous media; filtration; seepage [MSC 2020] 60G60 - Random fields [MSC 2020] 65Cxx - Probabilistic methods, stochastic differential equations [MSC 2020] 65M75 - Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs [MSC 2020] |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-SUN0126835 |
Suciu, Nicolae | ||
xvi, 267 p., : ill. ; 24 cm | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Diffusion Processes and Related Topics in Biology / Luigi M. Ricciardi ; Notes taken by Charles E. Smith |
Autore | Ricciardi, Luigi M. |
Pubbl/distr/stampa | Berlin, : Springer, 1977 |
Descrizione fisica | vi, 202 p. : ill. ; 24 cm |
Soggetto topico |
92-XX - Biology and other natural sciences [MSC 2020]
60J60 - Diffusion processes [MSC 2020] |
Soggetto non controllato |
Biology
Diffusion Diffusion Processes Equations Mathematics Neurobiology Population Sage |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-VAN0260337 |
Ricciardi, Luigi M. | ||
Berlin, : Springer, 1977 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
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Diffusions, superdiffusions and partial differential equations / E. B. Dynkin |
Autore | Dynkin, Evgenij B. |
Pubbl/distr/stampa | Providence, : American Mathematical Society, 2002 |
Descrizione fisica | XI, 236 p. ; 26 cm. |
Soggetto topico |
60J80 - Branching processes (Galton-Watson, birth-and-death, etc.) [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020] 60J60 - Diffusion processes [MSC 2020] 35K55 - Nonlinear parabolic equations [MSC 2020] 35J66 - Nonlinear boundary value problems for nonlinear elliptic equations [MSC 2020] |
ISBN | 08-218-3174-7 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-SUN0044276 |
Dynkin, Evgenij B. | ||
Providence, : American Mathematical Society, 2002 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
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Diffusions, superdiffusions and partial differential equations / E. B. Dynkin |
Autore | Dynkin, Evgenij B. |
Pubbl/distr/stampa | Providence, : American Mathematical Society, 2002 |
Descrizione fisica | XI, 236 p. ; 26 cm |
Soggetto topico |
60J80 - Branching processes (Galton-Watson, birth-and-death, etc.) [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020] 60J60 - Diffusion processes [MSC 2020] 35K55 - Nonlinear parabolic equations [MSC 2020] 35J66 - Nonlinear boundary value problems for nonlinear elliptic equations [MSC 2020] |
ISBN | 08-218-3174-7 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-VAN0044276 |
Dynkin, Evgenij B. | ||
Providence, : American Mathematical Society, 2002 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
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Dynamic Markov Bridges and Market Microstructure : Theory and Applications / Umut Çetin, Albina Danilova |
Autore | Çetin, Umut |
Pubbl/distr/stampa | New York, : Springer, 2018 |
Descrizione fisica | xiv, 234 p. : ill. ; 24 cm |
Altri autori (Persone) | Danilova, Albina |
Soggetto topico |
60J60 - Diffusion processes [MSC 2020]
60G35 - Signal detection and filtering (aspects of stochastic processes) [MSC 2020] 60Fxx - Limit theorems in probability theory [MSC 2020] 91G80 - Financial applications of other theories [MSC 2020] 60H20 - Stochastic integral equations [MSC 2020] 91B44 - Economics of information [MSC 2020] |
Soggetto non controllato |
Asymmetric Information
Dynamic Markov Bridges Markov Processes Quantitative Finance Stochastic Filtering Stochastic processes |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0125096 |
Çetin, Umut | ||
New York, : Springer, 2018 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Dynamic Markov Bridges and Market Microstructure : Theory and Applications / Umut Çetin, Albina Danilova |
Autore | Çetin, Umut |
Edizione | [New York : Springer, 2018] |
Pubbl/distr/stampa | xiv, 234 p., : ill. ; 24 cm |
Descrizione fisica | Pubblicazione in formato elettronico |
Altri autori (Persone) | Danilova, Albina |
Soggetto topico |
60J60 - Diffusion processes [MSC 2020]
60G35 - Signal detection and filtering (aspects of stochastic processes) [MSC 2020] 60Fxx - Limit theorems in probability theory [MSC 2020] 91G80 - Financial applications of other theories [MSC 2020] 60H20 - Stochastic integral equations [MSC 2020] 91B44 - Economics of information [MSC 2020] |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-SUN0125096 |
Çetin, Umut | ||
xiv, 234 p., : ill. ; 24 cm | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Entropy methods for diffusive partial differential equations / Ansgar Jüngel |
Autore | Jungel, Ansgar |
Pubbl/distr/stampa | [Cham], : Springer, 2016 |
Descrizione fisica | VIII, 139 p. : ill. ; 24 cm |
Soggetto topico |
35-XX - Partial differential equations [MSC 2020]
35Kxx - Parabolic equations and parabolic systems [MSC 2020] 60J60 - Diffusion processes [MSC 2020] 35B40 - Asymptotic behavior of solutions to PDEs [MSC 2020] 35Q84 - Fokker-Planck equations [MSC 2020] |
Soggetto non controllato |
Bakry-Emery methods
Cross-diffusion systems Discrete entropy methods Entropy dissipation methods Functional Inequalities Large-time asymptotics Nonlinear Partial Differential Equations Partial differential equations Polynomial decision problems |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0114692 |
Jungel, Ansgar | ||
[Cham], : Springer, 2016 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
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Entropy methods for diffusive partial differential equations / Ansgar Jüngel |
Autore | Jungel, Ansgar |
Edizione | [[Cham] : Springer, 2016] |
Pubbl/distr/stampa | VIII, 139 p., : ill. ; 24 cm |
Descrizione fisica | Pubblicazione in formato elettronico |
Soggetto topico |
35-XX - Partial differential equations [MSC 2020]
35Kxx - Parabolic equations and parabolic systems [MSC 2020] 60J60 - Diffusion processes [MSC 2020] 35B40 - Asymptotic behavior of solutions to PDEs [MSC 2020] 35Q84 - Fokker-Planck equations [MSC 2020] |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-SUN0114692 |
Jungel, Ansgar | ||
VIII, 139 p., : ill. ; 24 cm | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
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