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Optimal control and estimation / Robert F. Stengel
| Optimal control and estimation / Robert F. Stengel |
| Autore | Stengel, Robert F. |
| Pubbl/distr/stampa | New York, : Dover, 1994 |
| Descrizione fisica | XVI, 639 p. ; 21 cm. |
| Soggetto topico |
93E20 - Optimal stochastic control [MSC 2020]
93E10 - Estimation and detection in stochastic control theory [MSC 2020] 93-XX - Systems theory; control [MSC 2020] 49K45 - Optimality conditions for problems involving randomness [MSC 2020] |
| ISBN | 978-04-86682-00-6 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0050192 |
Stengel, Robert F.
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| New York, : Dover, 1994 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Optimal control and estimation / Robert F. Stengel
| Optimal control and estimation / Robert F. Stengel |
| Autore | Stengel, Robert F. |
| Pubbl/distr/stampa | New York, : Dover, 1994 |
| Descrizione fisica | XVI, 639 p. ; 21 cm |
| Soggetto topico |
93E20 - Optimal stochastic control [MSC 2020]
93E10 - Estimation and detection in stochastic control theory [MSC 2020] 93-XX - Systems theory; control [MSC 2020] 49K45 - Optimality conditions for problems involving randomness [MSC 2020] |
| ISBN | 978-04-86682-00-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0050192 |
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Stengel, Robert F.
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||
| New York, : Dover, 1994 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Optimal control and estimation / Robert F. Stengel
| Optimal control and estimation / Robert F. Stengel |
| Autore | Stengel, Robert F. |
| Pubbl/distr/stampa | New York, : Dover, 1994 |
| Descrizione fisica | XVI, 639 p. ; 21 cm |
| Soggetto topico |
49K45 - Optimality conditions for problems involving randomness [MSC 2020]
93-XX - Systems theory; control [MSC 2020] 93E10 - Estimation and detection in stochastic control theory [MSC 2020] 93E20 - Optimal stochastic control [MSC 2020] |
| ISBN | 978-04-86682-00-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00050192 |
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Stengel, Robert F.
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| New York, : Dover, 1994 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Paris-Princeton lectures on mathematical finance 2003 / Tomasz R. Bielecki ... [et al.] ; editorial committee: R. A. Carmona ... [et al.]
| Paris-Princeton lectures on mathematical finance 2003 / Tomasz R. Bielecki ... [et al.] ; editorial committee: R. A. Carmona ... [et al.] |
| Pubbl/distr/stampa | Berlin, : Springer, 2004 |
| Descrizione fisica | VIII, 250 p. ; 24 cm. |
| Soggetto topico |
93E20 - Optimal stochastic control [MSC 2020]
91Bxx - Mathematical economics [MSC 2020] 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] |
| ISBN | 8-3-540-22266-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0046406 |
| Berlin, : Springer, 2004 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Paris-Princeton lectures on mathematical finance 2003 / Tomasz R. Bielecki ... [et al.] ; editorial committee: R. A. Carmona ... [et al.]
| Paris-Princeton lectures on mathematical finance 2003 / Tomasz R. Bielecki ... [et al.] ; editorial committee: R. A. Carmona ... [et al.] |
| Pubbl/distr/stampa | Berlin, : Springer, 2004 |
| Descrizione fisica | VIII, 250 p. ; 24 cm |
| Soggetto topico |
93E20 - Optimal stochastic control [MSC 2020]
91Bxx - Mathematical economics [MSC 2020] 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] |
| Soggetto non controllato |
Defaultable claims
Geometry Hedging Interest Rate Models Mathematical Finance Mathematics Quantitative Finance |
| ISBN | 978-35-402-2266-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0046406 |
| Berlin, : Springer, 2004 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Paris-Princeton lectures on mathematical finance 2003 / Tomasz R. Bielecki ... [et al.] ; editorial committee: R. A. Carmona ... [et al.]
| Paris-Princeton lectures on mathematical finance 2003 / Tomasz R. Bielecki ... [et al.] ; editorial committee: R. A. Carmona ... [et al.] |
| Pubbl/distr/stampa | Berlin, : Springer, 2004 |
| Descrizione fisica | VIII, 250 p. ; 24 cm |
| Soggetto topico |
91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020]
91Bxx - Mathematical economics [MSC 2020] 93E20 - Optimal stochastic control [MSC 2020] |
| Soggetto non controllato |
Defaultable claims
Geometry Hedging Interest Rate Models Mathematical Finance Mathematics Quantitative Finance |
| ISBN | 978-35-402-2266-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00046406 |
| Berlin, : Springer, 2004 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Regularity results for nonlinear elliptic systems and applications / Alain Bensoussan, Jens Frehse
| Regularity results for nonlinear elliptic systems and applications / Alain Bensoussan, Jens Frehse |
| Autore | Bensoussan, Alain |
| Pubbl/distr/stampa | Berlin, : Springer, 2002 |
| Descrizione fisica | XII, 440 p. ; 24 cm. |
| Altri autori (Persone) | Frehse, Jens |
| Soggetto topico |
35-XX - Partial differential equations [MSC 2020]
93E20 - Optimal stochastic control [MSC 2020] 60J65 - Brownian motion [MSC 2020] 35Jxx - Elliptic equations and elliptic systems [MSC 2020] 35J60 - Nonlinear elliptic equations [MSC 2020] 35B65 - Smoothness and regularity of solutions to PDEs [MSC 2020] 82D37 - Statistical mechanical studies of semiconductors [MSC 2020] |
| ISBN | 8-3-642-08726-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0052451 |
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Bensoussan, Alain
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| Berlin, : Springer, 2002 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Regularity results for nonlinear elliptic systems and applications / Alain Bensoussan, Jens Frehse
| Regularity results for nonlinear elliptic systems and applications / Alain Bensoussan, Jens Frehse |
| Autore | Bensoussan, Alain |
| Pubbl/distr/stampa | Berlin, : Springer, 2002 |
| Descrizione fisica | XII, 440 p. ; 24 cm |
| Altri autori (Persone) | Frehse, Jens |
| Soggetto topico |
35-XX - Partial differential equations [MSC 2020]
93E20 - Optimal stochastic control [MSC 2020] 60J65 - Brownian motion [MSC 2020] 35Jxx - Elliptic equations and elliptic systems [MSC 2020] 35J60 - Nonlinear elliptic equations [MSC 2020] 35B65 - Smoothness and regularity of solutions to PDEs [MSC 2020] 82D37 - Statistical mechanical studies of semiconductors [MSC 2020] |
| ISBN | 978-36-420-8726-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0052451 |
|
Bensoussan, Alain
|
||
| Berlin, : Springer, 2002 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Regularity results for nonlinear elliptic systems and applications / Alain Bensoussan, Jens Frehse
| Regularity results for nonlinear elliptic systems and applications / Alain Bensoussan, Jens Frehse |
| Autore | Bensoussan, Alain |
| Pubbl/distr/stampa | Berlin, : Springer, 2002 |
| Descrizione fisica | XII, 440 p. ; 24 cm |
| Altri autori (Persone) | Frehse, Jens |
| Soggetto topico |
35-XX - Partial differential equations [MSC 2020]
35B65 - Smoothness and regularity of solutions to PDEs [MSC 2020] 35J60 - Nonlinear elliptic equations [MSC 2020] 35Jxx - Elliptic equations and elliptic systems [MSC 2020] 60J65 - Brownian motion [MSC 2020] 82D37 - Statistical mechanical studies of semiconductors [MSC 2020] 93E20 - Optimal stochastic control [MSC 2020] |
| ISBN | 978-36-420-8726-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00052451 |
|
Bensoussan, Alain
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| Berlin, : Springer, 2002 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Resilient controls for ordering uncertain prospects : change and response / Khanh D. Pham
| Resilient controls for ordering uncertain prospects : change and response / Khanh D. Pham |
| Autore | Pham, Khanh D. |
| Pubbl/distr/stampa | Cham, : Springer, 2014 |
| Descrizione fisica | XIV, 211 p. : ill. ; 24 cm |
| Soggetto topico |
93E20 - Optimal stochastic control [MSC 2020]
60G15 - Gaussian processes [MSC 2020] 49J20 - Existence theories for optimal control problems involving partial differential equations [MSC 2020] 49J15 - Existence theories for optimal control problems involving ordinary differential equations [MSC 2020] 91A80 - Applications of game theory [MSC 2020] 62P30 - Applications of statistics in engineering and industry; control charts [MSC 2020] |
| Soggetto non controllato |
Bilinear stochastic systems
Performance risk Performance robustness Resilient control applications Risk aversion Stochastic dominance |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0103908 |
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Pham, Khanh D.
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| Cham, : Springer, 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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