An introduction to nonlinear analysis : applications / Zdzislaw Denkowski, Stanislaw Migórski, and Nikolas S. Papageorgiou |
Autore | Denkowski, Zdzislaw |
Pubbl/distr/stampa | Boston [etc.], : Kluwer, 2003 |
Descrizione fisica | XV, 689 p. ; 26 cm. |
Altri autori (Persone) |
Papageorgiou, Nikolaos Socrates
Migórski, Stanislaw |
Soggetto topico |
49-XX - Calculus of variations and optimal control; optimization [MSC 2020]
47-XX - Operator theory [MSC 2020] 47N10 - Applications of operator theory in optimization, convex analysis, mathematical programming, economics [MSC 2020] 49L25 - Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games [MSC 2020] 47Hxx - Nonlinear operators and their properties [MSC 2020] |
ISBN | 03-06-47456-5 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-SUN0060489 |
Denkowski, Zdzislaw | ||
Boston [etc.], : Kluwer, 2003 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
An introduction to nonlinear analysis : applications / Zdzislaw Denkowski, Stanislaw Migórski, and Nikolas S. Papageorgiou |
Autore | Denkowski, Zdzislaw |
Pubbl/distr/stampa | Boston [etc.], : Kluwer, 2003 |
Descrizione fisica | XV, 689 p. ; 26 cm |
Altri autori (Persone) |
Migórski, Stanislaw
Papageorgiou, Nikolaos Socrates |
Soggetto topico |
49-XX - Calculus of variations and optimal control; optimization [MSC 2020]
47-XX - Operator theory [MSC 2020] 47N10 - Applications of operator theory in optimization, convex analysis, mathematical programming, economics [MSC 2020] 49L25 - Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games [MSC 2020] 47Hxx - Nonlinear operators and their properties [MSC 2020] |
ISBN | 03-06-47456-5 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-VAN0060489 |
Denkowski, Zdzislaw | ||
Boston [etc.], : Kluwer, 2003 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
An introduction to nonlinear analysis : applications / Zdzislaw Denkowski, Stanislaw Migórski, and Nikolas S. Papageorgiou |
Autore | Denkowski, Zdzislaw |
Pubbl/distr/stampa | Boston [etc.], : Kluwer, 2003 |
Descrizione fisica | XV, 689 p. ; 26 cm |
Altri autori (Persone) |
Migórski, Stanislaw
Papageorgiou, Nikolaos Socrates |
Soggetto topico |
47-XX - Operator theory [MSC 2020]
47Hxx - Nonlinear operators and their properties [MSC 2020] 47N10 - Applications of operator theory in optimization, convex analysis, mathematical programming, economics [MSC 2020] 49-XX - Calculus of variations and optimal control; optimization [MSC 2020] 49L25 - Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games [MSC 2020] |
ISBN | 03-06-47456-5 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-VAN00060489 |
Denkowski, Zdzislaw | ||
Boston [etc.], : Kluwer, 2003 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Asymptotic behavior of dynamical and control systems under perturbation and discretization / Lars Grune |
Autore | Grune, Lars |
Pubbl/distr/stampa | Berlin [etc.], : Springer, 2002 |
Descrizione fisica | IX, 231 p. ; 24 cm. |
Soggetto topico |
37-XX - Dynamical systems and ergodic theory [MSC 2020]
37B25 - Stability of topological dynamical systems [MSC 2020] 49L25 - Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games [MSC 2020] 93B05 - Controllability [MSC 2020] 93B35 - Sensitivity (robustness) [MSC 2020] 65P40 - Numerical nonlinear stabilities in dynamical systems [MSC 2020] 93D30 - Lyapunov and storage functions [MSC 2020] 93-XX - Systems theory; control [MSC 2020] |
ISBN | 8-3-540-43391-0 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-SUN0056302 |
Grune, Lars | ||
Berlin [etc.], : Springer, 2002 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Asymptotic behavior of dynamical and control systems under perturbation and discretization / Lars Grüne |
Autore | Grüne, Lars |
Pubbl/distr/stampa | Berlin, : Springer, 2002 |
Descrizione fisica | IX, 231 p. ; 24 cm |
Soggetto topico |
37-XX - Dynamical systems and ergodic theory [MSC 2020]
37B25 - Stability of topological dynamical systems [MSC 2020] 49L25 - Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games [MSC 2020] 93B05 - Controllability [MSC 2020] 93B35 - Sensitivity (robustness) [MSC 2020] 65P40 - Numerical nonlinear stabilities in dynamical systems [MSC 2020] 93D30 - Lyapunov and storage functions [MSC 2020] 93-XX - Systems theory; control [MSC 2020] |
Soggetto non controllato |
Algorithm
Algorithms Control Control systems Control theory Differential games Nonlinear Control Optimal Control Stability |
ISBN | 978-35-404-3391-0 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0056302 |
Grüne, Lars | ||
Berlin, : Springer, 2002 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Asymptotic behavior of dynamical and control systems under perturbation and discretization / Lars Grüne |
Autore | Grüne, Lars |
Pubbl/distr/stampa | Berlin, : Springer, 2002 |
Descrizione fisica | IX, 231 p. ; 24 cm |
Soggetto topico |
37-XX - Dynamical systems and ergodic theory [MSC 2020]
37B25 - Stability of topological dynamical systems [MSC 2020] 49L25 - Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games [MSC 2020] 65P40 - Numerical nonlinear stabilities in dynamical systems [MSC 2020] 93-XX - Systems theory; control [MSC 2020] 93B05 - Controllability [MSC 2020] 93B35 - Sensitivity (robustness) [MSC 2020] 93D30 - Lyapunov and storage functions [MSC 2020] |
Soggetto non controllato |
Algorithm
Algorithms Control Control systems Control theory Differential games Nonlinear Control Optimal Control Stability |
ISBN | 978-35-404-3391-0 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN00056302 |
Grüne, Lars | ||
Berlin, : Springer, 2002 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Fundamentals and advanced techniques in derivatives hedging / Bruno Bouchard, Jean-François Chassagneux |
Autore | Bouchard, Bruno |
Pubbl/distr/stampa | [Cham], : Springer, 2016 |
Descrizione fisica | XII, 280 p. : ill. ; 24 cm |
Altri autori (Persone) | Chassagneux, Jean-François |
Soggetto topico |
60H07 - Stochastic calculus of variations and the Malliavin calculus [MSC 2020]
49L25 - Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games [MSC 2020] 91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] 91G80 - Financial applications of other theories [MSC 2020] 91G10 - Portfolio theory [MSC 2020] |
Soggetto non controllato |
Absence of arbitrage
Derivative pricing Mathematical Finance Option Partial differential equations Portfolio management Quantitative Finance Risk management Stochastic Controls Stochastic targets |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0114788 |
Bouchard, Bruno | ||
[Cham], : Springer, 2016 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Fundamentals and advanced techniques in derivatives hedging / Bruno Bouchard, Jean-François Chassagneux |
Autore | Bouchard, Bruno |
Pubbl/distr/stampa | [Cham], : Springer, 2016 |
Descrizione fisica | XII, 280 p. : ill. ; 24 cm |
Altri autori (Persone) | Chassagneux, Jean-François |
Soggetto topico |
49L25 - Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games [MSC 2020]
60H07 - Stochastic calculus of variations and the Malliavin calculus [MSC 2020] 91G10 - Portfolio theory [MSC 2020] 91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] 91G80 - Financial applications of other theories [MSC 2020] |
Soggetto non controllato |
Absence of arbitrage
Derivative pricing Mathematical Finance Option Partial differential equations Portfolio management Quantitative Finance Risk management Stochastic Controls Stochastic targets |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN00114788 |
Bouchard, Bruno | ||
[Cham], : Springer, 2016 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Fundamentals and advanced techniques in derivatives hedging / Bruno Bouchard, Jean-François Chassagneux |
Autore | Bouchard, Bruno |
Edizione | [[Cham] : Springer, 2016] |
Pubbl/distr/stampa | XII, 280 p., : ill. ; 24 cm |
Descrizione fisica | Translation from the french language edition: Valorisation des produits dérivés |
Altri autori (Persone) | Chassagneux, Jean-François |
Soggetto topico |
60H07 - Stochastic calculus of variations and the Malliavin calculus [MSC 2020]
49L25 - Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games [MSC 2020] 91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] 91G80 - Financial applications of other theories [MSC 2020] 91G10 - Portfolio theory [MSC 2020] |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-SUN0114788 |
Bouchard, Bruno | ||
XII, 280 p., : ill. ; 24 cm | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Hamilton-Jacobi equations : approximations, numerical analysis and applications : Cetraro, Italy 2011 / Yves Achdou, ... [et al.] ; Paola Loreti, Nicoletta Anna Tchou editors |
Pubbl/distr/stampa | Berlin, : Springer, 2013 |
Descrizione fisica | XV, 301 p. : ill. ; 24 cm |
Soggetto topico |
14Txx - Tropical geometry [MSC 2020]
15A80 - Max-plus and related algebras [MSC 2020] 35B40 - Asymptotic behavior of solutions to PDEs [MSC 2020] 35F21 - Hamilton-Jacobi equations [MSC 2020] 49-XX - Calculus of variations and optimal control; optimization [MSC 2020] 49L25 - Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games [MSC 2020] 49N70 - Differential games and control [MSC 2020] 91A07 - Games with infinitely many players [MSC 2020] |
Soggetto non controllato |
Hamilton Jacobi Bellman equations
Large time behavior Mean field games Partial differential equations Tropical and idempotent analysis |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN00096111 |
Berlin, : Springer, 2013 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|