Controlled Stochastic Processes
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- Artikel-Nr.: 10333211
Beschreibung
1 Discrete-Parameter Controlled Stochastic Processes.- 1 Definitions.- 2 Optimization Problem.- 3 Construction of Optimal and ?-Optimal Controls.- 4 Control of Processes with Incomplete Observations.- 5 Optimal Stopping Problems.- 6 Controlled Markov Chains.- 7 Homogeneous Controlled Markov Chains.- 8 Optimal Stopping of Markov Chains.- 2 Continuous-Time Control Processes.- 1 General Definitions.- 2 Representation of the Controlled Objects and Construction of Controlled Processes.- 3 Optimization Problem; Approximation Theorem.- 4 Controlled Markov Processes.- 5 Jump Markovian Controlled Processes.- 3 Controlled Stochastic Differential Equations.- 1 Some Preliminaries.- 2 Stochastic Differential Equations.- 3 Controlled Stochastic Differential Equations.- 4 Evolutional Loss Functions.- 5 Linear Systems without an After-effect.- 6 Control Equations with Continuous Noise.- 7 Controlled Diffusion Processes.- Historical and Bibliographical Remarks.
Eigenschaften
Gewicht: | 520 g |
Seiten: | 237 |
Sprachen: | Englisch |
Autor: | A. V. Skorohod, I. I. Gihman, S. Kotz |
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