Hakutulokset: Kirjoja kirjailijalta Jiongmin Yong
yhteensä 12 hakutulosta
Optimal Control Theory for Infinite Dimensional Systems
Infinite dimensional systems can be used to describe many phenomena in the real world. As is well known, heat conduction, properties of elastic plastic material, fluid dynamics, …
Control Theory And Related Topics: In Memory Of Professor Xunjing Li
Xunjing Li (1935-2003) was a pioneer in control theory in China. He was known in the Chinese community of applied mathematics, and in the global community of optimal control theory …
Forward-Backward Stochastic Differential Equations and their Applications
This volume is a survey/monograph on the recently developed theory of forward-backward stochastic differential equations (FBSDEs). Basic techniques such as the method of optimal …
Mathematical Analysis: A Concise Introduction
Mathematical analysis serves as a common foundation for many research areas of pure and applied mathematics. It is also an important and powerful tool used in many other fields of …
Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems
This book gathers the most essential results, including recent ones, on linear-quadratic optimal control problems, which represent an important aspect of stochastic control. It …
Differential Games: A Concise Introduction
This book uses a small volume to present the most basic results for deterministic two-person differential games. The presentation begins with optimization of a single function, …
Optimal Control Theory for Infinite Dimensional Systems
Infinite dimensional systems can be used to describe many phenomena in the real world. As is well known, heat conduction, properties of elastic plastic material, fluid dynamics, …
Stochastic Controls
As is well known, Pontryagin's maximum principle and Bellman's dynamic programming are the two principal and most commonly used approaches in solving stochastic optimal control …
Control Theory of Distributed Parameter Systems and Applications
The IFIP-TC7, WG 7.2 Conference on Control Theory of Distributed Parameter Systems and Applications was held at Fudan University, Shanghai, China, May 6-9, 1990. The papers …
Optimization Theory: A Concise Introduction
Mathematically, most of the interesting optimization problems can be formulated to optimize some objective function, subject to some equality and/or inequality constraints. This …
Stochastic Controls
As is well known, Pontryagin's maximum principle and Bellman's dynamic programming are the two principal and most commonly used approaches in solving stochastic optimal control …
Stochastic Linear-Quadratic Optimal Control Theory: Open-Loop and Closed-Loop Solutions
This book gathers the most essential results, including recent ones, on linear-quadratic optimal control problems, which represent an important aspect of stochastic control. It …