Control Engineering and Finance

Control Engineering and Finance

This book includes a review of mathematical tools like modelling, analysis of stochastic processes, calculus of variations and stochastic differential equations which are applied to solve financial problems like modern portfolio theory and option pricing. Every chapter presents exercises which help...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής
Κύριος συγγραφέας:	Hacısalihzade, Selim S. (Συγγραφέας, http://id.loc.gov/vocabulary/relators/aut)
Συγγραφή απο Οργανισμό/Αρχή:	SpringerLink (Online service)
Μορφή:	Ηλεκτρονική πηγή Ηλ. βιβλίο
Γλώσσα:	English
Έκδοση:	Cham : Springer International Publishing : Imprint: Springer, 2018.
Έκδοση:	1st ed. 2018.
Σειρά:	Lecture Notes in Control and Information Sciences, 467
Θέματα:	Calculus of variations. Control engineering. Probabilities. Calculus of Variations and Optimal Control; Optimization. Control and Systems Theory. Probability Theory and Stochastic Processes.
Διαθέσιμο Online:	Full Text via HEAL-Link

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Finite Approximations in Discrete-Time Stochastic Control Quantized Models and Asymptotic Optimality /
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An Introduction to Optimal Control of FBSDE with Incomplete Information
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Discrete-Event Control of Stochastic Networks: Multimodularity and Regularity
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Many Agent Games in Socio-economic Systems: Corruption, Inspection, Coalition Building, Network Growth, Security
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Modeling, Stochastic Control, Optimization, and Applications
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Stochastic Optimal Control of Structures
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Quantitative Stochastic Homogenization and Large-Scale Regularity
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Calculus of Variations An Introduction to the One-Dimensional Theory with Examples and Exercises /
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Optimal Control Problems Arising in Forest Management
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Probabilistic Theory of Mean Field Games with Applications II Mean Field Games with Common Noise and Master Equations /
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Probabilistic Theory of Mean Field Games with Applications I Mean Field FBSDEs, Control, and Games /
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Algorithms for Solving Common Fixed Point Problems
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Direct Methods in Control Problems
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Model Predictive Control Approaches Based on the Extended State Space Model and Extended Non-minimal State Space Model /
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Computational Intelligence and Optimization Methods for Control Engineering
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Applied Stochastic Control of Jump Diffusions
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Discrete-Time Higher Order Sliding Mode The Concept and the Control /
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Convex Variational Problems Linear, nearly Linear and Anisotropic Growth Conditions /
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Uniqueness Theorems for Variational Problems by the Method of Transformation Groups
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Limits of Stability and Stabilization of Time-Delay Systems A Small-Gain Approach /
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Event-Triggered Sliding Mode Control A New Approach to Control System Design /
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New Perspectives and Applications of Modern Control Theory In Honor of Alexander S. Poznyak /
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Linear Delay-Differential Systems with Commensurate Delays: An Algebraic Approach
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Reinforcement Learning for Optimal Feedback Control A Lyapunov-Based Approach /
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Functional Analytic Methods for Evolution Equations
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Turnpike Conditions in Infinite Dimensional Optimal Control
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Optimal Control of PDEs under Uncertainty An Introduction with Application to Optimal Shape Design of Structures /
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