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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Έκδοση: (2003)

Viscosity Solutions and Applications Lectures given at the 2nd Session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Montecatini Terme, Italy, June, 12 - 20, 1995 /
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Many Agent Games in Socio-economic Systems: Corruption, Inspection, Coalition Building, Network Growth, Security
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Estimation and Control of Dynamical Systems
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Modeling, Stochastic Control, Optimization, and Applications
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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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Stochastic Optimal Control of Structures
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Quantitative Stochastic Homogenization and Large-Scale Regularity
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Optimal Impulsive Control The Extension Approach /
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Calculus of Variations and Geometric Evolution Problems Lectures given at the 2nd Session of the Centro Internazionale Matematico Estivo (C.I.M.E.)held in Cetaro, Italy, June 15-22, 1996 /
ανά: Bethuel, F., κ.ά.
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Algorithms for Solving Common Fixed Point Problems
ανά: Zaslavski, Alexander J., κ.ά.
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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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Direct Methods in Control Problems
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Approximation and Optimization Algorithms, Complexity and Applications /
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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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Discrete-Time Higher Order Sliding Mode The Concept and the Control /
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XII Symposium of Probability and Stochastic Processes Merida, Mexico, November 16-20, 2015 /
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Convex Variational Problems Linear, nearly Linear and Anisotropic Growth Conditions /
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Έκδοση: (2003)

Uniqueness Theorems for Variational Problems by the Method of Transformation Groups
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Έκδοση: (2004)

Applied Stochastic Control of Jump Diffusions
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Frontiers in Stochastic Analysis-BSDEs, SPDEs and their Applications Edinburgh, July 2017 Selected, Revised and Extended Contributions /
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Linear Delay-Differential Systems with Commensurate Delays: An Algebraic Approach
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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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Reinforcement Learning for Optimal Feedback Control A Lyapunov-Based Approach /
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Optimal Space Flight Navigation An Analytical Approach /
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Optimal Transportation and Applications Lectures given at the C.I.M.E. Summer School held in Martina Franca, Italy, September 2-8, 2001 /
ανά: Ambrosio, Luigi, κ.ά.
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Computational Mathematics Driven by Industrial Problems Lectures given at the 1st Session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Martina Franca, Italy, June 21-27, 1999 /
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Intelligent Control of Connected Plug-in Hybrid Electric Vehicles
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Turnpike Conditions in Infinite Dimensional Optimal Control
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Functional Analytic Methods for Evolution Equations
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The Variable-Order Fractional Calculus of Variations
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