LIBROS DEL AUTOR: jiongmin yong

11 resultados para LIBROS DEL AUTOR: jiongmin yong

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  • Time-Delayed Linear Quadratic Optimal Control Problems
    Jingtao Shi / Jiongmin Yong / Weijun Meng
    This book characterizes the open-loop and closed-loop solvability for time-delayed linear quadratic optimal control problems.  Different from the existing literature, in the current book, we present a theory of deterministic LQ problems with delays which has several new features:Our system is time-varying, with both the state equation and cost functional being allowed to includ...
    Disponible

    72,44 €

  • MATHEMATICAL ANALYSIS
    Jiongmin Yong / YONG JIONGMIN
    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 science, including physics, chemistry, biology, engineering, finance, and economics. In this book, some basic theories of analysis are presented, including metric spaces and their properties, limit of...
    Disponible

    88,87 €

  • Stochastic Linear-Quadratic Optimal Control Theory
    Jingrui Sun / Jiongmin Yong
      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 presents the results in the context of finite and infinite horizon problems, and discusses a number of new and interesting issues. Further, it precisely identifies, for the first time, the interconnect...
    Disponible

    80,41 €

  • Stochastic Linear-Quadratic Optimal Control Theory
    Jingrui Sun / Jiongmin Yong
    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 presents results for two-player differential games and mean-field optimal control problems in the context of finite and infinite horizon problems, and discusses a number of new and interesting issues. Fu...
    Disponible

    80,44 €

  • OPTIMIZATION THEORY
    Jiongmin Yong / YONG JIONGMIN
    Mathematically, most of the interesting optimization problems can be formulated to optimize some objective function, subject to some equality and/or inequality constraints. This book introduces some classical and basic results of optimization theory, including nonlinear programming with Lagrange multiplier method, the Karush–Kuhn–Tucker method, Fritz John's method, problems...
    Disponible

    89,06 €

  • DIFFERENTIAL GAMES
    Jiongmin Yong / YONG JIONGMIN
     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, followed by a basic theory for two-person games. For dynamic situations, the author first recalls control theory which is treated as single-person differential games. Then a systematic theory of two-per...
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    121,22 €

  • Stochastic Controls
    Jiongmin Yong / Xun Yu Zhou
    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 problems. * An interesting phenomenon one can observe from the literature is that these two approaches have been developed separately and independently. Since both methods are ...
    Disponible

    243,77 €

  • Optimal Control Theory for Infinite Dimensional Systems
    Jiongmin Yong / Xungjing Li
    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, diffusion-reaction processes, etc., all lie within this area. The object that we are studying (temperature, displace­ ment, concentration, velocity, etc.) is usually referred...
    Disponible

    206,86 €

  • Forward-Backward Stochastic Differential Equations and their Applications
    Jin Ma / Jiongmin Yong
    This book is intended to give an introduction to the theory of forwa- backward stochastic di erential equations (FBSDEs, for short) which has received strong attention in recent years because of its interesting structure and its usefulness in various applied elds. The motivation for studying FBSDEs comes originally from stochastic optimal control theo...
    Disponible

    72,43 €

  • Stochastic Controls
    JIONGMIN YONG / Xun Yu Zhou
    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 problems. * An interesting phenomenon one can observe from the literature is that these two approaches have been developed separately and independently. Since both methods are ...
    Disponible

    242,41 €

  • Optimal Control Theory for Infinite Dimensional Systems
    Jiongmin Yong / Xungjing Li
    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, diffusion-reaction processes, etc., all lie within this area. The object that we are studying (temperature, displace­ ment, concentration, velocity, etc.) is usually referred...
    Disponible

    266,99 €