This book gives a self-contained and systematic exposition of the major optimal control theory for continuous-time stochastic diffusion processes, including the Pontryagin type maximum principle (MP)
Concrete is the second most used building material in the world after water. The problem is that over time the material becomes weaker. As a response, researchers and designers are developing self-sen
This books covers the broad range of research in stochastic models and optimization. Applications presented include networks, financial engineering, production planning, and supply chain management. E
