Providing an introduction to stochastic optimal control in in?nite dimension, this book gives a complete account of the theory of second-order HJB equations in in?nite-dimensional Hilbert spaces, focu
This book covers the most recent developments in adaptive dynamic programming (ADP). The text begins with a thorough background review of ADP making sure that readers are sufficiently familiar with th
This book offers a systematic introduction to the optimal stochastic control theory via the dynamic programming principle, which is a powerful tool to analyze control problems.First we consider comple
The main purpose of the book is to show how a viscosity approach can be used to tackle control problems in insurance. The problems covered are the maximization of survival probability as well as the m
There are many methods of stable controller design for nonlinear systems. In seeking to go beyond the minimum requirement of stability, Adaptive Dynamic Programming in Discrete Time approaches the cha
Humans interact with and are part of the mysterious processes of nature. Inevitably they have to discover how to manage the environment for their long-term survival and benefit. To do this successfull
This book provides a straightforward overview for every researcher interested in stochastic dynamic vehicle routing problems (SDVRPs). The book is written for both the applied researcher looking for s
This book offers a systematic introduction to the optimal stochastic control theory via the dynamic programming principle, which is a powerful tool to analyze control problems.First we consider comple
?There are several techniques to study noncooperative dynamic games, such as dynamic programming and the maximum principle (also called the Lagrange method). It turns out, however, that one way to cha
This book presents the latest findings on stochastic dynamic programming models and on solving optimal control problems in networks. It includes the authors’ new findings on determining the optimal so
Volume IX in the Transactions on Aspect-Oriented Software Development series contains papers on modularization, pointcut language, dynamic adaptation, event-based programming, aspect-aware design, sys
This book contains an introduction to three topics in stochastic control: discrete time stochastic control, i. e. , stochastic dynamic programming (Chapter 1), piecewise - terministic control problems
Introduces static and dynamic pattern calculus. This book shows how Lisp is more than just lambda-calculus. It is suitable for researchers with an interest in the foundations of computing, programming
This work examines all the fuzzy multicriteria methods recently developed, such as fuzzy AHP, fuzzy TOPSIS, interactive fuzzy multiobjective stochastic linear programming, fuzzy multiobjective dynamic
This research monograph develops the Hamilton-Jacobi-Bellman theory via dynamic programming principle for a class of optimal control problems for stochastic hereditary differential equations (SHDEs)
This book is an introduction to optimal stochastic control for continuous time Markov processes and the theory of viscosity solutions. It covers dynamic programming for deterministic optimal control p
This book is an introduction to optimal stochastic control for continuous time Markov processes and the theory of viscosity solutions. It covers dynamic programming for deterministic optimal control p
