Neural Approximations for Optimal Control and Decision provides a comprehensive methodology for the approximate solution of functional optimization problems using neural networks and other nonlinear approximators where the use of traditional optimal control tools is prohibited by complicating factors like non-Gaussian noise, strong nonlinearities, large dimension of state and control vectors, etc.
This book is devoted to the study of optimal control problems arising in forest management, an important and fascinating topic in mathematical economics studied by many researchers over the years.
This book gives a concise presentation of the mathematical foundations of Game Theory, with an emphasis on strategic analysis linked to information and dynamics.
This handbook gathers state-of-the-art research on optimization problems in power distribution systems, covering classical problems as well as the challenges introduced by distributed power generation and smart grid resources.
The main purpose of the book is to give a rigorous introduction to the most important and useful solution methods of various types of stochastic control problems for jump diffusions and their applications.
This self-contained book describes social influence from a computational point of view, with a focus on recent and practical applications, models, algorithms and open topics for future research.
The book presents eight well-known and often used algorithms besides nine newly developed algorithms by the first author and his students in a practical implementation framework.
There has been an increase in attention toward systems involving large numbers of small players, giving rise to the theory of mean field games, mean field type control and nonlinear Markov games.
This book addresses two disciplines that have traditionally occupied completely different realms: quantum information and computation, and game theory.
This book gathers a selection of peer-reviewed papers presented at the International Conference on Operations Research (OR 2019), which was held at Technische Universitat Dresden, Germany, on September 4-6, 2019, and was jointly organized by the German Operations Research Society (GOR) the Austrian Operations Research Society (OGOR), and the Swiss Operational Research Society (SOR/ASRO).
The book provides a broad introduction to both the theory and the application of optimization with a special emphasis on the elegance, importance, and usefulness of the parametric self-dual simplex method.
This book features a selection of contributions that were presented at the Modeling and Optimization: Theory and Applications Conference (MOPTA) held at Lehigh University in B ethlehem, Pennsylvania, USA between August 16-18, 2017.
This work presents recent mathematical methods in the area of optimal control with a particular emphasis on the computational aspects and applications.
This book introduces readers to basic game theory as a tool to deal with strategic decision problems, helping them to understand the complexity of such problems - to extract a solution, if possible - and to manage the complexity by revising the game if appropriate.
This book is intended to be a useful contribution for the modern teaching of applied mathematics, educating Industrial Mathematicians that will meet the growing demand for such experts.
Focusing on recent advances in option pricing under the SABR model, this book shows how to price options under this model in an arbitrage-free, theoretically consistent manner.
This book presents recent developments in modelling and optimization of engineering systems and the use of advanced mathematical methods for solving complex real-world problems.
This book presents the latest research in the fields of reliability theory and its applications, providing a comprehensive overview of reliability engineering and discussing various tools, techniques, strategies and methods within these areas.
This book introduces the reader to important concepts in modern applied analysis, such as homogenization, gradient flows on metric spaces, geometric evolution, Gamma-convergence tools, applications of geometric measure theory, properties of interfacial energies, etc.
This authored monograph presents a study on fundamental limits and robustness of stability and stabilization of time-delay systems, with an emphasis on time-varying delay, robust stabilization, and newly emerged areas such as networked control and multi-agent systems.
This brief examines mathematical models in nonsmooth mechanics and nonregular electrical circuits, including evolution variational inequalities, complementarity systems, differential inclusions, second-order dynamics, Lur'e systems and Moreau's sweeping process.
In a series of conversational essays, this textbook discusses the manner in which economic thought addresses a broad array of everyday issues beyond classical textbook treatments.
This book presents a unified theory of convex functions, sets, and set-valued mappings in topological vector spaces with its specifications to locally convex, Banach and finite-dimensional settings.
This volume is a user-friendly presentation of the main theoretical properties of the Fourier-Malliavin volatility estimation, allowing the readers to experience the potential of the approach and its application in various financial settings.
This book includes the best studies on the results of the International Scientific and Practical Conference "e;New behaviors of market players in the digital economy,"e; which was held by the Institute of Scientific Communications on July 8, 2021, online, in YouTube format.
This textbook provides an introduction to the use and understanding of optimization and modeling for upper-level undergraduate students in engineering and mathematics.
This book takes the reader on a journey, navigating the enigmatic aspects of cooperation; a journey that starts inside the body and continues via our thoughts to the human super-organism.
This book both analyzes and synthesizes new cutting-edge theories and methods for future design implementations in smart cities through interdisciplinary synergizing of architecture, technology, and the Internet of Things (IoT).
Curated by the Fields Institute for Research in Mathematical Sciences from their COVID-19 Math Modelling Seminars, this first in a series of volumes on the mathematics of public health allows readers to access the dominant ideas and techniques being used in this area, while indicating problems for further research.
The papers presented in this volume address diverse challenges in energy systems, ranging from operational to investment planning problems, from market economics to technical and environmental considerations, from distribution grids to transmission grids and from theoretical considerations to data provision concerns and applied case studies.