This book focuses on maximum principle and verification theorem for incomplete information forward-backward stochastic differential equations (FBSDEs) and their applications in linear-quadratic optimal controls and mathematical finance.
In a unified form, this monograph presents fundamental results on the approximation of centralized and decentralized stochastic control problems, with uncountable state, measurement, and action spaces.
This book introduces readers to the "e;Jaya"e; algorithm, an advanced optimization technique that can be applied to many physical and engineering systems.
The contributions in this book discuss large-scale problems like the optimal design of domes, antennas, transmission line towers, barrel vaults and steel frames with different types of limitations such as strength, buckling, displacement and natural frequencies.
Control of Discrete-Time Descriptor Systems takes an anisotropy-based approach to the explanation of random input disturbance with an information-theoretic representation.
Reinforcement Learning for Optimal Feedback Control develops model-based and data-driven reinforcement learning methods for solving optimal control problems in nonlinear deterministic dynamical systems.
This book presents the design of delay-efficient packet schedulers for heterogeneous M2M uplink traffic classified into several classes, based on packet delay requirements, payload size, arrival process, etc.
This volume contains the proceedings of the XII Symposium of Probability and Stochastic Processes which took place at Universidad Autonoma de Yucatan in Merida, Mexico, on November 16-20, 2015.
This textbook provides a comprehensive introduction to the classical and modern calculus of variations, serving as a useful reference to advanced undergraduate and graduate students as well as researchers in the field.
This textbook presents a wide range of tools for a course in mathematical optimization for upper undergraduate and graduate students in mathematics, engineering, computer science, and other applied sciences.
This unique text/reference presents a fresh look at nonlinear processing through nonlinear eigenvalue analysis, highlighting how one-homogeneous convex functionals can induce nonlinear operators that can be analyzed within an eigenvalue framework.
This book reports on advanced concepts in fuzzy graph theory, showing a set of tools that can be successfully applied to understanding and modeling illegal human trafficking.
This book outlines the latest trends in the use of multicriteria analysis in agriculture by highlighting recent applications for modeling agricultural decision-making.
This volume originates from the INDAM Symposium on Trends on Applications of Mathematics to Mechanics (STAMM), which was held at the INDAM headquarters in Rome on 5-9 September 2016.
This book provides a comprehensive presentation of classical and advanced topics in estimation and control of dynamical systems with an emphasis on stochastic control.
Since the days of Lev Pontryagin and his associates, the discipline of Optimal Control has enjoyed a tremendous upswing - not only in terms of its mathematical foundations, but also with regard to numerous fields of application, which have given rise to highly active research areas.
The research and review papers presented in this volume provide an overview of the main issues, findings, and open questions in cutting-edge research on the fields of modeling, optimization and dynamics and their applications to biology, economics, energy, finance, industry, physics and psychology.
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 book is a compilation of recent research on distributed optimization algorithms for the integral load management of plug-in electric vehicle (PEV) fleets and their potential services to the electricity system.
This book provides an overview of classical actuarial techniques, including material that is not readily accessible elsewhere such as the Ammeter risk model and the Markov-modulated risk model.
This proceedings book presents selected contributions from the XVIII Congress of APDIO (the Portuguese Association of Operational Research) held in Valenca on June 28-30, 2017.
Presenting a selection of recent developments in geometrical problems inspired by the N-body problem, these lecture notes offer a variety of approaches to study them, ranging from variational to dynamical, while developing new insights, making geometrical and topological detours, and providing historical references.
This clear and concise textbook provides a rigorous introduction to the calculus of variations, depending on functions of one variable and their first derivatives.
The Proceedings volume contains 16 contributions to the IMPA conference "e;New Trends in Parameter Identification for Mathematical Models"e;, Rio de Janeiro, Oct 30 - Nov 3, 2017, integrating the "e;Chemnitz Symposium on Inverse Problems on Tour"e;.
This contributed volume considers recent advances in dynamic games and their applications, based on presentations given at the 17th Symposium of the International Society of Dynamic Games, held July 12-15, 2016, in Urbino, Italy.
This book presents an introduction to Evolutionary Game Theory (EGT) which is an emerging field in the area of complex systems attracting the attention of researchers from disparate scientific communities.
This book presents an authoritative collection of contributions reporting on fuzzy logic and decision theory, together with applications and case studies in economics and management science.
This book presents a systematic overview on partition function form games: a game form in cooperative game theory to integrate externalities for various applications.
Focused on the logistics and transportation operations within a supply chain, this book brings together the latest models, algorithms, and optimization possibilities.