Providing an introduction to stochastic optimal control in infinite dimension, this book gives a complete account of the theory of second-order HJB equations in infinite-dimensional Hilbert spaces, focusing on its applicability to associated stochastic optimal control problems.
Devoted to the structure of approximate solutions of discrete-time optimal control problems and approximate solutions of dynamic discrete-time two-player zero-sum games, this book presents results on properties of approximate solutions in an interval that is independent lengthwise, for all sufficiently large intervals.
Facility location theory develops the idea of locating one or more facilities by optimizing suitable criteria such as minimizing transportation cost, or capturing the largest market share.
This book constitutes revised selected papers from the 16th International Conference on Group Decision and Negotiation, GDN 2016, held in Bellingham, WA, USA, in June 2016.
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.
This contributed volume offers a collection of papers presented at the 2016 Network Games, Control, and Optimization conference (NETGCOOP), held at the University of Avignon in France, November 23-25, 2016.
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 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 is based on lectures from a one-year course at the Far Eastern Federal University (Vladivostok, Russia) as well as on workshops on optimal control offered to students at various mathematical departments at the university level.
Current and historical research methods in approximation theory are presented in this book beginning with the 1800s and following the evolution of approximation theory via the refinement and extension of classical methods and ending with recent techniques and methodologies.
This reference text, now in its second edition, offers a modern unifying presentation of three basic areas of nonlinear analysis: convex analysis, monotone operator theory, and the fixed point theory of nonexpansive operators.
This contributed volume contains the research results of the Cluster of Excellence "e;Integrative Production Technology for High-Wage Countries"e;, funded by the German Research Society (DFG).
This book constitutes the refereed proceedings of the 7th International Conference on Decision and Game Theory for Security, GameSec 2016, held in New York, NY, USA, in November 2016.
By establishing an alternative foundation of control theory, this thesis represents a significant advance in the theory of control systems, of interest to a broad range of scientists and engineers.
This volume focuses on contributions from both the mathematics and life science community surrounding the concepts of time and dynamicity of nature, two significant elements which are often overlooked in modeling process to avoid exponential computations.
This book presents papers surrounding the extensive discussions that took place from the 'Variational Analysis and Aerospace Engineering' workshop held at the Ettore Majorana Foundation and Centre for Scientific Culture in 2015.
This book constitutes the thoroughly refereed post-conference proceedings of the 4th International Symposium on Combinatorial Optimization, ISCO 2016, held in Vietri sul Mare, Italy, in May 2016.
This volume reflects the 'philosophy of science in practice' approach and takes a fresh look at traditional philosophical problems in the context of natural, social, and health research.
Metaheuristics exhibit desirable properties like simplicity, easy parallelizability, and ready applicability to different types of optimization problems.
This book constitutes the proceedings of the 9th International Conference on Discrete Optimization and Operations Research, DOOR 2016, held in Vladivostok, Russia, in September 2016.
This undergraduate text explores a variety of large-scale phenomena - global warming, ice ages, water, poverty - and uses these case studies as a motivation to explore nonlinear dynamics, power-law statistics, and complex systems.
This book discusses recent advances in the estimation and control of networked systems with unacknowledged packet losses: systems usually known as user-datagram-protocol-like.
This volume comprises a selection of works presented at the Numerical and Evolutionary Optimization (NEO) workshop held in September 2015 in Tijuana, Mexico.
This contributed volume contains fourteen papers based on selected presentations from the European Conference on Game Theory SING11-GTM 2015, held at Saint Petersburg State University in July 2015, and the Networking Games and Management workshop, held at the Karelian Research Centre of the Russian Academy of Sciences in Petrozvavodsk, Russia, also in July 2015.
This book gathers a selection of refereed papers presented at the "e;International Conference on Operations Research OR2015,"e; which was held at the University of Vienna, Austria, September 1-4, 2015.
This book introduces a novel approach to discrete optimization, providing both theoretical insights and algorithmic developments that lead to improvements over state-of-the-art technology.
This book contains a collection of exercises (called "e;tapas"e;) at undergraduate level, mainly from the fields of real analysis, calculus, matrices, convexity, and optimization.
This book provides an introductory yet rigorous treatment of Pontryagin's Maximum Principle and its application to optimal control problems when simple and complex constraints act on state and control variables, the two classes of variable in such problems.
This book presents a selection of advanced case studies that cover a substantial range of issues and real-world challenges and applications in space engineering.
This thesis explores several interdisciplinary topics at the border of theoretical physics and biology, presenting results that demonstrate the power of methods from statistical physics when applied to neighbouring disciplines.