Optimal control of diffusion processes:
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Harlow, Essex
Longman Scientific & Technical
1989
|
| Edition: | 1. publ. |
| Series: | Pitman research notes in mathematics series
203 |
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | 196 S. |
| ISBN: | 0582035406 0470213272 |
Staff View
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| 245 | 1 | 0 | |a Optimal control of diffusion processes |c Vivek S. Borkar |
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| 264 | 1 | |a Harlow, Essex |b Longman Scientific & Technical |c 1989 | |
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| 650 | 4 | |a Control theory | |
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| 650 | 4 | |a Mathematical optimization | |
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Record in the Search Index
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| adam_text | Contents
Preface
Prologue 1
Chapter I Foundations 5
1.0 Introduction 5
1.1 Controlled diffusions 5
1.2 Typical control problems 13
1.3 A selection theorem 20
1.4 Notes and references 20
Chapter II Compactness of laws
11.0 Introduction 23
11.1 Compactness under admissible controls 23
11.2 Compactness under Markov controls 28
11.3 Existence of optimal controls 35
11.4 Sufficiency of Markov controls 38
11.5 Further compactness results 43
11.6 Notes and references 50
Chapter III Dynamic programming 53
111.0 Introduction 53
111.1 The principle of optimality 54
111.2 The Hamilton Jacobi Bellman (HJB) equation 62
111.3 The Nisio semigroup 71
111.4 Notes and references 82
Chapter IV The degenerate case 84
IV.0 Introduction 84
IV. 1 flarkov selections 84
IV.2 The degenerate H.J.B. equation 92
IV.3 Notes and references 96
Chapter V Control under partial observations 99
V.O Introduction 99
V.1 Nonlinear filtering 100
V.2 The separated control problem 115
V.3 Existence of optimal controls 122
V.4 The Nisio semigroup 133
V.5 Notes and references 139
Chapter VI Ergodic control 142
VI.0 Introduction 142
VI.1 Existence in the near monotone case 142
VI.2 Existence in the stable case 147
VI.3 H.J.B. equation in the near monotone case 155
VI.4 H.J.B. equation in the stable case 165
VI.5 The degenerate case 172
VI.6 Notes and references 175
Chapter VII Adaptive control 178
VII.0 Introduction 178
VI1.1 Parameter estimation 179
VII.2 Parameter dependence of the value function 182
VII.3 Self tuning control 186
VII.4 Notes and references 191
Epilogue 193
|
| any_adam_object | 1 |
| author | Borkar, Vivek S. 1954- |
| author_GND | (DE-588)171737091 |
| author_facet | Borkar, Vivek S. 1954- |
| author_role | aut |
| author_sort | Borkar, Vivek S. 1954- |
| author_variant | v s b vs vsb |
| building | Verbundindex |
| bvnumber | BV002131733 |
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| callnumber-subject | QA - Mathematics |
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| ctrlnum | (OCoLC)18557400 (DE-599)BVBBV002131733 |
| dewey-full | 629.8/312 |
| dewey-hundreds | 600 - Technology (Applied sciences) |
| dewey-ones | 629 - Other branches of engineering |
| dewey-raw | 629.8/312 |
| dewey-search | 629.8/312 |
| dewey-sort | 3629.8 3312 |
| dewey-tens | 620 - Engineering and allied operations |
| discipline | Mathematik Mess-/Steuerungs-/Regelungs-/Automatisierungstechnik / Mechatronik |
| edition | 1. publ. |
| format | Book |
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| id | DE-604.BV002131733 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-09T15:40:51Z |
| institution | BVB |
| isbn | 0582035406 0470213272 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-001397928 |
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| physical | 196 S. |
| publishDate | 1989 |
| publishDateSearch | 1989 |
| publishDateSort | 1989 |
| publisher | Longman Scientific & Technical |
| record_format | marc |
| series | Pitman research notes in mathematics series |
| series2 | Pitman research notes in mathematics series |
| spelling | Borkar, Vivek S. 1954- Verfasser (DE-588)171737091 aut Optimal control of diffusion processes Vivek S. Borkar 1. publ. Harlow, Essex Longman Scientific & Technical 1989 196 S. txt rdacontent n rdamedia nc rdacarrier Pitman research notes in mathematics series 203 Commande, Théorie de la Optimisation mathématique Processus de diffusion Control theory Diffusion processes Mathematical optimization Diffusion (DE-588)4012277-3 gnd rswk-swf Markov-Prozess (DE-588)4134948-9 gnd rswk-swf Diffusionsgleichung (DE-588)4149816-1 gnd rswk-swf Diffusionsprozess (DE-588)4274463-5 gnd rswk-swf Optimale Kontrolle (DE-588)4121428-6 gnd rswk-swf Diffusionsprozess (DE-588)4274463-5 s Optimale Kontrolle (DE-588)4121428-6 s DE-604 Markov-Prozess (DE-588)4134948-9 s Diffusion (DE-588)4012277-3 s Diffusionsgleichung (DE-588)4149816-1 s Pitman research notes in mathematics series 203 (DE-604)BV000022845 203 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=001397928&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Borkar, Vivek S. 1954- Optimal control of diffusion processes Pitman research notes in mathematics series Commande, Théorie de la Optimisation mathématique Processus de diffusion Control theory Diffusion processes Mathematical optimization Diffusion (DE-588)4012277-3 gnd Markov-Prozess (DE-588)4134948-9 gnd Diffusionsgleichung (DE-588)4149816-1 gnd Diffusionsprozess (DE-588)4274463-5 gnd Optimale Kontrolle (DE-588)4121428-6 gnd |
| subject_GND | (DE-588)4012277-3 (DE-588)4134948-9 (DE-588)4149816-1 (DE-588)4274463-5 (DE-588)4121428-6 |
| title | Optimal control of diffusion processes |
| title_auth | Optimal control of diffusion processes |
| title_exact_search | Optimal control of diffusion processes |
| title_full | Optimal control of diffusion processes Vivek S. Borkar |
| title_fullStr | Optimal control of diffusion processes Vivek S. Borkar |
| title_full_unstemmed | Optimal control of diffusion processes Vivek S. Borkar |
| title_short | Optimal control of diffusion processes |
| title_sort | optimal control of diffusion processes |
| topic | Commande, Théorie de la Optimisation mathématique Processus de diffusion Control theory Diffusion processes Mathematical optimization Diffusion (DE-588)4012277-3 gnd Markov-Prozess (DE-588)4134948-9 gnd Diffusionsgleichung (DE-588)4149816-1 gnd Diffusionsprozess (DE-588)4274463-5 gnd Optimale Kontrolle (DE-588)4121428-6 gnd |
| topic_facet | Commande, Théorie de la Optimisation mathématique Processus de diffusion Control theory Diffusion processes Mathematical optimization Diffusion Markov-Prozess Diffusionsgleichung Diffusionsprozess Optimale Kontrolle |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=001397928&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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