Optimal control of piecewise continuous stochastic processes:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Abschlussarbeit Buch |
| Sprache: | German |
| Veröffentlicht: |
Bonn
1990
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| Schriftenreihe: | Bonner mathematische Schriften
Nr. 206 |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | 96 Seiten |
Internformat
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| 100 | 1 | |a Huang, Hui |4 aut | |
| 245 | 1 | 0 | |a Optimal control of piecewise continuous stochastic processes |c von Hui Huang |
| 264 | 1 | |a Bonn |c 1990 | |
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| 490 | 1 | |a Bonner mathematische Schriften |v Nr. 206 | |
| 502 | |b Dissertation |c Bonn Universität |d 1990 | ||
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Datensatz im Suchindex
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|---|---|
| adam_text | Contents
Chapter 1 Introduction 1
1) Betercinistic processes governed by ODE 1
21 Harkos decision processes 5
3) Optimil control of diffusion processes 10
4} Optical control of piecevise continuous processes 12
5} Summary 14
Chapter 2 Piecewise coatinons stochastic processes 16
1} Preliainaries 16
2} Martingale problem and its sciaticas 22
3} Properties of the solution of martingale prolbleas 31
Chapter 3 Optimal control of piecewise cootianoms processes 1 42
1) Model and associated qaantities 42
2} k selection tkeorea 52
3) Optimal control problem ob booaded douias 54
4) Optimal control problems ob I* 62
5) Optiaality Equations 67
Chapter 4 Optimal control of piecevise continuous processes II 72
1) Jtegularity of the valu fauction 72
2) Viscosity solutions 77
Chapter 5 Is application to capacity expansion 80
1} Capacity expansion model 80
2) Perturbed capacity expansion model 81
3) Convergence of value fauctions 83
4) Optiaal capacity expansion 87
references 93
|
| any_adam_object | 1 |
| author | Huang, Hui |
| author_facet | Huang, Hui |
| author_role | aut |
| author_sort | Huang, Hui |
| author_variant | h h hh |
| building | Verbundindex |
| bvnumber | BV004200717 |
| classification_rvk | SI 180 |
| classification_tum | MAT 496d MAT 605d |
| ctrlnum | (OCoLC)631601785 (DE-599)BVBBV004200717 |
| discipline | Mathematik |
| format | Thesis Book |
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| genre_facet | Hochschulschrift |
| id | DE-604.BV004200717 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-09T16:09:45Z |
| institution | BVB |
| language | German |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-002616739 |
| oclc_num | 631601785 |
| open_access_boolean | |
| owner | DE-91G DE-BY-TUM DE-355 DE-BY-UBR DE-19 DE-BY-UBM DE-706 DE-20 DE-384 DE-703 DE-29T DE-83 DE-188 DE-11 |
| owner_facet | DE-91G DE-BY-TUM DE-355 DE-BY-UBR DE-19 DE-BY-UBM DE-706 DE-20 DE-384 DE-703 DE-29T DE-83 DE-188 DE-11 |
| physical | 96 Seiten |
| publishDate | 1990 |
| publishDateSearch | 1990 |
| publishDateSort | 1990 |
| record_format | marc |
| series | Bonner mathematische Schriften |
| series2 | Bonner mathematische Schriften |
| spelling | Huang, Hui aut Optimal control of piecewise continuous stochastic processes von Hui Huang Bonn 1990 96 Seiten txt rdacontent n rdamedia nc rdacarrier Bonner mathematische Schriften Nr. 206 Dissertation Bonn Universität 1990 Stochastischer Prozess (DE-588)4057630-9 gnd rswk-swf Stochastische optimale Kontrolle (DE-588)4207850-7 gnd rswk-swf Optimale Kontrolle (DE-588)4121428-6 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content Optimale Kontrolle (DE-588)4121428-6 s Stochastischer Prozess (DE-588)4057630-9 s DE-604 Stochastische optimale Kontrolle (DE-588)4207850-7 s Bonner mathematische Schriften Nr. 206 (DE-604)BV000001610 206 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=002616739&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Huang, Hui Optimal control of piecewise continuous stochastic processes Bonner mathematische Schriften Stochastischer Prozess (DE-588)4057630-9 gnd Stochastische optimale Kontrolle (DE-588)4207850-7 gnd Optimale Kontrolle (DE-588)4121428-6 gnd |
| subject_GND | (DE-588)4057630-9 (DE-588)4207850-7 (DE-588)4121428-6 (DE-588)4113937-9 |
| title | Optimal control of piecewise continuous stochastic processes |
| title_auth | Optimal control of piecewise continuous stochastic processes |
| title_exact_search | Optimal control of piecewise continuous stochastic processes |
| title_full | Optimal control of piecewise continuous stochastic processes von Hui Huang |
| title_fullStr | Optimal control of piecewise continuous stochastic processes von Hui Huang |
| title_full_unstemmed | Optimal control of piecewise continuous stochastic processes von Hui Huang |
| title_short | Optimal control of piecewise continuous stochastic processes |
| title_sort | optimal control of piecewise continuous stochastic processes |
| topic | Stochastischer Prozess (DE-588)4057630-9 gnd Stochastische optimale Kontrolle (DE-588)4207850-7 gnd Optimale Kontrolle (DE-588)4121428-6 gnd |
| topic_facet | Stochastischer Prozess Stochastische optimale Kontrolle Optimale Kontrolle Hochschulschrift |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=002616739&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV000001610 |
| work_keys_str_mv | AT huanghui optimalcontrolofpiecewisecontinuousstochasticprocesses |