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Control of Distributed Parameter and Stochastic Systems

Proceedings of the IFIP WG 7.2 International Conference, June 19-22, 1998 Hangzhou, China

Language EnglishEnglish
Book Paperback
Book Control of Distributed Parameter and Stochastic Systems huping Chen
Libristo code: 02175348
Publishers Springer-Verlag New York Inc., April 2013
In the mathematical treatment of many problems which arise in physics, economics, engineering, manag... Full description
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In the mathematical treatment of many problems which arise in physics, economics, engineering, management, etc., the researcher frequently faces two major difficulties: infinite dimensionality and randomness of the evolution process. Infinite dimensionality occurs when the evolution in time of a process is accompanied by a space-like dependence; for example, spatial distribution of the temperature for a heat-conductor, spatial dependence of the time-varying displacement of a membrane subject to external forces, etc. Randomness is intrinsic to the mathematical formulation of many phenomena, such as fluctuation in the stock market, or noise in communication networks. Control theory of distributed parameter systems and stochastic systems focuses on physical phenomena which are governed by partial differential equations, delay-differential equations, integral differential equations, etc., and stochastic differential equations of various types. This has been a fertile field of research with over 40 years of history, which continues to be very active under the thrust of new emerging applications. §Among the subjects covered are: §Control of distributed parameter systems; §Stochastic control; §Applications in finance/insurance/manufacturing; §Adapted control; §Numerical approximation . §It is essential reading for applied mathematicians, control theorists, economic/financial analysts and engineers.

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About the book

Full name Control of Distributed Parameter and Stochastic Systems
Author huping Chen, unjing Li, iongming Yong, un Yu Zhou
Language English
Binding Book - Paperback
Date of issue 2013
Number of pages 334
EAN 9781475748680
ISBN 147574868X
Libristo code 02175348
Publishers Springer-Verlag New York Inc.
Weight 534
Dimensions 155 x 235 x 19

Categories

Reference, Information & Interdisciplinary subjects > Research & information: general > Information theory > Cybernetics & systems theory
Mathematics & Science > Mathematics > Calculus & mathematical analysis > Calculus of variations
Mathematics & Science > Mathematics > Applied mathematics > Stochastics
Economics, Finance, Business & Management > Business & Management > Business mathematics & systems
Mathematics & Science > Mathematics > Probability & statistics
Mathematics & Science > Mathematics > Optimization
Technology, Engineering, Agriculture > Energy technology & engineering > Electrical engineering
Computing & Information Technology > Business applications
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