Stochastic Modeling and Control

Stochastic control plays an important role in many scientific and applied disciplines including communications, engineering, medicine, finance and many others. It is one of the effective methods being used to find optimal decision-making strategies in applications. The book provides a collection of...

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Detalles Bibliográficos
Otros Autores: Ganchev Ivanov, Ivan (Editor ), Ivanov, Ivan Ganchev, editor (editor)
Formato: Libro electrónico
Idioma:Inglés
Publicado: Rijeka, Croatia : IntechOpen 2012
2012.
Materias:
Ver en Biblioteca Universitat Ramon Llull:https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009653846506719
Descripción
Sumario:Stochastic control plays an important role in many scientific and applied disciplines including communications, engineering, medicine, finance and many others. It is one of the effective methods being used to find optimal decision-making strategies in applications. The book provides a collection of outstanding investigations in various aspects of stochastic systems and their behavior. The book provides a self-contained treatment on practical aspects of stochastic modeling and calculus including applications drawn from engineering, statistics, and computer science. Readers should be familiar with basic probability theory and have a working knowledge of stochastic calculus. PhD students and researchers in stochastic control will find this book useful.
Descripción Física:1 online resource (286 pages) : illustrations
Bibliografía:Includes bibliographical references.
ISBN:9789535162711