HATALMAS VÁLASZTÉK
Több mint 4 millió angol nyelvű könyv kitűnő áron.
ISBN | 9783030418458 |
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Szerző | Cao Xi-Ren |
Kiadó | Springer Nature |
Kötés | Pevná vazba |
A kiadás éve | 2020 |
Oldalak száma | 365 |
This monograph applies the relative optimization approach to time nonhomogeneous continuous-time and continuous-state dynamic systems. The approach is intuitively clear and does not require deep knowledge of the mathematics of partial differential equations. The topics covered have the following distinguishing features: long-run average with no under-selectivity, non-smooth value functions with no viscosity solutions, diffusion processes with degenerate points, multi-class optimization with state classification, and optimization with no dynamic programming.
The book begins with an introduction to relative optimization, including a comparison with the traditional approach of dynamic programming. The text then studies the Markov process, focusing on infinite-horizon optimization problems, and moves on to discuss optimal control of diffusion processes with semi-smooth value functions and degenerate points, and optimization of multi-dimensional diffusion processes. The book concludes with a brief overview of performance derivative-based optimization.
Among the more important novel considerations presented are:
The book will be of interest to researchers and students in the field of stochastic control and performance optimization alike.