Stochastic Differential Systems, Stochastic Control Theory and Applications

Stochastic Differential Systems, Stochastic Control Theory and Applications

Author: Wendell Fleming

Publisher: Springer Science & Business Media

Published: 2012-12-06

Total Pages: 601

ISBN-13: 1461387620

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This IMA Volume in Mathematics and its Applications STOCHASTIC DIFFERENTIAL SYSTEMS, STOCHASTIC CONTROL THEORY AND APPLICATIONS is the proceedings of a workshop which was an integral part of the 1986-87 IMA program on STOCHASTIC DIFFERENTIAL EQUATIONS AND THEIR APPLICATIONS. We are grateful to the Scientific Committee: Daniel Stroock (Chairman) WendeIl Flerning Theodore Harris Pierre-Louis Lions Steven Orey George Papanicolaou for planning and implementing an exciting and stimulating year-long program. We es pecially thank WendeIl Fleming and Pierre-Louis Lions for organizing an interesting and productive workshop in an area in which mathematics is beginning to make significant contributions to real-world problems. George R. Seil Hans Weinberger PREFACE This volume is the Proceedings of a Workshop on Stochastic Differential Systems, Stochastic Control Theory, and Applications held at IMA June 9-19,1986. The Workshop Program Commit tee consisted of W.H. Fleming and P.-L. Lions (co-chairmen), J. Baras, B. Hajek, J.M. Harrison, and H. Sussmann. The Workshop emphasized topics in the following four areas. (1) Mathematical theory of stochastic differential systems, stochastic control and nonlinear filtering for Markov diffusion processes. Connections with partial differential equations. (2) Applications of stochastic differential system theory, in engineering and management sci ence. Adaptive control of Markov processes. Advanced computational methods in stochas tic control and nonlinear filtering. (3) Stochastic scheduling, queueing networks, and related topics. Flow control, multiarm bandit problems, applications to problems of computer networks and scheduling of complex manufacturing operations.


An Index

An Index

Author: A. V. Balakrishnan M. Thoma

Publisher: Springer

Published: 2013-11-21

Total Pages: 35

ISBN-13: 3662254492

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Stochastic Differential Games. Theory and Applications

Stochastic Differential Games. Theory and Applications

Author: Kandethody M. Ramachandran

Publisher: Springer Science & Business Media

Published: 2012-01-05

Total Pages: 253

ISBN-13: 9491216473

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The subject theory is important in finance, economics, investment strategies, health sciences, environment, industrial engineering, etc.


Applied Stochastic Differential Equations

Applied Stochastic Differential Equations

Author: Simo Särkkä

Publisher: Cambridge University Press

Published: 2019-05-02

Total Pages: 327

ISBN-13: 1316510085

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With this hands-on introduction readers will learn what SDEs are all about and how they should use them in practice.


Mathematical Analysis for Transmission of COVID-19

Mathematical Analysis for Transmission of COVID-19

Author: Nita H. Shah

Publisher: Springer Nature

Published: 2021-04-01

Total Pages: 366

ISBN-13: 9813362642

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This book describes various mathematical models that can be used to better understand the spread of novel Coronavirus Disease 2019 (COVID-19) and help to fight against various challenges that have been developed due to COVID-19. The book presents a statistical analysis of the data related to the COVID-19 outbreak, especially the infection speed, death and fatality rates in major countries and some states of India like Gujarat, Maharashtra, Madhya Pradesh and Delhi. Each chapter with distinctive mathematical model also has numerical results to support the efficacy of these models. Each model described in this book provides its unique prediction policy to reduce the spread of COVID-19. This book is beneficial for practitioners, educators, researchers and policymakers handling the crisis of COVID-19 pandemic.