Controlled stochastic processes with discrete time form a very interest ing and meaningful field of research which attracts widespread attention. At the same time these processes are used for solving of many applied problems in the queueing theory, in mathematical economics. in the theory of controlled technical systems, etc. . In this connection, methods of the theory of controlled processes constitute the every day instrument of many specialists working in the areas mentioned. The present book is devoted to the rather new area, that is, to the optimal control theory with functional constraints. This theory is close to the theory of multicriteria optimization. The compromise between the mathematical rigor and the big number of meaningful examples makes the book attractive for professional mathematicians and for specialists who ap ply mathematical methods in different specific problems. Besides. the book contains setting of many new interesting problems for further invf'stigatioll. The book can form the basis of special courses in the theory of controlled stochastic processes for students and post-graduates specializing in the ap plied mathematics and in the control theory of complex systf'ms. The grounding of graduating students of mathematical department is sufficient for the perfect understanding of all the material. The book con tains the extensive Appendix where the necessary knowledge ill Borel spaces and in convex analysis is collected. All the meaningful examples can be also understood by readers who are not deeply grounded in mathematics.
Product Identifiers
Publisher
Springer
ISBN-13
9789401063197
eBay Product ID (ePID)
191043488
Product Key Features
Subject Area
Mechanical Engineering
Author
A.B. Piunovskiy
Publication Name
Optimal Control of Random Sequences in Problems with Constraints
Format
Paperback
Language
English
Subject
Economics, Computer Science, Mathematics
Publication Year
2012
Type
Textbook
Number of Pages
348 Pages
Dimensions
Item Height
240mm
Item Width
160mm
Volume
410
Item Weight
581g
Additional Product Features
Title_Author
A.B. Piunovskiy
Series Title
Mathematics and Its Applications
Country/Region of Manufacture
Netherlands
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