Controlled Markov Processes and Viscosity Solutions PDF Download

Author: Wendell H. Fleming
Publisher: Springer Science & Business Media
ISBN: 0387310711
Category : Mathematics
Languages : en
Pages : 436

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Book Description
This book is an introduction to optimal stochastic control for continuous time Markov processes and the theory of viscosity solutions. It covers dynamic programming for deterministic optimal control problems, as well as to the corresponding theory of viscosity solutions. New chapters in this second edition introduce the role of stochastic optimal control in portfolio optimization and in pricing derivatives in incomplete markets and two-controller, zero-sum differential games.

Author: Wendell H. Fleming
Publisher: Edizioni della Normale
ISBN: 9788876422508
Category : Mathematics
Languages : en
Pages : 0

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Book Description
These notes are based on a series of lectures delivered at the Scuola Normale Superiore in March 1986. They are intended to explore some connections between the theory of control of Markov stochastic processes and certain classes of nonlinear evolution equations. These connections arise by considering the dynamic programming equation associated with a stochastic control problem. Particular attention is given to controlled Markov diffusion processes on finite dimensional Euclidean space. In that case, the dynamic programming equation is a nonlinear partial differential equation of second order elliptic or parabolic type. For deterministic control the dynamic programming equation reduces to first order. From the viewpoint of nonlinear evolution equations, the interest is in whether one can find some stochastic control problem for which the given evolution equation is the dynamic programming equation. Classical solutions to first order or degenerate second order elliptic/parabolic equations with given boundary Cauchy data do not usually exist. One must instead consider generalized solutions. Viscosity solutions methods have substantially extended the theory.

Author: G. E. Shilov
Publisher: Courier Corporation
ISBN: 0486165612
Category : Mathematics
Languages : en
Pages : 258

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Book Description
This treatment examines the general theory of the integral, Lebesque integral in n-space, the Riemann-Stieltjes integral, and more. "The exposition is fresh and sophisticated, and will engage the interest of accomplished mathematicians." — Sci-Tech Book News. 1966 edition.

Author: I. Martin Isaacs
Publisher: American Mathematical Soc.
ISBN: 1470434857
Category : Mathematics
Languages : en
Pages : 384

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Book Description
This book, which can be considered as a sequel of the author's famous book Character Theory of Finite Groups, concerns the character theory of finite solvable groups and other groups that have an abundance of normal subgroups. It is subdivided into three parts: -theory, character correspondences, and M-groups. The -theory section contains an exposition of D. Gajendragadkar's -special characters, and it includes various extensions, generalizations, and applications of his work. The character correspondences section proves the McKay character counting conjecture and the Alperin weight conjecture for solvable groups, and it constructs a canonical McKay bijection for odd-order groups. In addition to a review of some basic material on M-groups, the third section contains an exposition of the use of symplectic modules for studying M-groups. In particular, an accessible presentation of E. C. Dade's deep results on monomial characters of odd prime-power degree is included. Very little of this material has previously appeared in book form, and much of it is based on the author's research. By reading a clean and accessible presentation written by the leading expert in the field, researchers and graduate students will be inspired to learn and work in this area that has fascinated the author for decades.

Author: Chretien de Troyes
Publisher: Yale University Press
ISBN: 0300187580
Category : Poetry
Languages : en
Pages : 242

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Book Description
The twelfth-century French poet Chrétien de Troyes is a major figure in European literature. His courtly romances fathered the Arthurian tradition and influenced countless other poets in England as well as on the continent. Yet because of the difficulty of capturing his swift-moving style in translation, English-speaking audiences are largely unfamiliar with the pleasures of reading his poems. Now, for the first time, an experienced translator of medieval verse who is himself a poet provides a translation of Chrétien’s major poem, Yvain, in verse that fully and satisfyingly captures the movement, the sense, and the spirit of the Old French original. Yvain is a courtly romance with a moral tenor; it is ironic and sometimes bawdy; the poetry is crisp and vivid. In addition, the psychological and the socio-historical perceptions of the poem are of profound literary and historical importance, for it evokes the emotions and the values of a flourishing, vibrant medieval past.

Author: Munindar P. Singh
Publisher: John Wiley & Sons
ISBN: 0470091495
Category : Technology & Engineering
Languages : en
Pages : 588

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Book Description
This comprehensive text explains the principles and practice of Web services and relates all concepts to practical examples and emerging standards. Its discussions include: Ontologies Semantic web technologies Peer-to-peer service discovery Service selection Web structure and link analysis Distributed transactions Process modelling Consistency management. The application of these technologies is clearly explained within the context of planning, negotiation, contracts, compliance, privacy, and network policies. The presentation of the intellectual underpinnings of Web services draws from several key disciplines such as databases, distributed computing, artificial intelligence, and multi-agent systems for techniques and formalisms. Ideas from these disciplines are united in the context of Web services and service-based applications. Featuring an accompanying website and teacher’s manual that includes a complete set of transparencies for lectures, copies of open-source software for exercises and working implementations, and resources to conduct course projects, this book makes an excellent graduate textbook. It will also prove an invaluable reference and training tool for practitioners.

Author: John McKay
Publisher: American Mathematical Soc.
ISBN: 0821850474
Category : Mathematics
Languages : en
Pages : 362

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Book Description
These conference papers should dispel any post-classification pessimism about the future of the theory of finite simple groups. Having noted that the theory developed for the classification touches on so few other branches of mathematics, the editor focuses on research in finite simple groups not central to the classification and presents a broad context for the recent results in the field. The papers are aimed at researchers and graduate students in algebra. They pay special attention to current research in sporadic geometry, the Fischer-Griess Monster group, and moonshine. Though all the papers are of high research value, the following papers of unusual significance should be singled out: Frenkel, Lepowsky, and Meurman's construction of the Monster group $F_1$; Conway and Queen's computation of characters of $E_8({\bf C})$; Norton's proof of the uniqueness of the Monster; and Mason's exploration of moonshine.

Author: Henry Sweet
Publisher:
ISBN:
Category : English language
Languages : en
Pages : 256

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Book Description

Author: John R. Harper
Publisher: American Mathematical Soc.
ISBN: 9780821850398
Category : Mathematics
Languages : en
Pages : 372

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Book Description
A survey of the areas where combinatorial methods have proven especially fruitful: topology and combinatorial group theory, knot theory, 3-manifolds, homotopy theory and infinite dimensional topology, and four manifolds and algebraic surfaces.

Author: R.E. Edwards
Publisher: Courier Corporation
ISBN: 0486145107
Category : Mathematics
Languages : en
Pages : 802

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Book Description
"The book contains an enormous amount of information — mathematical, bibliographical and historical — interwoven with some outstanding heuristic discussions." — Mathematical Reviews. In this massive graduate-level study, Emeritus Professor Edwards (Australian National University, Canberra) presents a balanced account of both the abstract theory and the applications of linear functional analysis. Written for readers with a basic knowledge of set theory, general topology, and vector spaces, the book includes an abundance of carefully chosen illustrative examples and excellent exercises at the end of each chapter. Beginning with a chapter of preliminaries on set theory and topology, Dr. Edwards then presents detailed, in-depth discussions of vector spaces and topological vector spaces, the Hahn-Banach theorem (including applications to potential theory, approximation theory, game theory, and other fields) and fixed-point theorems. Subsequent chapters focus on topological duals of certain spaces: radon measures, distribution and linear partial differential equations, open mapping and closed graph theorems, boundedness principles, duality theory, the theory of compact operators and the Krein-Milman theorem and its applications to commutative harmonic analysis. Clearly and concisely written, Dr. Edwards's book offers rewarding reading to mathematicians and physicists with an interest in the important field of functional analysis. Because of the broad scope of its coverage, this volume will be especially valuable to the reader with a basic knowledge of functional analysis who wishes to learn about parts of the subject other than his own specialties. A comprehensive 32-page bibliography supplies a rich source of references to the basic literature.