Optimization and Control with Applications - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Optimization and Control with Applications write by Liqun Qi. This book was released on 2006-03-30. Optimization and Control with Applications available in PDF, EPUB and Kindle. A collection of 28 refereed papers grouped according to four broad topics: duality and optimality conditions, optimization algorithms, optimal control, and variational inequality and equilibrium problems. Suitable for researchers, practitioners and postgrads.
Perspectives in Flow Control and Optimization
Perspectives in Flow Control and Optimization - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Perspectives in Flow Control and Optimization write by Max D. Gunzburger. This book was released on 2003-01-01. Perspectives in Flow Control and Optimization available in PDF, EPUB and Kindle. Introduces several approaches for solving flow control and optimization problems through the use of modern methods.
Continuous-time Stochastic Control and Optimization with Financial Applications
Continuous-time Stochastic Control and Optimization with Financial Applications - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Continuous-time Stochastic Control and Optimization with Financial Applications write by Huyên Pham. This book was released on 2009-05-28. Continuous-time Stochastic Control and Optimization with Financial Applications available in PDF, EPUB and Kindle. Stochastic optimization problems arise in decision-making problems under uncertainty, and find various applications in economics and finance. On the other hand, problems in finance have recently led to new developments in the theory of stochastic control. This volume provides a systematic treatment of stochastic optimization problems applied to finance by presenting the different existing methods: dynamic programming, viscosity solutions, backward stochastic differential equations, and martingale duality methods. The theory is discussed in the context of recent developments in this field, with complete and detailed proofs, and is illustrated by means of concrete examples from the world of finance: portfolio allocation, option hedging, real options, optimal investment, etc. This book is directed towards graduate students and researchers in mathematical finance, and will also benefit applied mathematicians interested in financial applications and practitioners wishing to know more about the use of stochastic optimization methods in finance.
Control and Optimization with Differential-Algebraic Constraints
Control and Optimization with Differential-Algebraic Constraints - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Control and Optimization with Differential-Algebraic Constraints write by Lorenz T. Biegler. This book was released on 2012-11-01. Control and Optimization with Differential-Algebraic Constraints available in PDF, EPUB and Kindle. A cutting-edge guide to modelling complex systems with differential-algebraic equations, suitable for applied mathematicians, engineers and computational scientists.
Control Theory and Optimization I
Control Theory and Optimization I - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Control Theory and Optimization I write by M.I. Zelikin. This book was released on 2013-03-14. Control Theory and Optimization I available in PDF, EPUB and Kindle. The only monograph on the topic, this book concerns geometric methods in the theory of differential equations with quadratic right-hand sides, closely related to the calculus of variations and optimal control theory. Based on the author’s lectures, the book is addressed to undergraduate and graduate students, and scientific researchers.
