Vadim I Arkin (14 results)
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Stochastic Optimization: Proceedings of the International Conference, Kiev, 1984 (Lecture Notes in Control and Information Sciences)
Arkin, Vadim I. (Editor) / Shiraev, A. (Editor) / Wets, R. (Editor)
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Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - A martingale approach to partially observable controlled stochastic systems.- On the limiting distribution of extremum points for certain stochastic optimization models.- The structure of persistently nearly-optimal strategies in stochastic dynamic… programming problems.- On the derivation of a filtering equation for a non-observable semimartingale.- On the representation of functionals of a wiener sheet by stochastic integrals.- The maximum principle for optimal control of diffusions with partial information.- Explicit solution of a consumption/investment problem.- On the asymptotic behavior of some optimal estimates of parameters of nonlinear regression functions.- On the -optimal control of a stochastic integral equation with an unknown parameter.- Some properties of value functions for controlled diffusion processes.- Stochastic control with state constraints and non-linear elliptic equations with infinite boundary conditions.- On the weak convergence of controlled semi-martingales.- Estimation of parameters and control of systems with unknown parameters.- On recursive approximations with error bounds in nonlinear filtering.- On approximations to discrete-time stochastic control problems.- On lexicographical optimality criteria in controlled markov chains.- Canonical correlations, hankel operatiors and markovian representations of multivariate stationary Gaussian processes.- The maximum principle in stochastic problems with non-fixed random control time.- Optimal control of stochastic integral equations.- Some direct methods for computing optimal estimators for forecasting and filtering problems involving stochastic processes.- On functional equations of discrete dynamic programming.- Risk-sensitive and Hamiltonian formulations in optimal control.- Martingales insurvival analysis.- Markov decision processes with both continuous and impulsive control.- Stochastic programming methods: Convergence and non-asymptotic estimation of the convergence rate.- Solution of a stochastic programming problem concerning the distribution of water resources.- Limit theorems for processes generated by stochastic optimization algorithms.- On the structure of optimality criteria in stochastic optimization models.- Strong laws for a class of path-dependent stochastic processes with applications.- The generalized extremum in the class of discontinuous functions and finitely additive integration.- Convex multivalued mappings and stochastic models of the dynamics of economic systems.- Stability in stochastic programming - Probabilistic constraints.- Duality in improper mathematical programming problems under uncertainty.- Equilibrium states of monotonic operators and equilibrium trajectories in stochastic economic models.- Finite horizon approximates of infinite horizon stochastic programs.- Stochastic optimization techniques for finding optimal submeasures.- Strong consistency theorems related to stochastic quasi-Newton methods.- Stochastic gradient methods for optimizing electrical transportation networks.- On the functional dependence between the available information and the chosen optimality principle.- Uncertainty in stochastic programming.- Stochastic programming models for safety stock allocation.- Direct averaging and perturbed test function methods for weak convergence.- On the approximation of stochastic convex programming problems.- Extremal problems with probability measures, functionally closed preorders and strong stochastic dominance.- Expected value versus probability of ruin strategies.- Controlled random search procedures forglobal optimization.- On Bayesian methods in nondifferential and stochastic programming.- On stochastic programming in hilbert space.- Reduction of risk using a differentiated approach.- A stochastic lake eutrophication management model.- A dynamic model of market behavior.- Recursive stochastic gradient procedures in the presence of dependent noise.- Rando.
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Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -InhaltsangabeA martingale approach to partially observable controlled stochastic systems.- On the limiting distribution of extremum points for certain stochastic optimization models.- The structure of persistently nearly-optimal str…ategies in stochastic dynamic programming problems.- On the derivation of a filtering equation for a non-observable semimartingale.- On the representation of functionals of a wiener sheet by stochastic integrals.- The maximum principle for optimal control of diffusions with partial information.- Explicit solution of a consumption/investment problem.- On the asymptotic behavior of some optimal estimates of parameters of nonlinear regression functions.- On the -optimal control of a stochastic integral equation with an unknown parameter.- Some properties of value functions for controlled diffusion processes.- Stochastic control with state constraints and non-linear elliptic equations with infinite boundary conditions.- On the weak convergence of controlled semi-martingales.- Estimation of parameters and control of systems with unknown parameters.- On recursive approximations with error bounds in nonlinear filtering.- On approximations to discrete-time stochastic control problems.- On lexicographical optimality criteria in controlled markov chains.- Canonical correlations, hankel operatiors and markovian representations of multivariate stationary Gaussian processes.- The maximum principle in stochastic problems with non-fixed random control time.- Optimal control of stochastic integral equations.- Some direct methods for computing optimal estimators for forecasting and filtering problems involving stochastic processes.- On functional equations of discrete dynamic programming.- Risk-sensitive and Hamiltonian formulations in optimal control.- Martingales in survival analysis.- Markov decision processes with both continuous and impulsive control.- Stochastic programming methods: Convergence and non-asymptotic estimation of the convergence rate.- Solution of a stochastic programming problem concerning the distribution of water resources.- Limit theorems for processes generated by stochastic optimization algorithms.- On the structure of optimality criteria in stochastic optimization models.- Strong laws for a class of path-dependent stochastic processes with applications.- The generalized extremum in the class of discontinuous functions and finitely additive integration.- Convex multivalued mappings and stochastic models of the dynamics of economic systems.- Stability in stochastic programming - Probabilistic constraints.- Duality in improper mathematical programming problems under uncertainty.- Equilibrium states of monotonic operators and equilibrium trajectories in stochastic economic models.- Finite horizon approximates of infinite horizon stochastic programs.- Stochastic optimization techniques for finding optimal submeasures.- Strong consistency theorems related to stochastic quasi-Newton methods.- Stochastic gradient methods for optimizing electrical transportation networks.- On the functional dependence between the available information and the chosen optimality principle.- Uncertainty in stochastic programming.- Stochastic programming models for safety stock allocation.- Direct averaging and perturbed test function methods for weak convergence.- On the approximation of stochastic convex programming problems.- Extremal problems with probability measures, functionally closed preorders and strong stochastic dominance.- Expected value versus probability of ruin strategies.- Controlled random search procedures for global optimization.- On Bayesian methods in nondifferential and stochastic programming.- On stochastic programming in hilbert space.- Reduction of risk using a differentiated approach.- A stochastic lake eutrophication management model.- A dynamic model of market behavior.- Recursive stochastic gradient procedures in the presence of dependent noise.- Random search as a method for optimization and adaptati 772 pp. Englisch.
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Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. A martingale approach to partially observable controlled stochastic systems.- On the limiting distribution of extremum points for certain stochastic optimization models.- The structure of persistently nearly-optimal s…trategies in stochastic dynamic programm.
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Condition: New. Print on Demand pp. 772 67:B&W 6.69 x 9.61 in or 244 x 170 mm (Pinched Crown) Perfect Bound on White w/Gloss Lam.
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Taschenbuch. Condition: Neu. This item is printed on demand - Print on Demand Titel. Neuware -A martingale approach to partially observable controlled stochastic systems.- On the limiting distribution of extremum points for certain stochastic optimization models.- The structure of persistently nearly-optimal strategies in stocha…stic dynamic programming problems.- On the derivation of a filtering equation for a non-observable semimartingale.- On the representation of functionals of a wiener sheet by stochastic integrals.- The maximum principle for optimal control of diffusions with partial information.- Explicit solution of a consumption/investment problem.- On the asymptotic behavior of some optimal estimates of parameters of nonlinear regression functions.- On the -optimal control of a stochastic integral equation with an unknown parameter.- Some properties of value functions for controlled diffusion processes.- Stochastic control with state constraints and non-linear elliptic equations with infinite boundary conditions.- On the weak convergence of controlled semi-martingales.- Estimation of parameters and control of systems with unknown parameters.- On recursive approximations with error bounds in nonlinear filtering.- On approximations to discrete-time stochastic control problems.- On lexicographical optimality criteria in controlled markov chains.- Canonical correlations, hankel operatiors and markovian representations of multivariate stationary Gaussian processes.- The maximum principle in stochastic problems with non-fixed random control time.- Optimal control of stochastic integral equations.- Some direct methods for computing optimal estimators for forecasting and filtering problems involving stochastic processes.- On functional equations of discrete dynamic programming.- Risk-sensitive and Hamiltonian formulations in optimal control.- Martingales insurvival analysis.- Markov decision processes with both continuous and impulsive control.- Stochastic programming methods: Convergence and non-asymptotic estimation of the convergence rate.- Solution of a stochastic programming problem concerning the distribution of water resources.- Limit theorems for processes generated by stochastic optimization algorithms.- On the structure of optimality criteria in stochastic optimization models.- Strong laws for a class of path-dependent stochastic processes with applications.- The generalized extremum in the class of discontinuous functions and finitely additive integration.- Convex multivalued mappings and stochastic models of the dynamics of economic systems.- Stability in stochastic programming - Probabilistic constraints.- Duality in improper mathematical programming problems under uncertainty.- Equilibrium states of monotonic operators and equilibrium trajectories in stochastic economic models.- Finite horizon approximates of infinite horizon stochastic programs.- Stochastic optimization techniques for finding optimal submeasures.- Strong consistency theorems related to stochastic quasi-Newton methods.- Stochastic gradient methods for optimizing electrical transportation networks.- On the functional dependence between the available information and the chosen optimality principle.- Uncertainty in stochastic programming.- Stochastic programming models for safety stock allocation.- Direct averaging and perturbed test function methods for weak convergence.- On the approximation of stochastic convex programming problems.- Extremal problems with probability measures, functionally closed preorders and strong stochastic dominance.- Expected value versus probability of ruin strategies.- Controlled random search procedures forglobal optimization.- On Bayesian methods in nondifferential and stochastic programming.- On stochastic programming in hilbert space.- Reduction of risk using a differentiated approach.- A stochastic lake eutrophication management model.- A dynamic model of market behavior.- Recursive stochastic gradient procedures in the presence of dependent n.
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Condition: New. PRINT ON DEMAND pp. 772.
