تحسين النتائح
ترتيب حسب
من
الى
الصفحة 1
الصفحة 1
Mathematical Control Theory and Finance
This book highlights recent developments in mathematical control theory and its applications to finance. It presents a collection of original contributions by distinguished scholars, addressing a large spectrum of problems and techniques. Control theory provides a large set of theoretical and computational tools with applications in a wide range of fields, ranging from "pure" areas of mathematics up to applied sciences like finance. Stochastic optimal control is a well established and important tool of mathematical finance. Other branches of control theory have found comparatively less applications to financial problems, but the exchange of ideas and methods has intensified in recent years. This volume should contribute to establish bridges between these separate fields. The diversity of topics covered as well as the large array of techniques and ideas brought in to obtain the results make this volume a valuable resource for advanced students and researchers.
Mathematical Control Theory : An Introduction
Mathematical Control Theory: An Introduction presents, in a mathematically precise manner, a unified introduction to deterministic control theory. With the exception of a few more advanced concepts required for the final part of the book, the presentation requires only a knowledge of basic facts from linear algebra, differential equations, and calculus. In addition to classical concepts and ideas, the author covers the stabilization of nonlinear systems using topological methods, realization theory for nonlinear systems, impulsive control and positive systems, the control of rigid bodies, the stabilization of infinite dimensional systems, and the solution of minimum energy problems.
