rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Optimal Control of Random Sequences in Problems with Constraints
  name:
    name part: Piunovskiy, A. B.
    role:
      role term: creator
  name:
    name part: SpringerLink (Online service)
  type of resource: text
  genre: Electronic books.
  origin info:
    place:
      place term: ne
    date issued: 1997
    issuance: monographic
  language:
    language term: eng
  physical description:
    reformatting quality: access
    form: remote
    extent: 1 online resource (xi, 345 pages)
  abstract: This volume is devoted to the investigation of general Borel models of stochastic optimal control, taking into consideration additional performance criteria which must satisfy the constraints-inequalities. This study is based on both convex programming theory as well as the Bellman principle, and provides a useful approach for multicriteria control problems. Some new original properties of strategical measure space are established, and among the other subjects that are treated are the existence and the form of optimal control strategy; Markov and homogeneous models; and linear-quadratic systems. The last chapter concentrates on application of these methods to, for example, economics, ecology, insurance and games. Audience: This book will be of interest to post-graduate students and researchers whose work involves stochastic control and its applications.
  note: by A.B. Piunovskiy.
  note: Electronic resource.
  subject:
    topic: Mathematics
  subject:
    topic: System theory
  subject:
    topic: Mathematical optimization
  subject:
    topic: Distribution (Probability theory)
  subject:
    topic: Mechanical engineering
  subject:
    topic: Environmental economics
  classification: QA315-316
  classification: QA402.3
  classification: QA402.5-QA402.6
  classification: 515.64
  related item:
    title info:
      title: Mathematics and its applications ; 410
  identifier: 9789401155083 (electronic bk.)
  identifier: 9401155089 (electronic bk.)
  identifier: 9789401063197
  identifier: 9401063192
  identifier: 9401155089
  identifier: http://proxy.library.tamu.edu/login
  record info:
    record content source: AU@
    record creation date: 121227
    record change date: 20260420204601.8
    record identifier: in00003557073
    language of cataloging:
      language term: eng