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Books > Professional & Technical > Electronics & communications engineering > Electronics engineering > Automatic control engineering
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Optimal Control of Random Sequences in Problems with Constraints (Hardcover, 1997 ed.)
Loot Price: R3,074
Discovery Miles 30 740
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Optimal Control of Random Sequences in Problems with Constraints (Hardcover, 1997 ed.)
Series: Mathematics and Its Applications, 410
Expected to ship within 10 - 15 working days
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Controlled stochastic processes with discrete time form a very
interest ing and meaningful field of research which attracts
widespread attention. At the same time these processes are used for
solving of many applied problems in the queueing theory, in
mathematical economics. in the theory of controlled technical
systems, etc. . In this connection, methods of the theory of
controlled processes constitute the every day instrument of many
specialists working in the areas mentioned. The present book is
devoted to the rather new area, that is, to the optimal control
theory with functional constraints. This theory is close to the
theory of multicriteria optimization. The compromise between the
mathematical rigor and the big number of meaningful examples makes
the book attractive for professional mathematicians and for
specialists who ap ply mathematical methods in different specific
problems. Besides. the book contains setting of many new
interesting problems for further invf'stigatioll. The book can form
the basis of special courses in the theory of controlled stochastic
processes for students and post-graduates specializing in the ap
plied mathematics and in the control theory of complex systf'ms.
The grounding of graduating students of mathematical department is
sufficient for the perfect understanding of all the material. The
book con tains the extensive Appendix where the necessary knowledge
ill Borel spaces and in convex analysis is collected. All the
meaningful examples can be also understood by readers who are not
deeply grounded in mathematics."
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