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Beschreibung
1. Models.- 1. Formal prerequisites.- 2. Aftereffect in mechanics.- 3. Hereditary phenomena in physics.- 4. Models with delays in technical problems.- 5. Aftereffect in biology.- 6. Aftereffect in medicine.- 7. Aftereffect in economy and other sciences.- 2. General theory.- 1. Introduction. Method of steps.- 2. Cauchy problem for RDEs.- 3. Cauchy problem for NDEs.- 4. Differential inclusions of retarded type (RDIs).- 5. General linear equations with aftereffect.- 6. Linear autonomous equations.- 7. Hopf bifurcation.- 8. Stocnastic retarded differential equations (SRDEs).- 3. Stability of retarded differential equations.- 1. Liapunov's direct method.- 2. Linear autonomous equations.- 4. Stability of neutral type functional differential equations.- 1. Direct Liapunov's method.- 2. Stability of linear autonomous equations.- 5. Stability of stochastic functional differential equations.- 1. Statement of the problem.- 2. Liapunov's direct method.- 3. Boundedness of moments of solutions.- 6. Problems of control for deterministic FDEs.- 1. The dynamic programming method for deterministic equations. Bellman's equation.- 2. Linear quadratic problems.- 3. Optimal control of bilinear hereditary systems.- 4. Control problems with phase constraint formula.- 5. Necessary optimality conditions.- 7. Optimal control of stochastic delay systems.- 1. Dynamic programming method for controlled stochastic hereditary processes.- 2. The linear quadratic problem.- 3. Approximate optimal control for systems with small parameters.- 4. Another approach to the problem of optimal synthesis control.- 8. State estimates of stochastic systems with delay.- 1. Filtering of Gaussian processes.- 2. Filtering of solutions of Itô equations with delay.
1. Models.- 1. Formal prerequisites.- 2. Aftereffect in mechanics.- 3. Hereditary phenomena in physics.- 4. Models with delays in technical problems.- 5. Aftereffect in biology.- 6. Aftereffect in medicine.- 7. Aftereffect in economy and other sciences.- 2. General theory.- 1. Introduction. Method of steps.- 2. Cauchy problem for RDEs.- 3. Cauchy problem for NDEs.- 4. Differential inclusions of retarded type (RDIs).- 5. General linear equations with aftereffect.- 6. Linear autonomous equations.- 7. Hopf bifurcation.- 8. Stocnastic retarded differential equations (SRDEs).- 3. Stability of retarded differential equations.- 1. Liapunov's direct method.- 2. Linear autonomous equations.- 4. Stability of neutral type functional differential equations.- 1. Direct Liapunov's method.- 2. Stability of linear autonomous equations.- 5. Stability of stochastic functional differential equations.- 1. Statement of the problem.- 2. Liapunov's direct method.- 3. Boundedness of moments of solutions.- 6. Problems of control for deterministic FDEs.- 1. The dynamic programming method for deterministic equations. Bellman's equation.- 2. Linear quadratic problems.- 3. Optimal control of bilinear hereditary systems.- 4. Control problems with phase constraint formula.- 5. Necessary optimality conditions.- 7. Optimal control of stochastic delay systems.- 1. Dynamic programming method for controlled stochastic hereditary processes.- 2. The linear quadratic problem.- 3. Approximate optimal control for systems with small parameters.- 4. Another approach to the problem of optimal synthesis control.- 8. State estimates of stochastic systems with delay.- 1. Filtering of Gaussian processes.- 2. Filtering of solutions of Itô equations with delay.
Inhaltsverzeichnis
Preface. 1. Models. 2. General Theory. 3. Stability of Retarded Differential Equations. 4. Stability of Neutral Type Functional Differential Equations. 5. Stability of Stochastic Functional Differential Equations. 6. Problems of Control for Deterministic FEDs. 7. Optimal Control of Stochastic Delay Systems. 8. State Estimates of Stochastic Systems with Delay. Bibliography. Index.
Details
Erscheinungsjahr: 2010
Fachbereich: Wahrscheinlichkeitstheorie
Genre: Importe, Mathematik
Rubrik: Naturwissenschaften & Technik
Medium: Taschenbuch
Inhalt: xvi
234 S.
ISBN-13: 9789048142156
ISBN-10: 9048142156
Sprache: Englisch
Einband: Kartoniert / Broschiert
Autor: Kolmanovskii, V.
Myshkis, A.
Hersteller: Springer
Springer Netherland
Springer Netherlands
Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, D-69121 Heidelberg, juergen.hartmann@springer.com
Maße: 235 x 155 x 14 mm
Von/Mit: V. Kolmanovskii (u. a.)
Erscheinungsdatum: 15.12.2010
Gewicht: 0,388 kg
Artikel-ID: 107246934

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