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1.

図書
図書
1. Introduction to stochastic control theory
Karl J. Åström
出版情報: New York : Academic Press, 1970  xi, 299 p. ; 24 cm
シリーズ名: Mathematics in science and engineering : a series of monographs and textbooks ; v. 70
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目次情報: 続きを見る
Preface
Contents
Overview / 1：
Methods of Operator Approximation in System Modelling / I：
Nonlinear Operator Approximation with Preassigned Accuracy / 2：
Introduction / 2.1：
Generic formulation of the problem / 2.2：
Operator approximation in space C([0; 1]) / 2.3：
Operator approximation in Banach spaces by polynomial operators / 2.4：
Approximation on compact sets in topological vector spaces / 2.5：
Approximation on noncompact sets in Hilbert spaces / 2.6：
Special results for maps into Banach spaces / 2.7：
Concluding remarks / 2.8：
Interpolation of Nonlinear Operators 65 / 3：
Lagrange interpolation in Banach spaces / 3.1：
Weak interpolation of nonlinear operators / 3.3：
Some related results / 3.4：
Realistic Operators and their Approximation / 3.5：
Formalization of concepts related to description of real-world objects / 4.1：
Approximation of RÂícontinuous operators / 4.3：
Methods of Best Approximation for Nonlinear Operators / 4.4：
Best Approximation of nonlinear operators in Banach spaces: Deterministic case / 5.1：
Estimation of mean and covariance matrix for random vectors / 5.3：
Best Hadamard-quadratic approximation / 5.4：
Best polynomial approximation / 5.5：
Best causal approximation / 5.6：
Best hybrid approximations / 5.7：
Optimal Estimation of Random Vectors / 5.8：
Computational Methods for Optimal Filtering of Stochastic Signals / 6：
Optimal linear Filtering in Finite dimensional vector spaces / 6.1：
Optimal linear Filtering in Hilbert spaces / 6.3：
Optimal causal linear Filtering with piecewise constant memory / 6.4：
Optimal causal polynomial Filtering with arbitrarily variable memory / 6.5：
Optimal nonlinear Filtering with no memory constraint / 6.6：
Computational Methods for Optimal Compression and Reconstruction of Random Data / 6.7：
Standard Principal Component Analysis and Karhunen-Loeeve transform (PCA{KLT) / 7.1：
Rank-constrained matrix approximations / 7.3：
Generic PCA{KLT / 7.4：
Optimal hybrid transform based on Hadamard-quadratic approximation / 7.5：
Optimal transform formed by a combination of nonlinear operators / 7.6：
Optimal generalized hybrid transform / 7.7：
Bibliography / 7.8：
Index
Preface
Contents
Overview / 1：
2.

図書
図書
2. Stochastic controls : Hamiltonian systems and HJB equations (: pbk)
Jiongmin Yong, Xun Yu Zhou
出版情報: New York ; Tokyo : Springer, c1999  xx, 438 p. ; 25 cm
シリーズ名: Applications of mathematics ; 43
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3.

図書
図書
3. Conflict-controlled processes
by A. Chikrii
出版情報: Dordrecht : Kluwer, c1997  xx, 403 p. ; 25 cm
シリーズ名: Mathematics and its applications ; v. 405
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目次情報: 続きを見る
Preface
Introduction
Auxiliary Mathematical Results / 1：
The Method of Resolving Functions / 2：
Group Pursuit / 3：
Complete Conflict Controllability / 4：
Successive Pursuit / 5：
Interaction of Group of Controlled Objects / 6：
Bibliographic Commentary
References
Index
Preface
Introduction
Auxiliary Mathematical Results / 1：
4.

図書
図書
4. Numerical methods for stochastic control problems in continuous time (: us ; : gw)
Harold J. Kushner, Paul G. Dupuis
出版情報: New York ; Tokyo : Springer-Verlag, c1992  ix, 439 p. ; 25 cm
シリーズ名: Applications of mathematics ; 24
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5.

図書
図書
5. Controlled Markov processes and viscosity solutions (: us ; : gw)
Wendell H. Fleming, H. Mete Soner
出版情報: New York ; Berlin : Springer-Verlag, c1993  xv, 428 p. ; 24 cm
シリーズ名: Applications of mathematics ; 25
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6.

図書
図書
6. Continuous-time stochastic control and optimization with financial applications (: pbk)
Huyên Pham
出版情報: Berlin : Springer, c2009  xvii, 232 p. ; 24 cm
シリーズ名: Stochastic modelling and applied probability ; 61
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