Overview
- Very active research area
- Chang bridges area of stochastic control and stochastic delay equations
- Includes supplementary material: sn.pub/extras
Part of the book series: Stochastic Modelling and Applied Probability (SMAP, volume 59)
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Table of contents (8 chapters)
Reviews
From the reviews:
"A large class of models from physics, chemistry … etc., is described by stochastic hereditary differential equations (SHDEs) driven by a standard Brownian motion. … The monograph is addressed to researchers and advanced graduate students with interest in the theory and applications of optimal control for SHDEs. … The monograph provides a systematic and careful exposition of the fundamental results of the control problems for stochastic hereditary differential systems and represents an essential source of information for anyone who wants to work in the field." (Constantin Tudor, Mathematical Reviews, Issue 2009 e)
“The theme of this research monograph is a set of equations that represent a class of infinite-dimensional stochastic systems. … This monograph can serve as an introduction and/or a research reference for researchers and advanced graduate students with a special interest in theory and applications of optimal control of SHDEs. The monograph is intended to be as self-contained as possible. … Theory developed in this monograph can be extended with additional efforts to hereditary differential equations driven by semimartingales, such as Lévy processes.” (Adriana Horníková, Technometrics, Vol. 52 (2), May, 2010)
Editors and Affiliations
Bibliographic Information
Book Title: Stochastic Control of Hereditary Systems and Applications
Editors: Mou-Hsiung Chang
Series Title: Stochastic Modelling and Applied Probability
DOI: https://doi.org/10.1007/978-0-387-75816-9
Publisher: Springer New York, NY
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer-Verlag New York 2008
Hardcover ISBN: 978-0-387-75805-3Published: 23 January 2008
Softcover ISBN: 978-1-4419-2605-0Published: 23 November 2010
eBook ISBN: 978-0-387-75816-9Published: 03 January 2008
Series ISSN: 0172-4568
Series E-ISSN: 2197-439X
Edition Number: 1
Number of Pages: XVIII, 406
Topics: Probability Theory and Stochastic Processes, Partial Differential Equations, Control, Robotics, Mechatronics, Statistical Theory and Methods