Overview
- Written by an award-winning expert in the field of Control Theory and Stochastic Processes
- Presents new and original methods of solving select problems of optimal control theory and contains both solved problems and new open ones
- Develops the theory of certain stochastic functional inclusions and its applications
- May be treated as an introduction to a new approach to stochastic optimal control theory
- Includes supplementary material: sn.pub/extras
Part of the book series: Springer Optimization and Its Applications (SOIA, volume 80)
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Table of contents (7 chapters)
Reviews
From the book reviews:
“In this monograph stochastic functional and differential inclusions with applications to stochastic optimal control are treated. … Each chapter contains a section of ‘Notes and Remarks’ with comments on related considerations available in the literature and some hints for further reading. … Readers with working knowledge in probability theory, stochastic processes, stochastic differential equations, and ordinary and partial differential equations will find a good presentation of the field of stochastic differential inclusions.” (Kurt Marti, Mathematical Reviews, June, 2014)
Authors and Affiliations
About the author
Michał Kisielewicz is the author of over 70 articles on subjects including ordinary differential equations, systems theory, calculus of variations and optimal control, and probability theory and stochastic processes. He is a professor of mathematics at the University of Zielona Góra in Poland. In 2001, he was awarded the Order of Polonia Restituta, one of Poland's highest orders, for his achievements.
Bibliographic Information
Book Title: Stochastic Differential Inclusions and Applications
Authors: Michał Kisielewicz
Series Title: Springer Optimization and Its Applications
DOI: https://doi.org/10.1007/978-1-4614-6756-4
Publisher: Springer New York, NY
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer Science+Business Media New York 2013
Hardcover ISBN: 978-1-4614-6755-7Published: 12 June 2013
Softcover ISBN: 978-1-4899-8951-2Published: 08 July 2015
eBook ISBN: 978-1-4614-6756-4Published: 12 June 2013
Series ISSN: 1931-6828
Series E-ISSN: 1931-6836
Edition Number: 1
Number of Pages: XVI, 282
Topics: Calculus of Variations and Optimal Control; Optimization, Ordinary Differential Equations, Numerical Analysis, Partial Differential Equations