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H-Infinity Optimal Control and Related Minimax Design Problems: A Dynamic Game Approach (Systems & Control: Foundations & Applications)
Tamer Basar , and
Pierre Bernhard
Manufacturer: Birkhäuser Boston
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ASIN: 0817638148 |
Book Description
One of the major concentrated activities of the past decade in control theory has been the development of the so-called 'H-infinity-optimal control theory', which addresses the issue of worst-case controller design for linear plants subject to unknown disturbances and plant uncertainties.
This second edition features a more streamlined presentation of the results included in the first edition and also contains substantial new material, reflecting new developments in the field since 1991. Among these are the nonlinear theory; connections between H-infinity-optimal control and risk sensitive stochastic control problems; H-infinity filtering for linear and nonlinear systems; and robustness considerations in the presence of regular and singular perturbations. Also included are a rather detailed description of the relationship between frequency-and time-domain approaches to robust controller design, and a complete set of results on the existence of value and characterization of optimal policies in finite- and infinite-horizon LQ differential games.
The authors believe that the theory is now at a stage where it can easily be incorporated into a second-level graduate course in a control curriculum, that would follow a basic course in linear control theory covering LQ and LQG designs.
Book Description
Many optimization questions arise in economics and finance; an important example of this is the society's choice of the optimum state of the economy (the social choice problem). Optimization in Economics and Finance extends and improves the usual optimization techniques, in a form that may be adopted for modeling social choice problems. Problems discussed include: when is an optimum reached; when is it unique; relaxation of the conventional convex (or concave) assumptions on an economic model; associated mathematical concepts such as invex and quasimax; multiobjective optimal control models; and related computational methods and programs. These techniques are applied to economic growth models (including small stochastic perturbations), finance and financial investment models (and the interaction between financial and production variables), modeling sustainability over long time horizons, boundary (transversality) conditions, and models with several conflicting objectives. Although the applications are general and illustrative, the models in this book provide examples of possible models for a society's social choice for an allocation that maximizes welfare and utilization of resources. As well as using existing computer programs for optimization of models, a new computer program, named SCOM, is presented in this book for computing social choice models by optimal control.
Product Description
This research monograph is the authoritative and comprehensive treatment of the mathematical foundations of stochastic optimal control of discrete-time systems, including the treatment of the intricate measure-theoretic issues.
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Dynamic Stochastic Optimization (Lecture Notes in Economics and Mathematical Systems)
Manufacturer: Springer
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ASIN: 3540405062 |
Book Description
This volume considers optimal stochastic decision processes from the viewpoint of stochastic programming. It focuses on theoretical properties and on approximate or numerical solution techniques for time-dependent optimization problems with random parameters (multistage stochastic programs, optimal stochastic decision processes). Methods for finding approximate solutions of probabilistic and expected cost based deterministic substitute problems are presented. Besides theoretical and numerical considerations, the proceedings volume contains selected refereed papers on many practical applications to economics and engineering: risk, risk management, portfolio management, finance, insurance-matters and control of robots.
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Advances in Dynamic Games: Applications to Economics, Finance, Optimization, and Stochastic Control (Annals of the International Society of Dynamic Games)
Manufacturer: Birkhäuser Boston
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ASIN: 0817643621 |
Book Description
This book focuses on various aspects of dynamic game theory, presenting state-of-the-art research and serving as a guide to the vitality and growth of the field and its applications. The selected chapters, written by experts in their respective disciplines, are an outgrowth of presentations originally given at the 9
th International Symposium of Dynamic Games and Applications. Featured throughout are useful tools for researchers and practitioners who use game theory for modeling in many disciplines.
Major topics covered include:
* repeated and stochastic games
* differential dynamic games
* optimal stopping games
* applications of dynamic games to economics, finance, and queuing theory
* numerical methods and algorithms for solving dynamic games
* Parrondo’s games and related topics
A valuable reference for practitioners and researchers in dynamic game theory, the book and its diverse applications will also benefit researchers and graduate students in applied mathematics, economics, engineering, systems and control, and environmental science.
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Approximate Dynamic Programming: Solving the Curses of Dimensionality (Wiley Series in Probability and Statistics)
Warren B. Powell
Manufacturer: Wiley-Interscience
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Neuro-Dynamic Programming (Optimization and Neural Computation Series, 3)
ASIN: 0470171553 |
Book Description
This book represents an up-to-date, complete and accessible introduction to approximate dynamic programming. It is motivated primarily by problems that arise in operations research and engineering. Much of the emphasis in the book is placed on how to model complex problems and design practical, scalable algorithms for solving them. Example problems generally involve the management of physical, financial or informational resources in an industrial setting.
Product Description
This is a NAVAL POSTGRADUATE SCHOOL MONTEREY CA report procured by the Pentagon and made available for public release. It has been reproduced in the best form available to the Pentagon. It is not spiral-bound, but rather assembled with Velobinding in a soft, white linen cover. The Storming Media report number is A500263. The abstract provided by the Pentagon follows: This thesis proposes new methods, based on dynamic programming, for solving certain single-stage and multi-stage integer stochastic knapsack problems. These problems model stochastic portfolio optimization problems (SPOPs) which assume deterministic unit weight, and normally distributed unit return with known mean and variance for each item type. Given an initial wealth, the objective is to select a portfolio that maximizes the probability of achieving or exceeding a specified final return threshold; the multi-stage problem allows revisions of the portfolio at regular time intervals. An exact method is developed to solve a single-stage SPOP with independence of returns among item types. For a problem from the literature with 11 item types, this method obtains an optimal solution in a fraction of a second on a laptop computer. An approximation method, based on discretization of possible wealth values, is developed to solve a multi-stage SPOP with inter- and intra-stage independence of returns among item types. Running on a desktop computer, this approximation method solves a 3-stage problem with 6 item types in under 12 minutes. With finer discretization in a 3-stage problem with 8 item types, the solution time is about 46 minutes.
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LQ Dynamic Optimization and Differential Games
Jacob Engwerda
Manufacturer: Wiley
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Binding: Hardcover
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ASIN: 0470015241 |
Book Description
Game theory is the theory of social situations, and the majority of research into the topic focuses on how groups of people interact by developing formulas and algorithms to identify optimal strategies and to predict the outcome of interactions. Only fifty years old, it has already revolutionized economics and finance, and is spreading rapidly to a wide variety of fields.
LQ Dynamic Optimization and Differential Games is an assessment of the state of the art in its field and the first modern book on linear-quadratic game theory, one of the most commonly used tools for modelling and analysing strategic decision making problems in economics and management. Linear quadratic dynamic models have a long tradition in economics, operations research and control engineering; and the author begins by describing the one-decision maker LQ dynamic optimization problem before introducing LQ differential games.
- Covers cooperative and non-cooperative scenarios, and treats the standard information structures (open-loop and feedback).
- Includes real-life economic examples to illustrate theoretical concepts and results.
- Presents problem formulations and sound mathematical problem analysis.
- Includes exercises and solutions, enabling use for self-study or as a course text.
- Supported by a website featuring solutions to exercises, further examples and computer code for numerical examples.
LQ Dynamic Optimization and Differential Games offers a comprehensive introduction to the theory and practice of this extensively used class of economic models, and will appeal to applied mathematicians and econometricians as well as researchers and senior undergraduate/graduate students in economics, mathematics, engineering and management science.
Download Description
A self-contained introduction to an extensively used of economic models. Linear Quadratic Differential Games is an assessment of the state of the art in its field and modern book on linear-quadratic game theory, one of the most commonly used tools for modelling and analysing strategic decision making problems in economics and management. Linear quadratic dynamic models have a long tradition in economics, operations research and control engineering; and the author begins by describing the one-decision maker LQ dynamic optimization problem before introducing LQ differential games. Covers cooperative and non-cooperative scenarios, and treats the standard information structures (open-loop and feedback). Includes real-life economic examples to illustrate theoretical concepts and results. Presents problem formulations and sound mathematical problem analysis. Includes exercises and solutions, enabling use for self-study or as a course text. Supported by a website featuring solutions to exercises, further examples and computer code for numerical examples. This comprehensive introduction will appeal to applied mathematicians and econometricians as well as researchers and senior undergraduate/ graduate students in economics, mathematics, engineering and management science.
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Optimization of Stochastic Systems, Second Edition: Topics in Discrete-Time Dynamics (Economic Theory, Econometrics, and Mathematical Economics)
Masanao Aoki
Manufacturer: Academic Press
ProductGroup: Book
Binding: Hardcover
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ASIN: 012058851X |
Book Description
From the Preface
The first edition of this book was written mainly for audiences with physical science and engineering backgrounds. Nevertheless, it reached some readers with economic and management science training. Analytical training of graduate students in economics and management sciences had progressed much in the last 20 years, and many new research results and optimization algorithms have also become available. My own interest in the meantime has shifted to the analysis of dynamics and optimization problems of economic and management science origin. With these developments and changes, I decided to rewrite much of the first edition to make it more accessible to graduate students and professionals in social sciences. I have also incorporated some new analytic tools that I deem useful in analyzing the dynamic and stochastic problems which confront these readers. I hope that my efforts successfully bring intertemporal optimization problems closer to economics professionals.
New topics introduced into this second edition appear mostly in Chapters 2, 4, 5, 6, and 8. Martingales and martingale differences are introduced early in Chapter 2. Some limit theorems and asymptotic properties of linear state space models driven by martingale differences are presented. Because many excellent books are available on martingales and their limit theorems, derivations and proofs are mostly sketchy, and readers are referred to these sources.
The results in Chapteer 2 are applied in Chapters 5, 6, and 8, among other places. The notion of dynamic aggregation and its relation to cointegration and error-correction models are developed in Chapter 4. Some recursive parameter estimation schemes and their statistical properties are included in Chapters 5 and 6. Here again, books devoted entirely to these topics are available in the literature, and much had to be omitted to keep the second edition to a manageable size. In an appendix to Chapter 7, a potentially very powerful tool in proving convergence of adaptive schemes is outlined. Rational expectations models and their solution methods are developed in Chapter 8 because of their wide-spread interest to economists. A very important class of problems in sequential decision problems revolves around questions of approximating nonlinear dynamics or more generally complex situations with a sequence of less complex ones. Chapter 9 does not begin to do justice to this class of problems but is included as being suggestive of works to be done.
When I first started contemplating the revision of the first edition, I benefited from a list of excellent suggestions from Rick van der Ploeg, though I did not necessarily incorporate all of his suggestions. Conversations with Thomas Sargent and Victor Solo were useful in organizing the material into the form of the second edition. I also benefited from discussions with Hashem Pesaran and correspondences with L. Broze in finalizing Chapter 8.
Some material in this book was used as lecture notes in a graduate course in the Department of Economics, University of California, Los Angeles, the winter quarter of 1987. I thank the participants in the course for many useful comments.
Key Features
* This major revision of the First Edition addresses optimization problems stated in stochastic difference equations, which often contain uncertain or randomly varying parameters
* Presents a set of concepts and techniques useful in analyzing or controlling stochastic dynamic processes, with possible incompletely specified characteristics
* It discusses basic system properties such as:
* Stability and observability
* Dynamic programming formulations of optimal and adaptive control problems
* Parameter estimation schemes and their convergence behavior
* Solution methods for rational expectations models using martingale differences
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Optimization over Time: Dynamic Programming and Stochastic Control (Probability & Mathematical Statistics Series)
P. Whittle
Manufacturer: John Wiley & Sons
ProductGroup: Book
Binding: Hardcover
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ASIN: 0471104965 |
Book Description
Written by a renowned authority on forensic science, this book introduces the non-scientific reader to the field of forensic science through an exploration of its applications to criminal invesigations, with clear explanations of the techniques, abilities, and limitations of the modern crime laboratory. The most current technologies, techniques, practices, and procedures highlight this book; the accompanying interactive crime scene CD-ROM puts readers in the role of crime scene investigations. Actual cases, including a new case study on the role of DNA evidence in the investigation of the World Trade Center crime scene, enable readers to see the integral role of forensic science in criminal investigations. Topics covered include: the crime scene, physical evidence, physical properties, organic analysis, inorganic analysis, the microscope, hairs, fibers, and paint, drugs, forensic toxicology, forensic aspects of arson and explosion investigations, forensic serology, DNA, fingerprints, firearms, toolmarks and other impressions, document and voice examination, and forensic science on the Internet. An excellent reference resource for members of the forensic science field, as well as others involved in criminal justice.
Customer Reviews:
I loved it!.......2007-08-21
I'm homeschooled and wanted to do Forensic Science as an elective. This book is written in a clear, understandable manner and is very informative. I liked how there was a chapter summary, review questions, and a case reading after every chapter. I definietly recomend this book if you want to use it as a text book or even just a good read.
Forensic Evidence.......2007-03-10
This book came as described and was very useful to learning about Forensic Science
I give a 5 star everything .......2006-10-02
The condition of the book was excellent and the service more than excellent. Received the book; Criminalistics An Intorduction to Forensic Science in time for my son to use it the next week in class. Thank you for the speed of the delivery. I would buy a used book again and hopefully it would be with the bookdude. Sorry this review was late.
Excellent Service And Condition.......2006-03-04
The book was in Excellent condition (New) and the service was great. The book arrived right on time.
correct your listing please.......2004-01-04
You're listing as a paperback version of Saferstein's "Criminalistics: an intro to forensic science," the associated lab manual by Meloan, Saferstein and another. Sort of confusing until you figure it out.
Customer Reviews:
Expensive, but worth it.......2007-05-15
Now this is one expensive book, but it's well worth it in my opinion. I just finished a 60+ page thesis paper for college and this was one of the Computer Forensics books that I referenced/used a source. It's a thorough book that covers a lot more than just Computer Forensics, but rather aspects of the whole of Forensic Science. The full color pages are detailed and the case studies are thorough.
Book Description
Written by authors with close to one hundred years of forensic experience combined, this introductory text features comprehensive coverage of the types of forensic work done by crime laboratories for criminal cases and by private examiners for civil cases. The book’s unifying vision of the role of forensic science in the justice system and of the role of the professional forensic scientist is clearly introduced in the first two chapters and reinforced throughout the text. Each chapter discusses a key case in the field and references other "real world" applications of the techniques described. The text’s premise is that being a scientist is not required for understanding and using forensic science, but that a greater understanding of science lends itself to better use of the techniques of forensic science.
Customer Reviews:
A Great Introductory Book.........2005-08-17
this is a book that is well written and organized for advanced high school students interested in forensics. There is a good balance of technical information along with captivating straight from the police blotter case files. The end of chapter questions serve as a useful review of the material. There is a college edition with CD out there and am glad this book has found a spot in college and university buy lists.
Product Description
Include CD Rom
Book Description
This book is a basic textbook for use in college and university forensic science courses at the introductory level in which little or no prior knowledge of science has been assumed. Most of the book is devoted to a careful exploration of the importance of physical evidence and this new edition includes a chapter on DNA.
Customer Reviews:
what a way to start.......1998-09-22
Ideal for police officers and crime lab techs. If you expect to work on crime scenes or deal with those who do, this is the book for you. It gives the ideals and the basics for crime scene work. I highly recommend it.
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- Helping Children Left Behind: State Aid and the Pursuit of Educational Equity
- History: Fiction or Science? (Chronology, No. 1)
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