Lectures on BSDEs, Stochastic Control, and Stochastic Differential Games with Financial Applications (Siam Series on Financial Mathematics)
Lectures on BSDEs, Stochastic Control, and Stochastic Differential
The goal of this textbook is to introduce students to the stochastic analysis tools that play an increasing role in the probabilistic approach to optimization problems, including stochastic control and stochastic differential games. While optimal control is taught in many graduate programs in applied mathematics and operations research, the author was intrigued by the lack of coverage of the theory of stochastic differential games. This is the first title in SIAM's Financial Mathematics book series and is based on the author s lecture notes. It will be helpful to students who are interested in stochastic differential equations (forward, backward, forward-backward); the probabilistic approach to stochastic control (dynamic programming and the stochastic maximum principle); and mean field games and control of McKean-Vlasov dynamics. The theory is illustrated by applications to models of systemic risk, macroeconomic growth, flocking/schooling, crowd behavior, and predatory trading, among others. Audience: This book is written for young researchers and newcomers to stochastic control and stochastic differential games. Contents: Preface; List of Notation; Part I: Stochastic Calculus; Chapter 1: Stochastic Differential Equations; Chapter 2: Backward Stochastic Differential Equation...
- Brand: CAMBRIDGE UNIVERSITY PRESS
- ASIN: 1611974232
Differential Games: A Mathematical Theory with Applications to Warfare and Pursuit, Control and Optimization (Dover Books on Mathematics)
Differential Games: A Mathematical Theory with Applications to
One of the definitive works in game theory, this fascinating volume offers an original look at methods of obtaining solutions for conflict situations. Combining the principles of game theory, the calculus of variations, and control theory, the author considers and solves an amazing array of problems: military, pursuit and evasion, games of firing and maneuver, athletic contests, and many other problems of conflict.Beginning with general definitions and the basic mathematics behind differential game theory, the author proceeds to examinations of increasingly specific techniques and applications: dispersal, universal, and equivocal surfaces; the role of game theory in warfare; development of an effective theory despite incomplete information; and more. All problems and solutions receive clearly worded, illuminating discussions, including detailed examples and numerous formal calculations.The product of fifteen years of research by a highly experienced mathematician and engineer, this volume will acquaint students of game theory with practical solutions to an extraordinary range of intriguing problems.
- ASIN: B00A73IK2U
Ford AL3Z-14B166-BA Switch Assy
Johnson Controls A19ABC-24C A19 Series Remote Bulb. Control, Single-Pole, Single-Throw, Adjustable Differential
Johnson Controls A19ABC-24C A19 Series Remote Bulb. Control,
The a19 Series controls are single-stage temperature controls that incorporate environmentally friendly liquid-filled sensing elements. made in United States. Manufactured by Johnson Controls.
- Color: Gray
- Brand: Johnson Controls
- ASIN: B004IRDZXA
- UPC: 662766302110
Stochastic Differential Equations: An Introduction with Applications (Universitext)
Stochastic Differential Equations: An Introduction with Applications
This book gives an introduction to the basic theory of stochastic calculus and its applications. Examples are given throughout the text, in order to motivate and illustrate the theory and show its importance for many applications in e.g. economics, biology and physics. The basic idea of the presentation is to start from some basic results (without proofs) of the easier cases and develop the theory from there, and to concentrate on the proofs of the easier case (which nevertheless are often sufficiently general for many purposes) in order to be able to reach quickly the parts of the theory which is most important for the applications. For the 6th edition the author has added further exercises and, for the first time, solutions to many of the exercises are provided. This corrected 6th printing of the 6th edition contains additional corrections and useful improvements, based in part on helpful comments from the readers.
- ASIN: 3540047581
Humidity Controller IHC200 Inkbird Humidistat Mushroom Greenhouse Pre Wired Outlet Dual Stage Humidifier Dehumidifier Only Humidity Control No Temperature Control
Humidity Controller IHC200 Inkbird Humidistat Mushroom Greenhouse Pre
IHC-200 is an easy-to-use, safe and reliable dual relay output humidity controller. Its play-n-plug designed, dual LED screens enabling more humanized. IHC-200 can control any 100-265 volt humidifier, dehumidifier or fan. Feature: Power Input: 100 ~240VAC, 50Hz/60Hz Power Output: Max. 10A, 100V ~240V AC Humidity Measuring Range : 5%-99.99%RH Humidity Control Range : 5%-99%RH Resolution: 1%RH Accuracy: ±3%RH Sensor model: AM-2301 Sensor stability:
- Color: IHC-200
- Brand: Inkbird
- ASIN: B01J1E5LWM
- UPC: 747380963135
Inkbird ITC-308 Max.1200W Heater, Cool Device Temperature Controller, Carboy, Homebrew, Fermenter, Greenhouse Terrarium Temp. Control
Inkbird ITC-308 Max.1200W Heater, Cool Device Temperature Controller,
Specification: Temperature Control Range: -50~99°C / -58~210°F Temperature Resolution: 0.1°C / 0.1°F Temperature Accuracy: ±1°C (-50~70°C) / ±1°F (-50~160°F) Temperature Control Mode :On/Off Control, Heating and Cooling Input Power: 100 ~240VAC, 50Hz/60Hz Temperature Control Output: Max. 10A, 100V~240V AC Buzzer Alarm: High and Low Temperature Alarm Sensor Type: NTC sensor (Including) Sensor Length: 2m / 6.56ft Input Power Cable Length: 1.5m (5ft) Output Power Cable Length: 30cm (1ft) Body Dimension: 140x68x33mm (5.5x2.7x1.3inch) Socket Dimension: 85x42x24mm (3.3x1.7x1inch) Ambient Temperature: -30~75°C / -22~167°F Storage Temperature: -20~60°C / -4~140°F Humidity: 20~85% (No Condensate) Warranty: 1 Year Package Included: 1x ITC-308 Temperature Controller 1x Manual
- Color: green
- Brand: Inkbird
- ASIN: B01HXM5UAC
- UPC: 705701565505
Yeeco AC 110V 4000W SCR Voltage Regulator Speed Control Driver Dimming Dimmer Thermostat Governing Temperature Governor Fan Motor Controller
Yeeco AC 110V 4000W SCR Voltage Regulator Speed
Parameters: Operating voltage: AC 110V Max Power: 4000W (Connected resistive load) Voltage Regulation: AC 0V - 110V Adjustable Size: (shell) length 91x wide 59MMx high 34MM Usage: This product is Connected to 110V AC input, The output is connected to the electric wire or electrical appliances, Rotary potentiometer rotating rod, Can play speed, pressure, temperature control effect Application: This product uses the new two-way High Power SCR, Because the design of the current max up to 20 A A good solution to cool down the situation in the electric wire Resistance is too small to cause over-flow problem; Can easily adjust the output voltage 0-110V Such as:Furnace,Hot water heater tune,Lamp dimming,Small motor speed,Electric iron，thermostat and so on. So as to achieve dimming, thermostats, adjusting the voltage effect. Can be used for electric power appliances use less than 4000W Inductively or capacitive load power should be reduced, the regulator is equipped with two-way high-power thyristor, potentiometers are with nuts and thick oversized radiator with aluminum shell Note: Note that the load can not exceed the maximum power, otherwise it will burn modules and appliances; Try using a resistive load; Inductive, capacitive load power to stay for more than h...
- Brand: Yeeco
- ASIN: B00MKU4W3Y
- UPC: 701203237599
Kegco RTC-2 Digital Thermostat Power Control Unit
Kegco RTC-2 Digital Thermostat Power Control
Introducing Kegco's new and improved RTC-2 Digital Thermostat Power Control! This device makes it possible to convert any freezer into a kegerator or fermentation chamber by overriding an appliance's thermostat, regulating the amount of energy getting to the appliance and allowing you precise control over the temperature settings and the amount of temperature fluctuation between cycles. This brand-new Kegco Digital Thermostat Power Control Unit has been specially designed to handle a higher amperage and features a setpoint range of -40 to 100 degrees Fahrenheit, making it suitable for a wide variety of uses such as controlling the power to a freezer or a terrarium. For easy installation, the Kegco RTC-2 utilizes pre-wired cords with a plug that installs into your electrical socket and a receptacle for you to plug your appliance into. The clear LCD display makes it easy to monitor set temperature, real temperature, and other control functions, and a temperature alarm can be set to alert you if the appliance is too far outside the operating range you have entered. This versatile thermostat control unit features both heating and cooling modes with adjustable setpoint and differential, and a waterproof remote temperature probe makes it possible to monitor the temperature inside the a...
- Color: Black
- Brand: Kegco
- ASIN: B01MQQ2URS
- UPC: 700697203370