E-Book, Englisch, Band 85, 234 Seiten, eBook
Kolmanovskii / Myshkis Applied Theory of Functional Differential Equations
1992
ISBN: 978-94-015-8084-7
Verlag: Springer Netherland
Format: PDF
Kopierschutz: 1 - PDF Watermark
E-Book, Englisch, Band 85, 234 Seiten, eBook
Reihe: Mathematics and its Applications
ISBN: 978-94-015-8084-7
Verlag: Springer Netherland
Format: PDF
Kopierschutz: 1 - PDF Watermark
Zielgruppe
Research
Autoren/Hrsg.
Weitere Infos & Material
1. Models.- 1. Formal prerequisites.- 2. Aftereffect in mechanics.- 3. Hereditary phenomena in physics.- 4. Models with delays in technical problems.- 5. Aftereffect in biology.- 6. Aftereffect in medicine.- 7. Aftereffect in economy and other sciences.- 2. General theory.- 1. Introduction. Method of steps.- 2. Cauchy problem for RDEs.- 3. Cauchy problem for NDEs.- 4. Differential inclusions of retarded type (RDIs).- 5. General linear equations with aftereffect.- 6. Linear autonomous equations.- 7. Hopf bifurcation.- 8. Stocnastic retarded differential equations (SRDEs).- 3. Stability of retarded differential equations.- 1. Liapunov’s direct method.- 2. Linear autonomous equations.- 4. Stability of neutral type functional differential equations.- 1. Direct Liapunov’s method.- 2. Stability of linear autonomous equations.- 5. Stability of stochastic functional differential equations.- 1. Statement of the problem.- 2. Liapunov’s direct method.- 3. Boundedness of moments of solutions.- 6. Problems of control for deterministic FDEs.- 1. The dynamic programming method for deterministic equations. Bellman’s equation.- 2. Linear quadratic problems.- 3. Optimal control of bilinear hereditary systems.- 4. Control problems with phase constraint formula.- 5. Necessary optimality conditions.- 7. Optimal control of stochastic delay systems.- 1. Dynamic programming method for controlled stochastic hereditary processes.- 2. The linear quadratic problem.- 3. Approximate optimal control for systems with small parameters.- 4. Another approach to the problem of optimal synthesis control.- 8. State estimates of stochastic systems with delay.- 1. Filtering of Gaussian processes.- 2. Filtering of solutions of Itô equations with delay.
