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# ðŸ“™ Mathematical Control Theory and Finance by Andrey Sarychev, Albert Shiryaev, Manuel Guerra, Maria do Rosario Grossinho â€” free epub

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This book highlights recent developments in mathematical control theory and its applications to finance. It presents a collection of original contributions by distinguished scholars, addressing a large spectrum of problems and techniques. Control theory provides a large set of theoretical and computational tools with applications in a wide range of fields, ranging from "pure" areas of mathematics up to applied sciences like finance. Stochastic optimal control is a well established and important tool of mathematical finance. Other branches of control theory have found comparatively less applications to financial problems, but the exchange of ideas and methods has intensified in recent years. This volume should contribute to establish bridges between these separate fields. The diversity of topics covered as well as the large array of techniques and ideas brought in to obtain the results make this volume a valuable resource for advanced students and researchers.

## About book:

## About file:

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- Author:
**Andrey Sarychev, Albert Shiryaev, Manuel Guerra, Maria do Rosario Grossinho** - Year:
**2008** - Publisher:
**Springer** - Language:
**English** - ISBN:
**3540695311,9783540695318**

- File size:
**6 481 741** - Format:
**pdf**

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This book highlights recent developments in mathematical control theory and its applications to finance. It presents a collection of original contributions by distinguished scholars, addressing a large spectrum of problems and techniques. Control theory p...

Mathematical Control Theory: An Introduction presents, in a mathematically precise manner, a unified introduction to deterministic control theory. In addition to classical concepts and ideas, the author covers the stabilization of nonlinear systems using ...

This volume on mathematical control theory contains high quality articles covering the broad range of this field. The internationally renowned authors provide an overview of many different aspects of control theory, offering a historical perspective while...

This treatment of modern topics related to mathematical systems theory forms the proceedings of a workshop, Mathematical Systems Theory: From Behaviors to Nonlinear Control, held at the University of Groningen in July 2015. The workshop celebrated the wor...

This book provides clear presentations of more than sixty important unsolved problems in mathematical systems and control theory. Each of the problems included here is proposed by a leading expert and set forth in an accessible manner. Covering a wide ran...

In this book the authors reduce a wide variety of problems arising in system and control theory to a handful of convex and quasiconvex optimization problems that involve linear matrix inequalities. These optimization problems can be solved using recently ...

Striking a careful balance between mathematical rigor and engineering-oriented applications, this textbook aims to maximize the readers' understanding of both the mathematical and engineering aspects of control theory. The bedrock elements of classical...

The calculus of variations is used to find functions that optimize quantities expressed in terms of integrals. Optimal control theory seeks to find functions that minimize cost integrals for systems described by differential equations. This book is an int...

"Control theory, developed in the twentieth century, is the subject of this compilation of 25 annotated reprints of seminal papers representing the evolution of the control field. Carefully assembled by a distinguished editorial board to ensure that each ...

Through a variety of mechanisms, cancer cells provide the biomarker material that can lead to their own detection, which then grants clinicians the opportunity for non-invasive body fluid and tissue analysis able to indicate the presence of tumors or the ...

DNA microarray technology has revolutionized research in the past decade. Initially an application for mRNA expression studies, the technology now has spread to other applications such as comparative genomic hybridization, SNP and mutation analysis. In DN...

Due to the significant contributions of carbohydrates to the functional diversity of the cell, the challenging study of the glycome has expanded beyond the research of carbohydrate experts and into the wider scope of the life sciences. To aid all scientis...

The storage, processing, description, transmission, connection, and analysis of the waves of new genomic data have made bioinformatics skills essential for scientists working with DNA sequences. In Bioinformatics for DNA Sequence Analysis, experts in the ...

With the advent of modern methodology, the phenomenal complexity of the protein components and regulatory steps involved in mitosis has become approachable. In Mitosis: Methods and Protocols, experts in the field provide an up-to-date collection of method...

From the beginning of the OMICs biology era, science has been pursuing the reduction of the complex "genome-wide" assays in order to understand the essential biology that lies beneath it. In Protein Networks and Pathway Analysis, expert practitioners pres...

Due to their versatility, along with the diminishing costs of library synthesis and the growth of commercial support, peptide microarrays will likely expand beyond being just a research tool into an adaptable and powerful platform to be harnessed for wide...

Fundamental to the development and vital functions of organisms, the migration of motile cells due to the detection of shallow gradients of specific chemical signals in their environments, or chemotaxis, can be clearly seen as a major force in cell biolog...

Through the study and application of bioluminescence, scientists have painstakingly harnessed a powerful tool that enables us to seek a deeper understanding of the complex mechanisms underpinning so many vital biologic systems. In this fully revised and u...

With the dwindling supplies of fossil fuels and growing concerns regarding climate changes due to green house gasses from these fuels, public opinion has swung dramatically towards favoring the development of renewable energy sources. In Biofuels: Methods...