Welcome to our book review site go-pdf.online!
You may have to Search all our reviewed books and magazines, click the sign up button below to create a free account.
Direct Adaptive Control Algorithms
Suitable either as a reference for practising engineers or as a text for a graduate course in adaptive control systems, this is a self-contained compendium of readily implementable adaptive control algorithms. These algorithms have been developed and applied by the authors for over fifteen years to a wide variety of engineering problems including flexible structure control, blood pressure control, and robotics. As such, they are suitable for a wide variety of multiple input-output control systems with uncertainty and external disturbances. The text is intended to enable anyone with knowledge of basic linear multivariable systems to adapt the algorithms to problems in a wide variety of disciplines. Thus, in addition to developing the theoretical details of the algorithms presented, the text gives considerable emphasis to designing algorithms and to representative applications in flight control, flexible structure control, robotics, and drug-infusion control. This second edition makes good use of MATLAB programs for the illustrative examples; these programs are described in the text and can be obtained from the MathWorks file server.
Problems and Solutions in Mathematical Finance, Volume 2
Detailed guidance on the mathematics behind equity derivatives Problems and Solutions in Mathematical Finance Volume II is an innovative reference for quantitative practitioners and students, providing guidance through a range of mathematical problems encountered in the finance industry. This volume focuses solely on equity derivatives problems, beginning with basic problems in derivatives securities before moving on to more advanced applications, including the construction of volatility surfaces to price exotic options. By providing a methodology for solving theoretical and practical problems, whilst explaining the limitations of financial models, this book helps readers to develop the skil...
Direct and Large-Eddy Simulation IV
This volume contains the proceedings of the 2001 DLES4 workshop. It describes and discusses state-of-the-art modeling and simulation approaches for complex flows. Fundamental turbulence and modeling issues but also elements from modern numerical analysis are at the heart of this field of interest.
An Introduction to Turbulent Flow
Most natural and industrial flows are turbulent. The atmosphere and oceans, automobile and aircraft engines, all provide examples of this ubiquitous phenomenon. In recent years, turbulence has become a very lively area of scientific research and application, attracting many newcomers who need a basic introduction to the subject. An Introduction to Turbulent Flow, first published in 2000, offers a solid grounding in the subject of turbulence, developing both physical insight and the mathematical framework needed to express the theory. It begins with a review of the physical nature of turbulence, statistical tools, and space and time scales of turbulence. Basic theory is presented next, illustrated by examples of simple turbulent flows and developed through classical models of jets, wakes, and boundary layers. A deeper understanding of turbulence dynamics is provided by spectral analysis and its applications. The final chapter introduces the numerical simulation of turbulent flows. This well-balanced text will interest graduate students in engineering, applied mathematics, and the physical sciences.
Mathematical Finance with Applications
Mathematical finance plays a vital role in many fields within finance and provides the theories and tools that have been widely used in all areas of finance. Knowledge of mathematics, probability, and statistics is essential to develop finance theories and test their validity through the analysis of empirical, real-world data. For example, mathematics, probability, and statistics could help to develop pricing models for financial assets such as equities, bonds, currencies, and derivative securities.
Multi-agent Optimization
This book contains three well-written research tutorials that inform the graduate reader about the forefront of current research in multi-agent optimization. These tutorials cover topics that have not yet found their way in standard books and offer the reader the unique opportunity to be guided by major researchers in the respective fields. Multi-agent optimization, lying at the intersection of classical optimization, game theory, and variational inequality theory, is at the forefront of modern optimization and has recently undergone a dramatic development. It seems timely to provide an overview that describes in detail ongoing research and important trends. This book concentrates on Distributed Optimization over Networks; Differential Variational Inequalities; and Advanced Decomposition Algorithms for Multi-agent Systems. This book will appeal to both mathematicians and mathematically oriented engineers and will be the source of inspiration for PhD students and researchers.
Transactions of the Seventh Prague Conference on Information Theory, Statistical Decision Functions, Random Processes and of the 1974 European Meeting of Statisticians
The Prague Conferences on Information Theory, Statistical Decision Functions, and Random Processes have been organized every three years since 1956. During the eighteen years of their existence the Prague Conferences developed from a platform for presenting results obtained by a small group of researchers into a probabilistic congress, this being documented by the increasing number of participants as well as of presented papers. The importance of the Seventh Prague Conference has been emphasized by the fact that this Conference was held jointly with the eighth European Meeting of Statisticians. This joint meeting was held from August 18 to 23, 1974 at the Technical University of Prague. The ...
The Theory of Oligopoly with Multi-Product Firms
In this book a rigorous, systematic, mathematical analysis is presented for oligopoly with multi-product firms in static as well as dynamic frameworks in the light of recent developments in theories of games, oligopoly and industrial organization. The general results derived in this book on oligopoly with multi-product firms contain, as special cases, all previous results on oligopoly with single product as well as oligopoly with product differentiation and single product firms. A constructive nu- merical method is given for finding the Cournot-Nash equilibrium, which may be extremely valuable to those who are interested in numerical analysis of the effects of various industrial policies. A sequential adjustment process is also formulated for finding the equilibrium. Dynamic adjustment processes have two versions, one with a discrete time scale and the other with a continuous time scale. The stability of the equilibrium is thoroughly investigated utilizing powerful mathematical results from the stability and linear algebra literature. The methodology developed for analyzing stability proves to be useful for dynamic analysis of economic models.
Measure, Integral and Probability
Measure, Integral and Probability is a gentle introduction that makes measure and integration theory accessible to the average third-year undergraduate student. The ideas are developed at an easy pace in a form that is suitable for self-study, with an emphasis on clear explanations and concrete examples rather than abstract theory. For this second edition, the text has been thoroughly revised and expanded. New features include: · a substantial new chapter, featuring a constructive proof of the Radon-Nikodym theorem, an analysis of the structure of Lebesgue-Stieltjes measures, the Hahn-Jordan decomposition, and a brief introduction to martingales · key aspects of financial modelling, including the Black-Scholes formula, discussed briefly from a measure-theoretical perspective to help the reader understand the underlying mathematical framework. In addition, further exercises and examples are provided to encourage the reader to become directly involved with the material.
