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Functions of Several Variables
This new edition, like the first, presents a thorough introduction to differential and integral calculus, including the integration of differential forms on manifolds. However, an additional chapter on elementary topology makes the book more complete as an advanced calculus text, and sections have been added introducing physical applications in thermodynamics, fluid dynamics, and classical rigid body mechanics.
Controlled Markov Processes and Viscosity Solutions
This book is an introduction to optimal stochastic control for continuous time Markov processes and the theory of viscosity solutions. It covers dynamic programming for deterministic optimal control problems, as well as to the corresponding theory of viscosity solutions. New chapters in this second edition introduce the role of stochastic optimal control in portfolio optimization and in pricing derivatives in incomplete markets and two-controller, zero-sum differential games.
Deterministic and Stochastic Optimal Control
This book may be regarded as consisting of two parts. In Chapters I-IV we pre sent what we regard as essential topics in an introduction to deterministic optimal control theory. This material has been used by the authors for one semester graduate-level courses at Brown University and the University of Kentucky. The simplest problem in calculus of variations is taken as the point of departure, in Chapter I. Chapters II, III, and IV deal with necessary conditions for an opti mum, existence and regularity theorems for optimal controls, and the method of dynamic programming. The beginning reader may find it useful first to learn the main results, corollaries, and examples. These tend to be found...
A Pure Soul
This biography illuminates the life of Ennio De Giorgi, a mathematical genius in parallel with John Nash, the Nobel Prize Winner and protagonist of A Beautiful Mind. Beginning with his childhood and early years of research, into his solution of the 19th problem of Hilbert and his professorship, this book pushes beyond De Giorgi’s rich contributions to the mathematics community, to present his work in human rights, including involvement in the fight for Leonid Plyushch’s freedom and the defense of dissident Uruguayan mathematician José Luis Massera. Considered by many to be the greatest Italian analyst of the twentieth century, De Giorgi is described in this volume in full through documents and direct interviews with friends, family, colleagues, and former students.
Multivariable Mathematics
Multivariable Mathematics combines linear algebra and multivariable mathematics in a rigorous approach. The material is integrated to emphasize the recurring theme of implicit versus explicit that persists in linear algebra and analysis. In the text, the author includes all of the standard computational material found in the usual linear algebra and multivariable calculus courses, and more, interweaving the material as effectively as possible, and also includes complete proofs. * Contains plenty of examples, clear proofs, and significant motivation for the crucial concepts. * Numerous exercises of varying levels of difficulty, both computational and more proof-oriented. * Exercises are arranged in order of increasing difficulty.
Stochastic Analysis, Control, Optimization, and Applications
This is a survey of developments, results, and applications in stochastic analysis, control theory, optimization and applications. It should be a valuable resource for practitioners, researchers and professionals in applied mathematics, operations research and engineering.
Geometric Measure Theory
Geometric measure theory has become increasingly essential to geometry as well as numerous and varied physical applications. The third edition of this leading text/reference introduces the theory, the framework for the study of crystal growth, clusters of soap bubbles, and similar structures involving minimization of energy. Over the past thirty years, this theory has contributed to major advances in geometry and analysis including, for example, the original proof of the positive mass conjecture in cosmology.This third edition of Geometric Measure Theory: A Beginner's Guide presents, for the first time in print, the proofs of the double bubble and the hexagonal honeycomb conjectures. Four new chapters lead the reader through treatments of the Weaire-Phelan counterexample of Kelvin's conjecture, Almgren's optimal isoperimetric inequality, and immiscible fluids and crystals. The abundant illustrations, examples, exercises, and solutions in this book will enhance its reputation as the most accessible introduction to the subject.
Stochastic Optimal Control and the U.S. Financial Debt Crisis
Stochastic Optimal Control (SOC)—a mathematical theory concerned with minimizing a cost (or maximizing a payout) pertaining to a controlled dynamic process under uncertainty—has proven incredibly helpful to understanding and predicting debt crises and evaluating proposed financial regulation and risk management. Stochastic Optimal Control and the U.S. Financial Debt Crisis analyzes SOC in relation to the 2008 U.S. financial crisis, and offers a detailed framework depicting why such a methodology is best suited for reducing financial risk and addressing key regulatory issues. Topics discussed include the inadequacies of the current approaches underlying financial regulations, the use of SOC to explain debt crises and superiority over existing approaches to regulation, and the domestic and international applications of SOC to financial crises. Principles in this book will appeal to economists, mathematicians, and researchers interested in the U.S. financial debt crisis and optimal risk management.
Stochastic Controls
As is well known, Pontryagin's maximum principle and Bellman's dynamic programming are the two principal and most commonly used approaches in solving stochastic optimal control problems. * An interesting phenomenon one can observe from the literature is that these two approaches have been developed separately and independently. Since both methods are used to investigate the same problems, a natural question one will ask is the fol lowing: (Q) What is the relationship betwccn the maximum principlc and dy namic programming in stochastic optimal controls? There did exist some researches (prior to the 1980s) on the relationship between these two. Nevertheless, the results usually werestated in h...
Stochastic Analysis, Control, Optimization and Applications
In view of Professor Wendell Fleming's many fundamental contributions, his profound influence on the mathematical and systems theory communi ties, his service to the profession, and his dedication to mathematics, we have invited a number of leading experts in the fields of control, optimiza tion, and stochastic systems to contribute to this volume in his honor on the occasion of his 70th birthday. These papers focus on various aspects of stochastic analysis, control theory and optimization, and applications. They include authoritative expositions and surveys as well as research papers on recent and important issues. The papers are grouped according to the following four major themes: (1) lar...
