Some aspects of Brownianmotion

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Rembert Reemtsen, Jan-J. Rückmann

This volume provides an outstanding collection of tutorial and survey articles on semi-infinite programming by leading researchers. While the literature on semi-infinite programming has grown enormously, an up-to-date book on this exciting area of optimization has been sorely lacking. The volume is divided into three parts. The first part, Theory, includes an analysis of sensitivity and stability properties and a discussion of parameter-dependent problems. A comprehensive survey of existing methods and a discussion of connections with semi-definite programming are topics in the second part, Numerical Methods. Investigations of special problems from signal processing, reliability testing, and control theory make up the final part, Applications. Audience: This book is an indispensable reference and source for advanced students and researchers in applied mathematics and engineering.

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Urmila M. Diwekar

This text presents a multi-disciplined view of optimization, providing students and researchers with a thorough examination of algorithms, methods, and tools from diverse areas of optimization without introducing excessive theoretical detail. This second edition includes additional topics, including global optimization and a real-world case study using important concepts from each chapter. Key Features: Provides well-written self-contained chapters, including problem sets and exercises, making it ideal for the classroom setting; Introduces applied optimization to the hazardous waste blending problem; Explores linear programming, nonlinear programming, discrete optimization, global optimization, optimization under uncertainty, multi-objective optimization, optimal control and stochastic optimal control; Includes an extensive bibliography at the end of each chapter and an index; GAMS files of case studies for Chapters 2, 3, 4, 5, and 7 are linked to Solutions manual available upon adoptions. Introduction to Applied Optimization is intended for advanced undergraduate and graduate students and will benefit scientists from diverse areas, including engineers.

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Anna Nagurney

"The second and revised edition of Network Economics: A Variational Inequality Approach provides an updated treatment of network economics through the inclusion of new theoretical results, new applications, as well as problems for self-study purposes and/or for use in the classroom. This volume remains true to the first edition in that it provides a unified treatment of finite-dimensional variational inequalities, algorithms, and applications."--BOOK JACKET.

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C.K. Chui, G. Chen

This book presents a thorough discussion of the mathematical theory of Kalman filtering. The filtering equations are derived in a series of elementary steps enabling the optimality of the process to be understood. It provides a comprehensive treatment of various major topics in Kalman-filtering theory, including uncorrelated and correlated noise, colored noise, steady-state theory, nonlinear systems, systems identification, numerical algorithms, and real-time applications. A series of problems for the student, together with a complete set of solutions, are also included. The style of the book is informal, and the mathematics elementary but rigorous, making it accessible to all those with a minimal knowledge of linear algebra and systems theory. In this second edition, in addition to some minor corrections and up-dating, the section on real-time system identification has been expanded and a brief introduction to wavelet analysis included.