Increasing capacity at ports and goods movement in the supply chain in general, while also satisfying environmental, economic, political, labor union, and other constraints is, arguably, the greatest challenge of modern transportation. With space at a premium and costs through the roof, it is increasingly obvious that the traditional solutions are
This book presents an overview of fundamental concepts in mathematics and how they are applied to basic financial engineering problems, with the goal of teaching students to use mathematics and engineering tools to understand and solve financial problems. Part I covers mathematical preliminaries (set theory, linear algebra, sequences and series, real functions and analysis, numerical approximations and computations, basic optimization theory, and stochastic processes), and Part II addresses financial topics ranging from low- to high-risk investments (interest rates and value of money, bonds, dynamic asset modeling, portfolio theory and optimization, option pricing, and the concept of hedging). Based on lectures for a master’s program in financial engineering given by the author over 12 years at the University of Southern California, Mathematics and Tools for Financial Engineering contains numerous examples and problems, establishes a strong general mathematics background and engineering modeling techniques in a pedagogical fashion, and covers numerical techniques with applications to solving financial problems using different software tools. This textbook is intended for graduate and advanced undergraduate students in finance or financial engineering and is useful to readers with no prior knowledge in finance who want to understand some basic mathematical tools and theories associated with financial engineering. It is also appropriate as an overview of many mathematical concepts and engineering tools relevant to courses on numerical analysis, modeling and data science, numerical optimization, and approximation theory.
Presented in a tutorial style, this text reduces the confusion and difficulty in grasping the design, analysis, and robustness of a wide class of adaptive controls for continuous-time plants. The treatment unifies, simplifies, and explains most of the techniques for designing and analyzing adaptive control systems. Excellent text and authoritative reference"--
Increasing capacity at ports and goods movement in the supply chain in general, while also satisfying environmental, economic, political, labor union, and other constraints is, arguably, the greatest challenge of modern transportation. With space at a premium and costs through the roof, it is increasingly obvious that the traditional solutions are
Designed to meet the needs of a wide audience without sacrificing mathematical depth and rigor, Adaptive Control Tutorial presents the design, analysis, and application of a wide variety of algorithms that can be used to manage dynamical systems with unknown parameters. Its tutorial-style presentation of the fundamental techniques and algorithms in adaptive control make it suitable as a textbook. Adaptive Control Tutorial is designed to serve the needs of three distinct groups of readers: engineers and students interested in learning how to design, simulate, and implement parameter estimators and adaptive control schemes without having to fully understand the analytical and technical proofs; graduate students who, in addition to attaining the aforementioned objectives, also want to understand the analysis of simple schemes and get an idea of the steps involved in more complex proofs; and advanced students and researchers who want to study and understand the details of long and technical proofs with an eye toward pursuing research in adaptive control or related topics. The authors achieve these multiple objectives by enriching the book with examples demonstrating the design procedures and basic analysis steps and by detailing their proofs in both an appendix and electronically available supplementary material; online examples are also available. A solution manual for instructors can be obtained by contacting SIAM or the authors. Preface; Acknowledgements; List of Acronyms; Chapter 1: Introduction; Chapter 2: Parametric Models; Chapter 3: Parameter Identification: Continuous Time; Chapter 4: Parameter Identification: Discrete Time; Chapter 5: Continuous-Time Model Reference Adaptive Control; Chapter 6: Continuous-Time Adaptive Pole Placement Control; Chapter 7: Adaptive Control for Discrete-Time Systems; Chapter 8: Adaptive Control of Nonlinear Systems; Appendix; Bibliography; Index
Designed to meet the needs of a wide audience without sacrificing mathematical depth and rigor, Adaptive Control Tutorial presents the design, analysis, and application of a wide variety of algorithms that can be used to manage dynamical systems with unknown parameters. Its tutorial-style presentation of the fundamental techniques and algorithms in adaptive control make it suitable as a textbook. Adaptive Control Tutorial is designed to serve the needs of three distinct groups of readers: engineers and students interested in learning how to design, simulate, and implement parameter estimators and adaptive control schemes without having to fully understand the analytical and technical proofs; graduate students who, in addition to attaining the aforementioned objectives, also want to understand the analysis of simple schemes and get an idea of the steps involved in more complex proofs; and advanced students and researchers who want to study and understand the details of long and technical proofs with an eye toward pursuing research in adaptive control or related topics. The authors achieve these multiple objectives by enriching the book with examples demonstrating the design procedures and basic analysis steps and by detailing their proofs in both an appendix and electronically available supplementary material; online examples are also available. A solution manual for instructors can be obtained by contacting SIAM or the authors. Preface; Acknowledgements; List of Acronyms; Chapter 1: Introduction; Chapter 2: Parametric Models; Chapter 3: Parameter Identification: Continuous Time; Chapter 4: Parameter Identification: Discrete Time; Chapter 5: Continuous-Time Model Reference Adaptive Control; Chapter 6: Continuous-Time Adaptive Pole Placement Control; Chapter 7: Adaptive Control for Discrete-Time Systems; Chapter 8: Adaptive Control of Nonlinear Systems; Appendix; Bibliography; Index
This book presents an overview of fundamental concepts in mathematics and how they are applied to basic financial engineering problems, with the goal of teaching students to use mathematics and engineering tools to understand and solve financial problems. Part I covers mathematical preliminaries (set theory, linear algebra, sequences and series, real functions and analysis, numerical approximations and computations, basic optimization theory, and stochastic processes), and Part II addresses financial topics ranging from low- to high-risk investments (interest rates and value of money, bonds, dynamic asset modeling, portfolio theory and optimization, option pricing, and the concept of hedging). Based on lectures for a master’s program in financial engineering given by the author over 12 years at the University of Southern California, Mathematics and Tools for Financial Engineering contains numerous examples and problems, establishes a strong general mathematics background and engineering modeling techniques in a pedagogical fashion, and covers numerical techniques with applications to solving financial problems using different software tools. This textbook is intended for graduate and advanced undergraduate students in finance or financial engineering and is useful to readers with no prior knowledge in finance who want to understand some basic mathematical tools and theories associated with financial engineering. It is also appropriate as an overview of many mathematical concepts and engineering tools relevant to courses on numerical analysis, modeling and data science, numerical optimization, and approximation theory.
Presented in a tutorial style, this comprehensive treatment unifies, simplifies, and explains most of the techniques for designing and analyzing adaptive control systems. Numerous examples clarify procedures and methods. 1995 edition.
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