mathematical theory of optimal processes
1Optimal control — theory, an extension of the calculus of variations, is a mathematical optimization method for deriving control policies. The method is largely due to the work of Lev Pontryagin and his collaborators in the Soviet Union[1] and Richard Bellman in… …
2Mathematical economics — Economics …
3probability theory — Math., Statistics. the theory of analyzing and making statements concerning the probability of the occurrence of uncertain events. Cf. probability (def. 4). [1830 40] * * * Branch of mathematics that deals with analysis of random events.… …
4Mathematical finance — is a field of applied mathematics, concerned with financial markets. The subject has a close relationship with the discipline of financial economics, which is concerned with much of the underlying theory. Generally, mathematical finance will… …
5Mathematical optimization — For other uses, see Optimization (disambiguation). The maximum of a paraboloid (red dot) In mathematics, computational science, or management science, mathematical optimization (alternatively, optimization or mathematical programming) refers to… …
6Theory of constraints — Part of a series of articles on Industry Manufacturing methods Batch production • Job production Continuous production Improvement method …
7information theory — the mathematical theory concerned with the content, transmission, storage, and retrieval of information, usually in the form of messages or data, and esp. by means of computers. [1945 50] * * * ▪ mathematics Introduction a mathematical… …
8Filtering problem (stochastic processes) — In the theory of stochastic processes, the filtering problem is a mathematical model for a number of filtering problems in signal processing and the like. The general idea is to form some kind of best estimate for the true value of some system,… …
9Entropy (information theory) — In information theory, entropy is a measure of the uncertainty associated with a random variable. The term by itself in this context usually refers to the Shannon entropy, which quantifies, in the sense of an expected value, the information… …
10Info-gap decision theory — is a non probabilistic decision theory that seeks to optimize robustness to failure – or opportuneness for windfall – under severe uncertainty,[1][2] in particular applying sensitivity analysis of the stability radius type[3] to perturbations in… …
