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Více informací o knize Stochastic Analysis, Filtering, and Stochastic Optimization

• Parametry knihy
• Anotace
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Anotace knihy

This volume is a collection of research works to honor the late Professor Mark H.A. Davis, whose pioneering work in the areas of Stochastic Processes, Filtering, and Stochastic Optimization spans more than five decades. Invited authors include his dissertation advisor, past collaborators, colleagues, mentees, and graduate students of Professor Davis, as well as scholars who have worked in the above areas. Their contributions may expand upon topics in piecewise deterministic processes, pathwise stochastic calculus, martingale methods in stochastic optimization, filtering, mean-field games, time-inconsistency, as well as impulse, singular, risk-sensitive and robust stochastic control.

Parametry knihy

Zařazení knihy Knihy v angličtině Mathematics & science Mathematics Probability & statistics

• Plný název: Stochastic Analysis, Filtering, and Stochastic Optimization
• Podnázev: A Commemorative Volume to Honor Mark H. A. Davis's Contributions
• Autor: George Yin, Thaleia Zariphopoulou
• Jazyk: Angličtina
• Vazba: Pevná
• Počet stran: 466
• EAN: 9783030985189
• ID: 38720791
• Nakladatelství: Springer Nature Switzerland AG
• Hmotnost: 904 g
• Rozměry: 235 × 155 × 32 mm
• Datum vydání: 23. April 2022

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