Kniha Stochastic Analysis, Filtering, and Stochastic Optimization George Yin

Stochastic Analysis, Filtering, and Stochastic Optimization

A Commemorative Volume to Honor Mark H. A. Davis's Contributions

Jazyk: Angličtina
Vazba: Pevná
Dostupnost: Skladem u dodavatele
Odesíláme za 10-13 dnů
2 970
This volume is a collection of research works to honor the late Professor Mark H.A. Davis, whose pio...

Informace o knize

Jazyk
Angličtina
Vazba
Kniha - Pevná
Vydáno
2022
Stránek
466
EAN
9783030985189
Enbook ID
38720791
Hmotnost
904
Rozměry
155 x 235 x 32

Kompletní popis

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.

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