Stochastic Calculus of Variations in Mathematical Finance
This book starts with an exposition from scratch of this theory. Greeks (price sensitivities) are reinterpreted in terms ...
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Stochastic Control in Insurance
Stochastic control is one of the methods being used to find optimal decision-making strategies in fields such as operations ...
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Stochastic Control of Hereditary Systems and Applications
This research monograph develops the Hamilton-Jacobi-Bellman (HJB) theory through dynamic programming principle for a class ...
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Stochastic Discounted Cash Flow A Theory of the Valuation of Firms
This book discusses firm valuation, which is of interest to economists, particularly those working in finance. Firm valuation ...
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Stochastic Discrete Event Systems : Modeling, Evaluation, Applications
The behavior of many technical systems important in everyday life can be described using discrete states and state-changing ...
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Stochastic Dominance
Stochastic Dominance is devoted to investment decision-making under uncertainty. The book covers three basic approaches to ...
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Stochastic Finance
Mathematics, as the language of science, has always played a role in the development of knowledge and technology. Presently, ...
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Stochastic Geometry
The volume "Stochastic Geometry" contains the lectures given at the CIME summer school in Martina Franca in September 1974. ...
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Stochastic Global Optimization
This book presents the main methodological and theoretical developments in stochastic global optimization. The extensive ...
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Stochastic Hybrid Systems : Theory and Safety Critical Applications
This volume presents a number of fundamental theoretical advances in the area of stochastic hybrid systems, motivated primarily ...
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Stochastic Learning and Optimization
(Four areas in one book) This book covers various disciplines in learning and optimization, including perturbation analysis ...
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Stochastic Linear Programming
STOCHASTIC LINEAR PROGRAMMING: Models, Theory, and Computation is a definitive presentation and discussion of the theoretical ...
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Stochastic Modeling of Manufacturing Systems
This volume is devoted to the development of analytical methods aiming at responding to variability in a way that limits ...
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Stochastic Numerics for the Boltzmann Equation
Stochastic numerical methods play an important role in large scale computations in the applied sciences. The first goal of ...
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Stochastic Optimization
The search for optimal solutions pervades our daily lives. From the scientific point of view, optimization procedures play ...
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Stochastic Optimization Methods
Optimization problems arising in practice involve random parameters. For the computation of robust optimal solutions, i.e., ...
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Stochastic Optimization Methods
Optimization problems arising in practice involve random model parameters. For the computation of robust optimal solutions, ...
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Stochastic Orders
Stochastic ordering is a fundamental guide for decision making under uncertainty. It is also an essential tool in the study ...
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Stochastic Ordinary and Stochastic Partial Differential Equations : Transition from Microscopic to Macroscopic Equations
This book provides the first rigorous derivation of mesoscopic and macroscopic equations from a deterministic system of microscopic ...
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Stochastic Processes, Optimization, and Control Theory: Applications in Financial Engineering, Queueing Networks, and Manufacturing Systems
This book presents stochastic processes, control theory, differential games, optimization, and their applications in finance, ...
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