The book is organized into four chapters. The first one introduces the subject and presents several classes of processes ...
Continue readingMarkov decision process (MDP) models are widely used for modeling sequential decision-making problems that arise in engineering, ...
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The authors introduce, in this research monograph on stochastic differential equations, a class of points termed isolated ...
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Special Functions for Applied Scientists provides the required mathematical tools for researchers active in the physical ...
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STATISTICAL MODELING AND ANALYSIS FOR COMPLEX DATA PROBLEMS treats some of today’s more complex problems and it reflects ...
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The physics of scale-invariant and complex systems is a novel interdisciplinary field. Its ideas allow us to look at natural ...
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Statistics of Financial Markets offers a vivid yet concise introduction to the growing field of statistical applications ...
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The Abel Symposium 2005 was organized as a tribute to the work of Kiyosi Ito on the occasion of his 90th birthday. Distinguished ...
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Fractional Brownian motion (fBm) has been widely used to model a number of phenomena in diverse fields from biology to finance. ...
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The theory of fractional Brownian motion and other long-memory processes are addressed in this volume. Interesting topics ...
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This book starts with an exposition from scratch of this theory. Greeks (price sensitivities) are reinterpreted in terms ...
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Stochastic control is one of the methods being used to find optimal decision-making strategies in fields such as operations ...
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This research monograph develops the Hamilton-Jacobi-Bellman (HJB) theory through dynamic programming principle for a class ...
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The behavior of many technical systems important in everyday life can be described using discrete states and state-changing ...
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Mathematics, as the language of science, has always played a role in the development of knowledge and technology. Presently, ...
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This book presents the main methodological and theoretical developments in stochastic global optimization. The extensive ...
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This volume presents a number of fundamental theoretical advances in the area of stochastic hybrid systems, motivated primarily ...
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(Four areas in one book) This book covers various disciplines in learning and optimization, including perturbation analysis ...
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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 numerical methods play an important role in large scale computations in the applied sciences. The first goal of ...
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