The theory of fractional Brownian motion and other long-memory processes are addressed in this volume. Interesting topics ...
Continue readingThis book starts with an exposition from scratch of this theory. Greeks (price sensitivities) are reinterpreted in terms ...
Continue readingStochastic control is one of the methods being used to find optimal decision-making strategies in fields such as operations ...
Continue readingThis book discusses firm valuation, which is of interest to economists, particularly those working in finance. Firm valuation ...
Continue readingThe behavior of many technical systems important in everyday life can be described using discrete states and state-changing ...
Continue readingMathematics, as the language of science, has always played a role in the development of knowledge and technology. Presently, ...
Continue readingThe volume "Stochastic Geometry" contains the lectures given at the CIME summer school in Martina Franca in September 1974. ...
Continue readingThis volume presents a number of fundamental theoretical advances in the area of stochastic hybrid systems, motivated primarily ...
Continue reading(Four areas in one book) This book covers various disciplines in learning and optimization, including perturbation analysis ...
Continue readingSTOCHASTIC LINEAR PROGRAMMING: Models, Theory, and Computation is a definitive presentation and discussion of the theoretical ...
Continue readingThis volume is devoted to the development of analytical methods aiming at responding to variability in a way that limits ...
Continue readingThe search for optimal solutions pervades our daily lives. From the scientific point of view, optimization procedures play ...
Continue readingOptimization problems arising in practice involve random parameters. For the computation of robust optimal solutions, i.e., ...
Continue readingOptimization problems arising in practice involve random model parameters. For the computation of robust optimal solutions, ...
Continue readingThis book presents stochastic processes, control theory, differential games, optimization, and their applications in finance, ...
Continue readingSampling-based computational methods have become a fundamental part of the numerical toolset of practitioners and researchers ...
Continue readingThis work presents stochastic switching systems and provides up-to-date methods and techniques for the analysis and design ...
Continue readingThis volume contains almost all of the papers that were presented at the Workshop on Stochastic Theory and Control that was ...
Continue readingStochastic geometry has in recent years experienced considerable progress, both in its applications to other sciences and ...
Continue readingThese Proceedings offer a selection of peer-reviewed research and survey papers by some of the foremost international researchers ...
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