The Abel Symposium 2005 was organized as a tribute to the work of Kiyosi Ito on the occasion of his 90th birthday. Distinguished ...
Continue readingFractional Brownian motion (fBm) has been widely used to model a number of phenomena in diverse fields from biology to finance. ...
Continue readingThe 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 research monograph develops the Hamilton-Jacobi-Bellman (HJB) theory through dynamic programming principle for a class ...
Continue reading(Four areas in one book) This book covers various disciplines in learning and optimization, including perturbation analysis ...
Continue readingThis volume is devoted to the development of analytical methods aiming at responding to variability in a way that limits ...
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 volume contains almost all of the papers that were presented at the Workshop on Stochastic Theory and Control that was ...
Continue readingThese Proceedings offer a selection of peer-reviewed research and survey papers by some of the foremost international researchers ...
Continue readingThe book presents a new approach for the solution of geomechanical problems - it explicitly takes into account deformation ...
Continue readingStructural Analysis with Finite Elements, 2nd Edition provides a solid introduction to the foundation and the application ...
Continue readingCovering common problems, likely failures and their remedies, this is an essential on-site guide to the behaviour of a building’s ...
Continue readingThis is a collection of survey articles based on lectures presented at a colloquium and workshop in Geneva in 2003 to commemorate ...
Continue readingUndergraduate textbooks on Fourier series which follow a pointwise approach to convergence miss the rich geometric content ...
Continue readingThe inspiration for this volume was a workshop held under the auspices of thePASCAL Network of Excellence. The aimof this ...
Continue readingThis book was inspired by the last argument and resulted from the workshop on Supervised and Unsupervised Ensemble Methods ...
Continue readingSUPPLY CHAIN ANALYSIS: A Handbook on the Interaction of Information, System, and Optimization is a carefully developed work ...
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