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 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 readingStochastic Dominance is devoted to investment decision-making under uncertainty. The book covers three basic approaches to ...
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 book presents the main methodological and theoretical developments in stochastic global optimization. The extensive ...
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 readingStochastic numerical methods play an important role in large scale computations in the applied sciences. The first goal of ...
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, ...
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