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