This volume was prepared to share with a larger audience the exciting ideas and work presented at an ICML 2006 workshop of ...
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Statistical Tools in Finance and Insurance presents ready-to-use solutions, theoretical developments and method construction ...
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The subject of pattern analysis and recognition pervades many aspects of our daily lives, including user authentication in ...
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Ageing and dependence are two important characteristics in reliability and survival analysis, and they affect significantly ...
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This book constitutes the refereed proceedings of the 4th International Symposium on Stochastic Algorithms: Foundations and ...
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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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(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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Optimization problems arising in practice involve random parameters. For the computation of robust optimal solutions, i.e., ...
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Optimization problems arising in practice involve random model parameters. For the computation of robust optimal solutions, ...
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This volume contains almost all of the papers that were presented at the Workshop on Stochastic Theory and Control that was ...
Lire la suiteThese Proceedings offer a selection of peer-reviewed research and survey papers by some of the foremost international researchers ...
Lire la suiteThe book presents a new approach for the solution of geomechanical problems - it explicitly takes into account deformation ...
Lire la suiteStructural Analysis with Finite Elements, 2nd Edition provides a solid introduction to the foundation and the application ...
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This is a collection of survey articles based on lectures presented at a colloquium and workshop in Geneva in 2003 to commemorate ...
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