Fractional 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 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 suiteOptimization problems arising in practice involve random parameters. For the computation of robust optimal solutions, i.e., ...
Lire la suiteOptimization problems arising in practice involve random model parameters. For the computation of robust optimal solutions, ...
Lire la suiteThis 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 ...
Lire la suiteCovering common problems, likely failures and their remedies, this is an essential on-site guide to the behaviour of a building’s ...
Lire la suiteThis is a collection of survey articles based on lectures presented at a colloquium and workshop in Geneva in 2003 to commemorate ...
Lire la suiteUndergraduate textbooks on Fourier series which follow a pointwise approach to convergence miss the rich geometric content ...
Lire la suiteThe inspiration for this volume was a workshop held under the auspices of thePASCAL Network of Excellence. The aimof this ...
Lire la suiteThis book was inspired by the last argument and resulted from the workshop on Supervised and Unsupervised Ensemble Methods ...
Lire la suiteSUPPLY CHAIN ANALYSIS: A Handbook on the Interaction of Information, System, and Optimization is a carefully developed work ...
Lire la suiteNumber theory has a wealth of long-standing problems, the study of which over the years has led to major developments in ...
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