The 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 book discusses firm valuation, which is of interest to economists, particularly those working in finance. Firm valuation ...
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 suiteThe volume "Stochastic Geometry" contains the lectures given at the CIME summer school in Martina Franca in September 1974. ...
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 suiteSTOCHASTIC LINEAR PROGRAMMING: Models, Theory, and Computation is a definitive presentation and discussion of the theoretical ...
Lire la suiteThis volume is devoted to the development of analytical methods aiming at responding to variability in a way that limits ...
Lire la suiteThe search for optimal solutions pervades our daily lives. From the scientific point of view, optimization procedures play ...
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 book presents stochastic processes, control theory, differential games, optimization, and their applications in finance, ...
Lire la suiteSampling-based computational methods have become a fundamental part of the numerical toolset of practitioners and researchers ...
Lire la suiteThis work presents stochastic switching systems and provides up-to-date methods and techniques for the analysis and design ...
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 suiteStochastic geometry has in recent years experienced considerable progress, both in its applications to other sciences and ...
Lire la suiteThese Proceedings offer a selection of peer-reviewed research and survey papers by some of the foremost international researchers ...
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