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 book discusses firm valuation, which is of interest to economists, particularly those working in finance. Firm valuation ...
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The behavior of many technical systems important in everyday life can be described using discrete states and state-changing ...
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Mathematics, as the language of science, has always played a role in the development of knowledge and technology. Presently, ...
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The volume "Stochastic Geometry" contains the lectures given at the CIME summer school in Martina Franca in September 1974. ...
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This volume presents a number of fundamental theoretical advances in the area of stochastic hybrid systems, motivated primarily ...
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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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STOCHASTIC LINEAR PROGRAMMING: Models, Theory, and Computation is a definitive presentation and discussion of the theoretical ...
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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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The search for optimal solutions pervades our daily lives. From the scientific point of view, optimization procedures play ...
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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 book presents stochastic processes, control theory, differential games, optimization, and their applications in finance, ...
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Sampling-based computational methods have become a fundamental part of the numerical toolset of practitioners and researchers ...
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This work presents stochastic switching systems and provides up-to-date methods and techniques for the analysis and design ...
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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 ...
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Stochastic 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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