This volume collects significant research contributions of several rather distinct disciplines that benefit from SIA. Contributions ...
Lire la suiteThis volume was prepared to share with a larger audience the exciting ideas and work presented at an ICML 2006 workshop of ...
Lire la suiteStatistical Tools in Finance and Insurance presents ready-to-use solutions, theoretical developments and method construction ...
Lire la suiteThe subject of pattern analysis and recognition pervades many aspects of our daily lives, including user authentication in ...
Lire la suiteAgeing and dependence are two important characteristics in reliability and survival analysis, and they affect significantly ...
Lire la suiteThis book constitutes the refereed proceedings of the 4th International Symposium on Stochastic Algorithms: Foundations and ...
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 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 ...
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