The 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 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 suiteStochastic Dominance is devoted to investment decision-making under uncertainty. The book covers three basic approaches to ...
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 book presents the main methodological and theoretical developments in stochastic global optimization. The extensive ...
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 suiteStochastic numerical methods play an important role in large scale computations in the applied sciences. The first goal of ...
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, ...
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