Książka Stochastic Analysis, Filtering, and Stochastic Optimization George Yin

Stochastic Analysis, Filtering, and Stochastic Optimization

A Commemorative Volume to Honor Mark H. A. Davis's Contributions

Język: Angielski
Oprawa: Twarda
Dostępność: Dostępna u dostawcy
Wysyłamy za 10-13 dni
550.06
This volume is a collection of research works to honor the late Professor Mark H.A. Davis, whose pio...

Informacje o książce

Język
Angielski
Oprawa
Książka - Twarda
Data wydania
2022
strony
466
EAN
9783030985189
Enbook ID
38720791
Waga
904
Wymiary
155 x 235 x 32

Pełny opis

This volume is a collection of research works to honor the late Professor Mark H.A. Davis, whose pioneering work in the areas of Stochastic Processes, Filtering, and Stochastic Optimization spans more than five decades. Invited authors include his dissertation advisor, past collaborators, colleagues, mentees, and graduate students of Professor Davis, as well as scholars who have worked in the above areas. Their contributions may expand upon topics in piecewise deterministic processes, pathwise stochastic calculus, martingale methods in stochastic optimization, filtering, mean-field games, time-inconsistency, as well as impulse, singular, risk-sensitive and robust stochastic control.

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