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Stochastic Analysis, Filtering, and Stochastic Optimization
- A Commemorative Volume to Honor Mark H. A. Davis's Contributions
Engelsk Paperback

Stochastic Analysis, Filtering, and Stochastic Optimization

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

970 kr
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Om denne bog

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. 

Product detaljer
Sprog:
Engelsk
Sider:
466
ISBN-13:
9783030985219
Indbinding:
Paperback
Udgave:
ISBN-10:
3030985210
Kategori:
Udg. Dato:
23 apr 2023
Længde:
0mm
Bredde:
155mm
Højde:
235mm
Forlag:
Springer Nature Switzerland AG
Oplagsdato:
23 apr 2023
Forfatter(e):
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