Könyv 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

Nyelv: Angol
Kötés: Kemény kötésű
Elérhetőség: Beszállítói készleten
Küldés 10-13 napon belül
50 015 Ft
This volume is a collection of research works to honor the late Professor Mark H.A. Davis, whose pio...

Információk a könyvről

Nyelv
Angol
Kötés
Könyv - Kemény kötésű
Kiadva
2022
oldal
466
EAN
9783030985189
Enbook ID
38720791
Súly
904
Méretek
155 x 235 x 32

Teljes leírás

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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