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Stochastic Analysis, Filtering, and Stochastic Optimization: A Commemorative Volume to Honor Mark H. A. Davis's Contributions 2022 edition
Stochastic Analysis, Filtering, and Stochastic Optimization: A Commemorative Volume to Honor Mark H. A. Davis's Contributions
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.
466 pages, 40 Tables, color; 34 Illustrations, color; 16 Illustrations, black and white; XXVII, 466
| Medios de comunicación | Libros Paperback Book (Libro con tapa blanda y lomo encolado) |
| Publicado | 23 de abril de 2023 |
| ISBN13 | 9783030985219 |
| Editores | Springer Nature Switzerland AG |
| Páginas | 466 |
| Dimensiones | 150 × 220 × 10 mm · 753 g |
| Lengua | Alemán |
| Editor | Yin, George |
| Editor | Zariphopoulou, Thaleia |