Stochastic Analysis, Filtering, and Stochastic Optimization

Name: Stochastic Analysis, Filtering, and Stochastic Optimization
Brand: Springer Nature Switzerland AG
SKU: 9783030985189
Price: 717.1 RON
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A Commemorative Volume to Honor Mark H. A. Davis's Contributions

Autor: George Yin, Thaleia Zariphopoulou

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Editura: Springer Nature Switzerland AG

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This volume is a collection of research works to honor the late Professor Mark H.A. Davis, whose pio...

Informații despre carte

Autor

George Yin, Thaleia Zariphopoulou

Limbă

engleză

Legare

Carte - Copertă tare

Publicat

2022

Pagini

466

EAN

9783030985189

Enbook ID

38720791

Editura

Springer Nature Switzerland AG

Greutate

904

Dimensiuni

155 x 235 x 32

Descriere completă

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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Stochastic Analysis, Filtering, and Stochastic Optimization

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

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Descriere completă

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