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Stochastic Analysis, Filtering, and Stochastic Optimization - A Commemorative Volume to Honor Mark H. A. Davis's Contributions (Hardcover, 1st ed. 2022) Loot Price: R3,699

Discovery Miles 36 990

Repayment Terms: R347 pm x 12*

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

Stochastic Analysis, Filtering, and Stochastic Optimization - A Commemorative Volume to Honor Mark H. A. Davis's Contributions (Hardcover, 1st ed. 2022)

George Yin, Thaleia Zariphopoulou

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Loot Price R3,699 Discovery Miles 36 990 | Repayment Terms: R347 pm x 12*

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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.

General

Imprint:	Springer Nature Switzerland AG
Country of origin:	Switzerland
Release date:	April 2022
First published:	2022
Editors:	George Yin • Thaleia Zariphopoulou
Dimensions:	235 x 155mm (L x W)
Format:	Hardcover
Pages:	466
Edition:	1st ed. 2022
ISBN-13:	978-3-03-098518-9
Categories:	Books > Science & Mathematics > Mathematics > Probability & statistics Books > Science & Mathematics > Mathematics > Optimization > General Books > Science & Mathematics > Mathematics > Applied mathematics > Stochastics Promotions
LSN:	3-03-098518-0
Barcode:	9783030985189