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Stochastic Analysis, Control, Optimization and Applications - A Volume in Honor of W.H. Fleming (Paperback, Softcover reprint of the original 1st ed. 1999)
Loot Price: R4,115
Discovery Miles 41 150
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Stochastic Analysis, Control, Optimization and Applications - A Volume in Honor of W.H. Fleming (Paperback, Softcover reprint of the original 1st ed. 1999)
Series: Systems & Control: Foundations & Applications
Expected to ship within 18 - 22 working days
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In view of Professor Wendell Fleming's many fundamental
contributions, his profound influence on the mathematical and
systems theory communi ties, his service to the profession, and his
dedication to mathematics, we have invited a number of leading
experts in the fields of control, optimiza tion, and stochastic
systems to contribute to this volume in his honor on the occasion
of his 70th birthday. These papers focus on various aspects of
stochastic analysis, control theory and optimization, and
applications. They include authoritative expositions and surveys as
well as research papers on recent and important issues. The papers
are grouped according to the following four major themes: (1) large
deviations, risk sensitive and Hoc control, (2) partial
differential equations and viscosity solutions, (3) stochastic
control, filtering and parameter esti mation, and (4) mathematical
finance and other applications. We express our deep gratitude to
all of the authors for their invaluable contributions, and to the
referees for their careful and timely reviews. We thank Harold
Kushner for having graciously agreed to undertake the task of
writing the foreword. Particular thanks go to H. Thomas Banks for
his help, advice and suggestions during the entire preparation
process, as well as for the generous support of the Center for
Research in Scientific Computation. The assistance from the
Birkhauser professional staff is also greatly appreciated."
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