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Stochastic Analysis, Filtering, and Stochastic Optimization
Tallenna

Stochastic Analysis, Filtering, and Stochastic Optimization

sidottu, 2022
englanti
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.
Alaotsikko
A Commemorative Volume to Honor Mark H. A. Davis's Contributions
Painos
2022 ed.
ISBN
9783030985189
Kieli
englanti
Paino
446 grammaa
Julkaisupäivä
23.4.2022
Sivumäärä
466