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Stochastic Analysis, Filtering, and Stochastic Optimization
Tallenna

Stochastic Analysis, Filtering, and Stochastic Optimization

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
9783030985219
Kieli
englanti
Paino
310 grammaa
Julkaisupäivä
23.4.2023
Sivumäärä
466