Gå direkte til innholdet
Stochastic Analysis, Filtering, and Stochastic Optimization
Spar

Stochastic Analysis, Filtering, and Stochastic Optimization

innbundet, 2022
Engelsk
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.
Undertittel
A Commemorative Volume to Honor Mark H. A. Davis's Contributions
Opplag
2022 ed.
ISBN
9783030985189
Språk
Engelsk
Vekt
446 gram
Utgivelsesdato
23.4.2022
Antall sider
466