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Stochastic Analysis, Filtering, and Stochastic Optimization
Spar

Stochastic Analysis, Filtering, and Stochastic Optimization

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
9783030985219
Språk
Engelsk
Vekt
310 gram
Utgivelsesdato
23.4.2023
Antall sider
466