Søkt på: Serie Stochastic Modelling and Applied Probability
totalt 108 treff
Optimal Stopping Rules
Along with conventional problems of statistics and probability, the - vestigation of problems occurring in what is now referred to as stochastic theory of optimal control also …
Numerical Methods for Stochastic Control Problems in Continuous Time
Changes in the second edition. The second edition differs from the first in that there is a full development of problems where the variance of the diffusion term and the jump …
Numerical Solution of Stochastic Differential Equations
The aim of this book is to provide an accessible introduction to stochastic differ ential equations and their applications together with a systematic presentation of methods …
A Probabilistic Theory of Pattern Recognition
Pattern recognition presents one of the most significant challenges for scientists and engineers, and many different approaches have been proposed. The aim of this book is to …
Continuous-time Stochastic Control and Optimization with Financial Applications
Stochastic optimization problems arise in decision-making problems under uncertainty, and find various applications in economics and finance. On the other hand, problems in finance …
Conjugate Direction Methods in Optimization
Shortly after the end of World War II high-speed digital computing machines were being developed. It was clear that the mathematical aspects of com putation needed to be …
Fundamentals of Stochastic Filtering
Many aspects of phenomena critical to our lives can not be measured directly. Fortunately models of these phenomena, together with more limited obs- vations frequently allow us to …
A Probabilistic Theory of Pattern Recognition
Pattern recognition presents one of the most significant challenges for scientists and engineers, and many different approaches have been proposed. The aim of this book is to …
Stochastic Models in Reliability
This book provides a comprehensive up-to-date presentation of some of the classical areas of reliability, based on a more advanced probabilistic framework using the modern theory …
Controlled Markov Processes and Viscosity Solutions
This book is an introduction to optimal stochastic control for continuous time Markov processes and the theory of viscosity solutions. It covers dynamic programming for …
Stochastic Control of Hereditary Systems and Applications
ThisresearchmonographdevelopstheHamilton-Jacobi-Bellman(HJB)theory viathedynamicprogrammingprincipleforaclassofoptimalcontrolproblems for stochastic hereditary di?erential …
Image Analysis, Random Fields and Dynamic Monte Carlo Methods
This text is concerned with a probabilistic approach to image analysis as initiated by U. GRENANDER, D. and S. GEMAN, B.R. HUNT and many others, and developed and popularized by D. …