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totalt 42 träffar
Optimization—Theory and Applications
This book has grown out of lectures and courses in calculus of variations and optimization taught for many years at the University of Michigan to graduate students at various …
Stochastic Calculus and Financial Applications
This book is designed for students who want to develop professional skill in stochastic calculus and its application to problems in finance. The Wharton School course that forms …
Hidden Markov Models
As more applications are found, interest in Hidden Markov Models continues to grow. Following comments and feedback from colleagues, students and other working with Hidden Markov …
Linear Multivariable Control
In wntmg this monograph my aim has been to present a "geometric" approach to the structural synthesis of multivariable control systems that are linear, time-invariant and of finite …
Methods of Numerical Mathematics
The present volume is an adaptation of a series of lectures on numerical mathematics which the author has been giving to students of mathematics at the Novosibirsk State University …
Further Topics on Discrete-Time Markov Control Processes
This book presents the second part of a two-volume series devoted to a sys tematic exposition of some recent developments in the theory of discrete time Markov control processes …
Stochastic Approximation and Recursive Algorithms and Applications
The basic stochastic approximation algorithms introduced by Robbins and MonroandbyKieferandWolfowitzintheearly1950shavebeenthesubject of an enormous literature, both theoretical …
Stochastic Filtering Theory
This book is based on a seminar given at the University of California at Los Angeles in the Spring of 1975. The choice of topics reflects my interests at the time and the needs of …
Discrete Gambling and Stochastic Games
The theory of probability began in the seventeenth century with attempts to calculate the odds of winning in certain games of chance. However, it was not until the middle of the …
Stochastic Portfolio Theory
Stochastic portfolio theory is a mathematical methodology for constructing stock portfolios and for analyzing the effects induced on the behavior of these portfolios by changes in …
Gaussian Random Processes
The book deals mainly with three problems involving Gaussian stationary processes. The first problem consists of clarifying the conditions for mutual absolute continuity …
Continuous-Time Markov Chains and Applications
This book gives a systematic treatment of singularly perturbed systems that naturally arise in control and optimization, queueing networks, manufacturing systems, and financial …