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Stochastic Analysis, Filtering, and Stochastic Optimization
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Stochastic Analysis, Filtering, and Stochastic Optimization

Engelska
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.
Undertitel
A Commemorative Volume to Honor Mark H. A. Davis's Contributions
Upplaga
2022 ed.
ISBN
9783030985219
Språk
Engelska
Vikt
310 gram
Utgivningsdatum
2023-04-23
Sidor
466