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Stochastic Analysis, Filtering, and Stochastic Optimization

Softcover - 9783030985219
139,09 €
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Hardcover - 9783030985189
139,09 €

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Hardcover - 9783030985189
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Beschreibung

This volume is a collection of research works to honor the late Professor Mark H.A. Davis, whose pioneering work in the areas of Stochastic Processes, Filtering, and Stochastic Optimization spans more than five decades. Invited authors include his dissertation advisor, past collaborators, colleagues, mentees, and graduate students of Professor Davis, as well as scholars who have worked in the above areas. 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. 

A Commemorative Volume to Honor Mark H. A. Davis's Contributions

A Commemorative Volume to Honor Mark H. A. Davis's Contributions

Details

Verlag Springer International Publishing
Ersterscheinung 23. April 2023
Maße 23.5 cm x 15.5 cm
Gewicht 744 Gramm
Format Softcover
ISBN-13 9783030985219
Seiten 466

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