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Stochastic Analysis, Filtering, and Stochastic Optimization - Thaleia Zariphopoulou - Bog

Bag om Stochastic Analysis, Filtering, and Stochastic Optimization

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.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9783030985219
  • Indbinding:
  • Paperback
  • Sideantal:
  • 496
  • Udgivet:
  • 23. April 2023
  • Udgave:
  • 23001
  • Størrelse:
  • 155x27x235 mm.
  • Vægt:
  • 744 g.
  • 2-3 uger.
  • 13. April 2024
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Beskrivelse af Stochastic Analysis, Filtering, and Stochastic Optimization

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.

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