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Stochastic Analysis Filtering and Stochastic Optimization Book PDF Summary

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.

Detail Book of Stochastic Analysis Filtering and Stochastic Optimization PDF

Stochastic Analysis  Filtering  and Stochastic Optimization
  • Author : George Yin
  • Release : 22 April 2022
  • Publisher : Springer Nature
  • ISBN : 9783030985196
  • Genre : Mathematics
  • Total Page : 466 pages
  • Language : English
  • PDF File Size : 10,8 Mb

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