Stochastic Analysis, Filtering, and Stochastic Optimization
George Yin (Hrsg.), Thaleia Zariphopoulou (Hrsg.)
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Springer International Publishing
Naturwissenschaften, Medizin, Informatik, Technik / Wahrscheinlichkeitstheorie, Stochastik, Mathematische Statistik
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.
Kundenbewertungen
Filtering, Martingale methods, Piecewise deterministic processes, Impulse and singular stochastic control, Risk-sensitive control, Robust control, Pathwise stochastic calculus