Applied Stochastic Analysis / Najlacnejšie knihy
Applied Stochastic Analysis

Code: 02172668

Applied Stochastic Analysis

by Ioannis Karatzas, Daniel Ocone

This volume contains papers presented during a four-day§Workshop that took place at Rutgers University from 29 April§to 2 May, 1991. The purpose of this workshop was to promote§interaction among specialists in these areas byprovid ... more

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Book synopsis

This volume contains papers presented during a four-day§Workshop that took place at Rutgers University from 29 April§to 2 May, 1991. The purpose of this workshop was to promote§interaction among specialists in these areas byproviding§for all an up-to-date picture of current issues and§outstanding problems.§The topics covered include singular stochasticcontrol,§queuing networks, the mathematical theory of stochastic§optimization and filtering, adaptive control and the§estimation for random fields and its connections with§simulated annealing, statistical mechanics, and§combinatorial optimization.

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Book category Books in English Mathematics & science Mathematics Applied mathematics

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