Code: 38720791

Stochastic Analysis, Filtering, and Stochastic Optimization

Name: Stochastic Analysis, Filtering, and Stochastic Optimization
Brand: Springer Nature Switzerland AG
SKU: 38720791
Price: 133.63 EUR
Availability: InStock
Author: George Yin
ISBN: 9783030985189

by George Yin, Thaleia Zariphopoulou

Language: English
Binding: Hardback
Number of pages: 466
Publisher: Springer Nature Switzerland AG, 2022
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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.