Stochastic Analysis Filtering and Stochastic Optimization

This book PDF is perfect for those who love Mathematics genre, written by George Yin and published by Springer Nature which was released on 22 April 2022 with total hardcover pages 466. You could read this book directly on your devices with pdf, epub and kindle format, check detail and related Stochastic Analysis Filtering and Stochastic Optimization books below.

Stochastic Analysis Filtering and Stochastic Optimization
Stochastic Analysis Filtering and Stochastic Optimization
Author : George Yin
File Size : 50,5 Mb
Publisher : Springer Nature
Language : English
Release Date : 22 April 2022
ISBN : 9783030985196
Pages : 466 pages
Get Book

Stochastic Analysis Filtering and Stochastic Optimization by George Yin 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.

Stochastic Analysis Filtering and Stochastic Optimization

Stochastic Analysis Filtering and Stochastic Optimization by George Yin,Thaleia Zariphopoulou

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

Get Book
Stochastic Analysis Stochastic Systems and Applications to Finance

Stochastic Analysis Stochastic Systems and Applications to Finance by Allanus Tsoi,David Nualart,George Yin

This book introduces some advanced topics in probability theories — both pure and applied — is divided into two parts. The first part deals with the analysis of stochastic dynamical systems, in terms of Gaussian processes, white noise theory, and diffusion processes. The second part of the book discusses some up-to-date applications

Get Book
Stochastic Filtering Theory

Stochastic Filtering Theory by G. Kallianpur

This book is based on a seminar given at the University of California at Los Angeles in the Spring of 1975. The choice of topics reflects my interests at the time and the needs of the students taking the course. Initially the lectures were written up for publication in the Lecture

Get Book
Fundamentals of Stochastic Filtering

Fundamentals of Stochastic Filtering by Alan Bain,Dan Crisan

This book provides a rigorous mathematical treatment of the non-linear stochastic filtering problem using modern methods. Particular emphasis is placed on the theoretical analysis of numerical methods for the solution of the filtering problem via particle methods. The book should provide sufficient background to enable study of the recent literature.

Get Book
Optimal Filtering

Optimal Filtering by V.N. Fomin

This book is devoted to an investigation of some important problems of mod ern filtering theory concerned with systems of 'any nature being able to per ceive, store and process an information and apply it for control and regulation'. (The above quotation is taken from the preface to [27]). Despite the

Get Book
An Introduction to Stochastic Filtering Theory

An Introduction to Stochastic Filtering Theory by Jie Xiong

Stochastic Filtering Theory uses probability tools to estimate unobservable stochastic processes that arise in many applied fields including communication, target-tracking, and mathematical finance. As a topic, Stochastic Filtering Theory has progressed rapidly in recent years. For example, the (branching) particle system representation of the optimal filter has been extensively studied

Get Book
Stochastic Analysis Control Optimization and Applications

Stochastic Analysis Control Optimization and Applications by William M. McEneaney,G. George Yin,Qing Zhang

In view of Professor Wendell Fleming's many fundamental contributions, his profound influence on the mathematical and systems theory communi ties, his service to the profession, and his dedication to mathematics, we have invited a number of leading experts in the fields of control, optimiza tion, and stochastic systems to contribute

Get Book
Stochastic Optimization

Stochastic Optimization by Stanislav Uryasev,Panos M. Pardalos

Stochastic programming is the study of procedures for decision making under the presence of uncertainties and risks. Stochastic programming approaches have been successfully used in a number of areas such as energy and production planning, telecommunications, and transportation. Recently, the practical experience gained in stochastic programming has been expanded to

Get Book