Stochastic Analysis, Filtering, and Stochastic Optimization

Released on by George Yin
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  • Stochastic Analysis, Filtering, and Stochastic Optimization Book Detail

  • Author : George Yin
  • Release Date : 2022-04-22
  • Publisher : Springer Nature
  • Genre : Mathematics
  • Pages : 466
  • ISBN 13 : 3030985199
  • File Size : 85,85 MB
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Stochastic Analysis, Filtering, and Stochastic Optimization by George Yin PDF Summary

Book Description: 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.

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