Stochastic Analysis, Control, Optimization and Applications
ISBN 10: 0817640789 ISBN 13: 9780817640781
Published by Springer, 1998
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pp. 684 52:B&W 6.14 x 9.21in or 234 x 156mm (Royal 8vo) Case Laminate on White w/Gloss Lam. Seller Inventory # 7563234
Synopsis:
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 to this volume in his honor on the occasion of his 70th birthday. These papers focus on various aspects of stochastic analysis, control theory and optimization, and applications. They include authoritative expositions and surveys as well as research papers on recent and important issues. The papers are grouped according to the following four major themes: (1) large deviations, risk sensitive and Hoc control, (2) partial differential equations and viscosity solutions, (3) stochastic control, filtering and parameter esti mation, and (4) mathematical finance and other applications. We express our deep gratitude to all of the authors for their invaluable contributions, and to the referees for their careful and timely reviews. We thank Harold Kushner for having graciously agreed to undertake the task of writing the foreword. Particular thanks go to H. Thomas Banks for his help, advice and suggestions during the entire preparation process, as well as for the generous support of the Center for Research in Scientific Computation. The assistance from the Birkhauser professional staff is also greatly appreciated.
Synopsis: This is a survey of developments, results, and applications in stochastic analysis, control theory, optimization and applications. It should be a valuable resource for practitioners, researchers and professionals in applied mathematics, operations research and engineering.
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Title: Stochastic Analysis, Control, Optimization ...
Publisher: Springer
Publication Date: 1998
Binding: Hardcover
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Stochastic Analysis, Control, Optimization and Applications: A Volume in Honor of W.H. Fleming
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Stochastic Analysis, Control, Optimization and Applications: A Volume in Honor of W.H. Fleming (Systems & Control: Foundations & Applications)
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Stochastic Analysis, Control, Optimization and Applications | A Volume in Honor of W.H. Fleming
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Buch. Condition: Neu. Stochastic Analysis, Control, Optimization and Applications | A Volume in Honor of W.H. Fleming | William M. McEneaney (u. a.) | Buch | xxxii | Englisch | 1998 | Birkhäuser Boston | EAN 9780817640781 | Verantwortliche Person für die EU: Springer Basel AG in Springer Science + Business Media, Heidelberger Platz 3, 14197 Berlin, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu Print on Demand. Seller Inventory # 106825495
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Stochastic Analysis, Control, Optimization and Applications
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ISBN 10: 0817640789
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Buch. Condition: Neu. Neuware -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 to this volume in his honor on the occasion of his 70th birthday. These papers focus on various aspects of stochastic analysis, control theory and optimization, and applications. They include authoritative expositions and surveys as well as research papers on recent and important issues. The papers are grouped according to the following four major themes: (1) large deviations, risk sensitive and Hoc control, (2) partial differential equations and viscosity solutions, (3) stochastic control, filtering and parameter esti mation, and (4) mathematical finance and other applications. We express our deep gratitude to all of the authors for their invaluable contributions, and to the referees for their careful and timely reviews. We thank Harold Kushner for having graciously agreed to undertake the task of writing the foreword. Particular thanks go to H. Thomas Banks for his help, advice and suggestions during the entire preparation process, as well as for the generous support of the Center for Research in Scientific Computation. The assistance from the Birkhauser professional staff is also greatly appreciated.Springer Basel AG in Springer Science + Business Media, Heidelberger Platz 3, 14197 Berlin 680 pp. Englisch. Seller Inventory # 9780817640781