Stochastic Analysis, Control, Optimization and Applications

Language: English

Published by Birkhäuser Boston Okt 2012, 2012

1461272815 / 9781461272816

Series: Book 9 of 55 - Systems & Control: Foundations & Applications

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Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermanyBuchWeltWeit Ludwig Meier e.K.

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This item is printed on demand - it takes 3-4 days longer - 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. 680 pp. Englisch.

Seller Inventory # 9781461272816

Title
Stochastic Analysis, Control, Optimization and Applications
Author
William M. McEneaney
Publisher
Birkhäuser Boston Okt 2012
Publication year
2012
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
1461272815
ISBN 13
9781461272816
Item weight
1,013 grams
Dimensions
235x155x37 mm
Series
Book 9 of 55: Systems & Control: Foundations & Applications

BuchWeltWeit Ludwig Meier e.K.

Bergisch Gladbach, Germany

5-star seller

AbeBooks seller since January 11, 2012

Shipping rates from Germany to U.S.A.

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BuchWeltWeit Ludwig Meier e.K.

Germany