Stochastic Analysis, Control, Optimization and Applications

Language: English

Published by Birkhäuser, Birkhäuser Nov 1998, 1998

0817640789 / 9780817640781

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

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This item is printed on demand - Print on Demand Titel. 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 Nature c/o IBS, Benzstrasse 21, 48619 Heek 680 pp. Englisch.

Seller Inventory # 9780817640781

Title
Stochastic Analysis, Control, Optimization and Applications
Author
William M. McEneaney
Publisher
Birkhäuser, Birkhäuser Nov 1998
Publication year
1998
Condition
Neu
Binding
Buch
Language
English
ISBN 10
0817640789
ISBN 13
9780817640781
Item weight
1,172 grams
Dimensions
241x160x42 mm
Series
Book 9 of 55: Systems & Control: Foundations & Applications

buchversandmimpf2000

Emtmannsberg, BAYE, Germany

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