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Applied Stochastic Analysis

Name: Applied Stochastic Analysis
Brand: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
SKU: 02172668
Price: 51.68 EUR
Availability: InStock
Author: Ioannis Karatzas
ISBN: 9783540552963

Proceedings of a US-French Workshop, Rutgers University, New Brunswick, N.J., April 29 - May 2, 1991

Ioannis Karatzas

Daniel Ocone

Language

English

Book Paperback

Libristo code: 02172668

Publishers Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, May 1992

This volume contains papers presented during a four-day§Workshop that took place at Rutgers Universi... Full description

Libristo code: 02172668

125 b

51.68 €

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This volume contains papers presented during a four-day§Workshop that took place at Rutgers University from 29 April§to 2 May, 1991. The purpose of this workshop was to promote§interaction among specialists in these areas byproviding§for all an up-to-date picture of current issues and§outstanding problems.§The topics covered include singular stochasticcontrol,§queuing networks, the mathematical theory of stochastic§optimization and filtering, adaptive control and the§estimation for random fields and its connections with§simulated annealing, statistical mechanics, and§combinatorial optimization.