Stochastic Analysis, Filtering, and Stochastic Optimization
A Commemorative Volume to Honor Mark H. A. Davis's Contributions
Buch in deiner Nähe kaufen
Beschreibung
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.
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.
Consists of contributions from leading experts in these fields, former colleagues, graduate students, graduate advisor, and research associates of Professor Davis Compiles a body of research to honor the pioneering work of Professsor Mark H. A. Davis in Stochastic Processes, Filtering and Stochastic Optimization Includes significant advances on a range of topics, among others in piecewise deterministic processes, pathwise stochastic calculus, martingale methods in stochastic optimization, filtering, mean-field games, time inconsistency, impulse, singular, risk-sensitive and robust control
Autor*in
George Yin
Themen in »Stochastic Analysis, Filtering, and Stochastic Optimization«
Piecewise deterministic processes Pathwise stochastic calculus Martingale methods Impulse and singular stochastic control Risk-sensitive control Robust control Filtering