Stochastic analysis, filtering, and stochastic optimization: a commemorative volume to honor mark h. a. davis's contributions
Éditeur :
Springer Nature Switzerland AG
ISBN :
9783030985219
Date de publication :
23 avr. 2023
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Suisse
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.