書目名稱 | Stochastic Analysis, Filtering, and Stochastic Optimization | 副標題 | A Commemorative Volu | 編輯 | George Yin,Thaleia Zariphopoulou | 視頻video | http://file.papertrans.cn/878/877845/877845.mp4 | 概述 | 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 | 圖書封面 |  | 描述 | .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.?. | 出版日期 | Book 2022 | 關鍵詞 | Piecewise deterministic processes; Pathwise stochastic calculus; Martingale methods; Impulse and singul | 版次 | 1 | doi | https://doi.org/10.1007/978-3-030-98519-6 | isbn_softcover | 978-3-030-98521-9 | isbn_ebook | 978-3-030-98519-6 | copyright | The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerl |
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