Numerical methods for stochastic control problems in continuous time (engelsk)

Del 2 - Methods of numerical mathematics

G.I. Marchuk

Del 2 - Methods of numerical mathematics

Gurij Ivanovic Marcuk

Del 2 - Methods of numerical mathematics

G.I. Marčuk

Del 3 - Applied Functional Analysis

A.V. Balakrishnan

Del 4 - Stochastic processes in queueing theory

A.A. Borovkov

Del 5-6 - Statistics of Random processes

Robert S. Liptser

Del 7 - Game theory : Lectures for economists and systems scientists

N.N. Vorobʹev

Del 8 - Optimal stopping rules

Al'bert Nikolaevič Širjaev

Del 8 - Optimal Stopping Rules

A.N. Shiryayev

Del 9 - Gaussian random processes

Il'dar Abdulovic Ibragimov

Del 11 - Brownian motion

Takeyuki Hida (1927-)

Del 12 - Conjugate Direction Methods in Optimization

Magnus R. Hestenes

Del 13 - Stochastic filtering theory

Gopinath Kallianpur

Del 15 - Stochastic Storage Processes : Queues, Insurance Risk, and Dams

N.U. Prabhu

Del 16 - Statistical Estimation : Asymptotic Theory

I.A. Ibragimov

Del 19 - Difference methods and their extrapolations

G.I. Marčuk

Del 21 - Stochastic integration and differential equations

Philip E. Protter

Del 21 - Stochastic Integration and Differential Equations : A New Approach

Philip Protter

Del 22 - Adaptive algorithms and stochastic approximations

Albert Benveniste

Del 23 - Numerical solution of stochastic differential equations

Peter E. Kloeden

Del 24 - Numerical methods for stochastic control problems in continuous time

Harold J. Kushner (1933-)

Del 24 - Numerical Methods for Stochastic Control Problems in Continuous Time

Harold J. Kushner

Del 25 - Controlled Markov Processes and Viscosity Solutions

Wendell H. Fleming

Del 27 - Image analysis, random fields and Markov chain Monte Carlo methods : a mathematical introduction

Gerhard Winkler (1946-)

Del 27 - Image Analysis, Random Fields and Dynamic Monte Carlo Methods : A Mathematical Introduction

Gerhard Winkler (1946-)

Del 28 - Cycle representations of Markov processes

Sophia L. Kalpazidou

Del 30 - Discrete-time Markov control processes : basic optimality criteria

Onésimo Hernández-Lerma

Del 31 - A probabilistic theory of pattern recognition

Luc Devroye

Del 33 - Modelling extremal events : for insurance and finance

Paul Embrechts

Del 33 - Modelling extremal events for insurance and finance : with 100 figures

Paul Embrechts (1953-)

Del 35 - Stochastic approximation and recursive algorithms and applications

Harold J. Kushner

Del 37 - Continuous-Time Markov Chains and Applications : A Singular Perturbation Approach

George Yin (1954-)

Del 39 - Methods of mathematical finance

Ioannis Karatzas

Del 41 - Stochastic models in reliability

Terje Aven

Del 43 - Stochastic controls : Hamiltonian systems and HJB equations

Jiongmin Yong (1958-)

Del 44 - Introduction to stochastic networks

Richard Serfozo

Del 47 - Heavy traffic analysis of controlled queueing and communication networks

Harold J. Kushner (1933-)

Del 48 - Stochastic portfolio theory

E. Robert Fernholz

Del 49 - Two-scale stochastic systems : asymptotic analysis and control

Yuri Kabanov

Del 50 - Information-spectrum methods in information theory

Te Sun Han

Del 51 - Applied probability and queues

Søren Asmussen (1946-)

Del 53 - Monte Carlo methods in financial engineering

Paul Glasserman (1962-)

Del 55 - Discrete-time Markov chains : two-time-scale methods and applications

George Yin (1954-)

Hidden Markov models : Estimation and control

Robert J. Elliott