Stochastic Analysis, Filtering, and Stochastic Optimization E-Book

• Herausgeber: Springer International Publishing
• Kategorie: Wissenschaft und neue Technologien
• Sprache: Englisch

Veröffentlichungsjahr: 2022

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.