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Serie: Stochastic modelling and applied probability
gebondenEngels9780387768953
23-10-2008
This book provides a rigorous mathematical treatment of the non-linear stochastic filtering problem using modern methods. Particular emphasis is placed on the theoretical analysis of numerical methods for the solution of the filtering problem via particle methods. Meer
gebondenEngels9780387306797
27-7-2007
Sampling-based computational methods have become a fundamental part of the numerical toolset of practitioners and researchers across an enormous number of different applied domains and academic disciplines. Meer
gebondenEngels9780387308906
16-7-2007
The content of this book is multidisciplinary by nature. It uses mathematical tools from the theories of probability and stochastic processes, partial differential equations, and asymptotic analysis, combined with the physics of wave propagation and modeling of time reversal experiments. Meer
gebondenEngels9780387946283
14-3-1996
The theory of probability began in the seventeenth century with attempts to calculate the odds of winning in certain games of chance. However, it was not until the middle of the twentieth century that mathematicians de veloped general techniques for maximizing the chances of beating a casino or winning against an intelligent opponent. Meer
gebondenEngels9780387008943
17-7-2003
This book presents a thorough development of the modern theory of stochastic approximation or recursive stochastic algorithms for both constrained and unconstrained problems. Meer
gebondenEngels9780387952642
8-6-2001
One of the first books in the timely and important area of heavy traffic analysis of controlled and uncontrolled stochastics networks, by one of the leading authors in the field. Meer
gebondenEngels9780387902388
13-10-1977
The basis for this book is a number of lectures given frequently by the author to third year students of the Department of Economics at Leningrad State University who specialize in economical cybernetics. Meer
gebondenEngels9780387758053
23-1-2008
This monograph develops the Hamilton-Jacobi-Bellman theory via dynamic programming principle for a class of optimal control problems for stochastic hereditary differential equations (SHDEs) driven by a standard Brownian motion and with a bounded or an infinite but fading memory. Meer
gebondenEngels9780387943640
8-12-2008
As more applications are found, interest in Hidden Markov Models continues to grow. Following comments and feedback from colleagues, students and other working with Hidden Markov Models the corrected 3rd printing of this volume contains clarifications, improvements and some new material, including results on smoothing for linear Gaussian dynamics. Meer
gebondenEngels9780387945798
1-12-1995
This book presents the first part of a planned two-volume series devoted to a systematic exposition of some recent developments in the theory of discrete-time Markov control processes (MCPs). Meer
gebondenEngels9780387946184
20-2-1997
A self-contained and coherent account of probabilistic techniques, covering: distance measures, kernel rules, nearest neighbour rules, Vapnik-Chervonenkis theory, parametric classification, and feature extraction. Meer
gebondenEngels9780387002118
15-5-2003
"This book is a highly recommendable survey of mathematical tools and results in applied probability with special emphasis on queueing theory. Meer
gebondenEngels9780387951669
15-6-2001
This accessible book aims to collect in a single volume the essentials of stochastic networks. Stochastic networks have become widely used as a basic model of many physical systems in a diverse range of fields. Meer
gebondenEngels9780387982489
5-12-1997
A self-contained treatment of stochastic processes arising from models for queues, insurance risk, and dams and data communication, using their sample function properties. Meer
gebondenEngels9780387904610
12-11-1980
Stochastic control theory is a relatively young branch of mathematics. The beginning of its intensive development falls in the late 1950s and early 1960s. Meer
gebondenEngels9780387904450
23-9-1980
This book is based on a seminar given at the University of California at Los Angeles in the Spring of 1975. The choice of topics reflects my interests at the time and the needs of the students taking the course. Meer
gebondenEngels9780387904559
18-3-1980
Shortly after the end of World War II high-speed digital computing machines were being developed. It was clear that the mathematical aspects of com putation needed to be reexamined in order to make efficient use of high-speed digital computers for mathematical computations. Meer
gebondenEngels9780387004518
7-8-2003
From the reviews: "Paul Glasserman has written an astonishingly good book that bridges financial engineering and the Monte Carlo method. The book will appeal to graduate students, researchers, and most of all, practicing financial engineers [. Meer
gebondenEngels9780387963846
5-11-1986
The problem of controlling or stabilizing a system of differential equa tions in the presence of random disturbances is intuitively appealing and has been a motivating force behind a wide variety of results grouped loosely together under the heading of "Stochastic Control. Meer
gebondenEngels9780387907949
27-6-1983
The stimulus for the present work is the growing need for more accurate numerical methods. The rapid advances in computer technology have not provided the resources for computations which make use of methods with low accuracy. Meer