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Applied Stochastic Differential Equations (Institute of Mathematical Statistics Textbooks)
Applied Stochastic Differential Equations (Institute of Mathematical Statistics Textbooks)
Stochastic differential equations are differential equations whose solutions are stochastic processes. They exhibit appealing mathematical properties that are useful in modeling uncertainties and noisy phenomena in many disciplines. This book is motivated by applications of stochastic differential equations in target tracking and medical...
GARCH Models: Structure, Statistical Inference and Financial Applications
GARCH Models: Structure, Statistical Inference and Financial Applications

Provides a comprehensive and updated study of GARCH models and their applications in finance, covering new developments in the discipline

This book provides a comprehensive and systematic approach to understanding GARCH time series models and their applications whilst presenting the most advanced results...

Mathematics of Shapes and Applications (Lecture Notes, Institute for Masthematical Sciences, National University of Singapore)
Mathematics of Shapes and Applications (Lecture Notes, Institute for Masthematical Sciences, National University of Singapore)
Understanding how a single shape can incur a complex range of transformations, while defining the same perceptually obvious figure, entails a rich and challenging collection of problems, at the interface between applied mathematics, statistics and computer science. The program on Mathematics of Shapes and Applications, was held at the Institute...
Stochastic Coalgebraic Logic (Monographs in Theoretical Computer Science. An EATCS Series)
Stochastic Coalgebraic Logic (Monographs in Theoretical Computer Science. An EATCS Series)

Coalgebraic logic is an important research topic in the areas of concurrency theory, semantics, transition systems and modal logics. It provides a general approach to modeling systems, allowing us to apply important results from coalgebras, universal algebra and category theory in novel ways. Stochastic systems provide important tools for...

Mathematical Programming: Theory and Methods
Mathematical Programming: Theory and Methods
This book is a result of my teaching mathematical programming to graduate students of the University of Delhi for over thirty years. In preparing this book, a special care has been made to see that it is self-contained and that it is suitable both as a text and as a reference.

The book is divided in three parts.
...
Randomized Algorithms for Analysis and Control of Uncertain Systems: With Applications (Communications and Control Engineering)
Randomized Algorithms for Analysis and Control of Uncertain Systems: With Applications (Communications and Control Engineering)

The presence of uncertainty in a system description has always been a critical issue in control. The main objective of Randomized Algorithms for Analysis and Control of Uncertain Systems, with Applications (Second Edition) is to introduce the reader to the fundamentals of probabilistic methods in the analysis and design of...

The Mathematics of Derivatives Securities with Applications in MATLAB
The Mathematics of Derivatives Securities with Applications in MATLAB

Quantitative Finance is expanding rapidly. One of the aspects ofthe recent financial crisis is that, given the complexity offinancial products, the demand for people with high numeracy skillsis likely to grow and this means more recognition will be given toQuantitative Finance in existing and new course structuresworldwide. Evidence has...

Network-Based Distributed Planning Using Coevolutionary Algorithms (Intelligent Control and Intelligent Automation - Vol. 13)
Network-Based Distributed Planning Using Coevolutionary Algorithms (Intelligent Control and Intelligent Automation - Vol. 13)
In this book, efficient and scalable coevolutionary algorithms for distributed, network-based decision-making, which utilize objective functions are developed in a networked environment where internode communications are a primary factor in system performance.A theoretical foundation for this class of coevolutionary algorithms is introduced...
Modelling and Control for Intelligent Industrial Systems: Adaptive Algorithms in Robotics and Industrial Engineering
Modelling and Control for Intelligent Industrial Systems: Adaptive Algorithms in Robotics and Industrial Engineering

Incorporating intelligence in industrial systems can help to increase productivity, cut-off production costs, and to improve working conditions and safety in industrial environments. This need has resulted in the rapid development of modeling and control methods for industrial systems and robots, of fault detection and isolation methods for...

Scheduling: Theory, Algorithms, and Systems
Scheduling: Theory, Algorithms, and Systems

Sequencing and scheduling is a formof decision-making that plays a crucial role in manufacturing and service industries. In the current competitive environment effective sequencing and scheduling has become a necessity for survival in the market-place. Companies have to meet shipping dates that have been committed to customers, as failure to...

Markov Chains and Stochastic Stability (Cambridge Mathematical Library)
Markov Chains and Stochastic Stability (Cambridge Mathematical Library)
'This second edition remains true to the remarkable standards of scholarship established by the first edition ... it will no doubt be a very welcome addition to the literature.' Peter W. Glynn, Prologue to the Second Edition

Meyn & Tweedie is back! The bible on Markov chains in general state spaces has been brought up to
...
Pyomo - Optimization Modeling in Python (Springer Optimization and Its Applications, Vol. 67)
Pyomo - Optimization Modeling in Python (Springer Optimization and Its Applications, Vol. 67)

This book provides a complete and comprehensive reference/guide to Pyomo (Python Optimization Modeling Objects) for both beginning and advanced modelers, including students at the undergraduate and graduate levels, academic researchers, and practitioners. The text illustrates the breadth of the modeling and analysis capabilities that are...

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