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Interest Rates and Coupon Bonds in Quantum Finance
Interest Rates and Coupon Bonds in Quantum Finance
The economic crisis of 2008 has shown that the capital markets need new theoretical and mathematical concepts to describe and price financial instruments. Focusing almost exclusively on interest rates and coupon bonds, this book does not employ stochastic calculus - the bedrock of the present day mathematical finance - for any of the derivations....
Bayesian Analysis of Stochastic Process Models (Wiley Series in Probability and Statistics)
Bayesian Analysis of Stochastic Process Models (Wiley Series in Probability and Statistics)

Bayesian analysis of complex models based on stochastic processes has in recent years become a growing area. This book provides a unified treatment of Bayesian analysis of models based on stochastic processes, covering the main classes of stochastic processing including modeling, computational, inference, forecasting, decision making and...

Knowledge Needs and Information Extraction: Towards an Artificial Consciousness (ISTE)
Knowledge Needs and Information Extraction: Towards an Artificial Consciousness (ISTE)
The title of this book is both subversive and ambitious. It is subversive because few academic publications deal with this subject. There has, of course, been work done in robotics on artificially reproducing a “human” movement. One can also find more cognitive works about the way of reasoning – i.e. storing and...
Differential Equations and Control Theory
Differential Equations and Control Theory
This volume is based on papers presented at the International Workshop on Differential Equations and Optimal Control, held at the Department of Mathematics of Ohio University in Athens, Ohio. The main objective of this international meeting was to feature new trends in the theory and applications of partial differential and functional-differential...
Continuous Average Control of Piecewise Deterministic Markov Processes (SpringerBriefs in Mathematics)
Continuous Average Control of Piecewise Deterministic Markov Processes (SpringerBriefs in Mathematics)

The intent of this book is to present recent results in the control theory for the long run average continuous control problem of piecewise deterministic Markov processes (PDMPs). The book focuses mainly on the long run average cost criteria and  extends to the PDMPs some well-known techniques related to discrete-time and continuous-time...

Signal Processing in Radar Systems
Signal Processing in Radar Systems

An essential task in radar systems is to find an appropriate solution to the problems related to robust signal processing and the definition of signal parameters. Signal Processing in Radar Systems addresses robust signal processing problems in complex radar systems and digital signal processing subsystems. It also tackles...

Virtual Crowds: Methods, Simulation, and Control (Synthesis Lectures on Computer Graphics and Animation)
Virtual Crowds: Methods, Simulation, and Control (Synthesis Lectures on Computer Graphics and Animation)
There are many applications of computer animation and simulation where it is necessary to model virtual crowds of autonomous agents. Some of these applications include site planning, education, entertainment, training, and human factors analysis for building evacuation. Other applications include simulations of scenarios where masses of people...
Bilevel Programming Problems: Theory, Algorithms and Applications to Energy Networks (Energy Systems)
Bilevel Programming Problems: Theory, Algorithms and Applications to Energy Networks (Energy Systems)

This book describes recent theoretical findings relevant to bilevel programming in general, and in mixed-integer bilevel programming in particular. It describes recent applications in energy problems, such as the stochastic bilevel optimization approaches used in the natural gas industry. New algorithms for solving linear and mixed-integer...

Fuzzy Stochastic Multiobjective Programming (International Series in Operations Research & Management Science)
Fuzzy Stochastic Multiobjective Programming (International Series in Operations Research & Management Science)

Although studies on multiobjective mathematical programming under uncertainty have been accumulated and several books on multiobjective mathematical programming under uncertainty have been published (e.g., Stancu-Minasian (1984); Slowinski and Teghem (1990); Sakawa (1993); Lai and Hwang (1994); Sakawa (2000)), there seems to be no book which...

Probability Theory: A Comprehensive Course (Universitext)
Probability Theory: A Comprehensive Course (Universitext)

This second edition of the popular textbook contains a comprehensive course in modern probability theory. Overall, probabilistic concepts play an increasingly important role in mathematics, physics, biology, financial engineering and computer science. They help us in understanding magnetism, amorphous media, genetic diversity and the perils...

Satisficing Games and Decision Making: With Applications to Engineering and Computer Science
Satisficing Games and Decision Making: With Applications to Engineering and Computer Science
We constantly make decisions which are simply "good enough" rather than optimal--a type of decision for which Wynn Stirling has adopted the word "satisficing". Most computer decision making algorithms, however, seek only the optimal solution based on rigid criteria and reject others. Outlining an alternative approach, this...
Fuzzy Systems in Bioinformatics and Computational Biology (Studies in Fuzziness and Soft Computing)
Fuzzy Systems in Bioinformatics and Computational Biology (Studies in Fuzziness and Soft Computing)
Biological systems are inherently stochastic and uncertain. Thus, research in bioinformatics, biomedical engineering and computational biology has to deal with a large amount of uncertainties.

Fuzzy logic has shown to be a powerful tool in capturing different uncertainties in engineering systems. In recent years, fuzzy logic based modeling and...

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