Learn IT - Books tags stochastic

Interest Rates and Coupon Bonds in Quantum Finance

Cambridge University Press, 2009

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)

John Wiley & Sons, 2012

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)

John Wiley & Sons, 2013

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

CRC Press, 2001

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)

Springer, 2013

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

CRC Press, 2012

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)

Morgan and Claypool Publishers, 2008

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)

Springer, 2015

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)

Springer, 2011

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)

Springer, 2013

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

Cambridge University Press, 2003

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)

Springer, 2009

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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