Learn IT - Books tags stochastic

Complex Valued Nonlinear Adaptive Filters: Noncircularity, Widely Linear and Neural Models

John Wiley & Sons, 2009

This book was written in response to the growing demand for a text that provides a unified treatment of linear and nonlinear complex valued adaptive filters, and methods for the processing of general complex signals (circular and noncircular). It brings together adaptive filtering algorithms for feedforward (transversal) and feedback...

Simulation-Based Algorithms for Markov Decision Processes (Communications and Control Engineering)

Springer, 2013

Markov decision process (MDP) models are widely used for modeling sequential decision-making problems that arise in engineering, economics, computer science, and the social sciences. Many real-world problems modeled by MDPs have huge state and/or action spaces, giving an opening to the curse of dimensionality and so making practical...

Stochastic Flows and Jump-Diffusions (Probability Theory and Stochastic Modelling, 92)

Springer, 2019

This monograph presents a modern treatment of (1) stochastic differential equations and (2) diffusion and jump-diffusion processes. The simultaneous treatment of diffusion processes and jump processes in this book is unique: Each chapter starts from continuous processes and then proceeds to processes with jumps.

In...

Markov Chains: Models, Algorithms and Applications (International Series in Operations Research & Management Science)

Springer, 2005

Markov chains are a particularly powerful and widely used tool for analyzing a variety of stochastic (probabilistic) systems over time. This monograph will present a series of Markov models, starting from the basic models and then building up to higher-order models. Included in the higher-order discussions are multivariate models, higher-order...

Robust Industrial Control Systems: Optimal Design Approach for Polynomial Systems

John Wiley & Sons, 2006

Robust Industrial Control Systems: Optimal Design Approach for Polynomial Systems presents a comprehensive introduction to the use of frequency domain and polynomial system design techniques for a range of industrial control and signal processing applications. The solution of stochastic and robust optimal control problems is...

Mathematical Programming: Theory and Methods

Elsevier Limited, 2006

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....

Simulated Annealing and Boltzmann Machines: A Stochastic Approach to Combinatorial Optimization and Neural Computing

John Wiley & Sons, 1989

Wiley-Interscience Series in Discrete Mathematics and Optimization Advisory Editors Ronald L. Graham Jan Karel Lenstra Robert E. Tarjan Discrete Mathematics and Optimization involves the study of finite structures. It is one of the fastest growing areas in mathematics today. The level and depth of recent advances in the area and the wide...

Project Management Simulation with PTB Project Team Builder

Springer, 2012

“The Project Team Builder (PTB) meets the need for an effective teaching and training tool of project management. The software introduces the user to the full dynamics of project planning, monitoring and control, moving scenario-wise from the easy, fundamental issues to the more involved, complex ones. Based on a sound conceptual...

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...

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