Methods of Optimal Statistical Decisions, Optimal Control, and Stochastic Differential Equations

Methods of Optimal Statistical Decisions, Optimal Control, and Stochastic Differential Equations
Author :
Publisher : Xlibris Corporation
Total Pages : 320
Release :
ISBN-10 : 9781462807178
ISBN-13 : 1462807178
Rating : 4/5 (78 Downloads)

Book Synopsis Methods of Optimal Statistical Decisions, Optimal Control, and Stochastic Differential Equations by : Ellida M. Khazen

Download or read book Methods of Optimal Statistical Decisions, Optimal Control, and Stochastic Differential Equations written by Ellida M. Khazen and published by Xlibris Corporation. This book was released on 2009-11-16 with total page 320 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides the reader with some insight into the mathematical models of random processes with continuous time, stochastic differential equations and stochastic integrals. An advanced development of the mathematical methods of optimal statistical decisions, statistical sequential analysis, and informational estimation of risks, and new methods and solutions to the important problems of the theory of optimal control are presented. The new original results obtained by this author and published shortly in her numerous scientific-research papers are presented in a systematic way in this book. The book is intended for engineers, students, post-graduate students, and scientist researchers. The presentation of the material is accessible to engineers.


Methods of Optimal Statistical Decisions, Optimal Control, and Stochastic Differential Equations Related Books

Methods of Optimal Statistical Decisions, Optimal Control, and Stochastic Differential Equations
Language: en
Pages: 320
Authors: Ellida M. Khazen
Categories: Education
Type: BOOK - Published: 2009-11-16 - Publisher: Xlibris Corporation

DOWNLOAD EBOOK

This book provides the reader with some insight into the mathematical models of random processes with continuous time, stochastic differential equations and sto
Stochastic Optimal Control in Infinite Dimension
Language: en
Pages: 928
Authors: Giorgio Fabbri
Categories: Mathematics
Type: BOOK - Published: 2017-06-22 - Publisher: Springer

DOWNLOAD EBOOK

Providing an introduction to stochastic optimal control in infinite dimension, this book gives a complete account of the theory of second-order HJB equations in
Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE
Language: en
Pages: 219
Authors: Nizar Touzi
Categories: Mathematics
Type: BOOK - Published: 2012-09-25 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

This book collects some recent developments in stochastic control theory with applications to financial mathematics. We first address standard stochastic contro
Applied Stochastic Differential Equations
Language: en
Pages: 327
Authors: Simo Särkkä
Categories: Business & Economics
Type: BOOK - Published: 2019-05-02 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

With this hands-on introduction readers will learn what SDEs are all about and how they should use them in practice.
Random Evolutions and their Applications
Language: en
Pages: 310
Authors: Anatoly Swishchuk
Categories: Mathematics
Type: BOOK - Published: 2013-03-14 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

The book is devoted to the new trends in random evolutions and their various applications to stochastic evolutionary sytems (SES). Such new developments as the