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Applied Stochastic Analysis

Proceedings of a US-French Workshop, Rutgers University, New Brunswick, N.J., April 29 – May 2, 1991

Häftad, Engelska, 1992

AvIoannis Karatzas,Daniel Ocone

699 kr

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This volume contains papers presented during a four-dayWorkshop that took place at Rutgers University from 29 Aprilto 2 May, 1991. The purpose of this workshop was to promoteinteraction among specialists in these areas byprovidingfor all an up-to-date picture of current issues andoutstanding problems.The topics covered include singular stochasticcontrol,queuing networks, the mathematical theory of stochasticoptimization and filtering, adaptive control and theestimation for random fields and its connections withsimulated annealing, statistical mechanics, andcombinatorial optimization.

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