Stochastic Modelling and Applied Probability – serie

Applied Probability and Queues

Monte Carlo Methods in Financial Engineering

Stochastic Approximation and Recursive Algorithms and Applications

Average-Cost Control of Stochastic Manufacturing Systems

Controlled Markov Processes and Viscosity Solutions

Cycle Representations of Markov Processes

Stochastic Simulation: Algorithms and Analysis

Wave Propagation and Time Reversal in Randomly Layered Media

Stochastic Ordinary and Stochastic Partial Differential Equations

Transition from Microscopic to Macroscopic Equations

Stochastic Control of Hereditary Systems and Applications

Fundamentals of Stochastic Filtering

Deterministic and Stochastic Optimal Control

Game Theory

Lectures for Economists and Systems Scientists

Gaussian Random Processes

Stochastic Filtering Theory

Conjugate Direction Methods in Optimization

Controlled Diffusion Processes

Hidden Markov Models

Estimation and Control

Discrete-Time Markov Control Processes

Basic Optimality Criteria

Probabilistic Theory of Pattern Recognition

Discrete Gambling and Stochastic Games

Numerical Methods for Stochastic Control Problems in Continuous Time

Fundamentals of Queueing Networks

Performance, Asymptotics, and Optimization

Heavy Traffic Analysis of Controlled Queueing and Communication Networks

Stochastic Portfolio Theory

Linear Multivariable Control

A Geometric Approach

Stabilization of Control Systems

Stochastic Storage Processes

Queues, Insurance Risk, Dams, and Data Communication

Further Topics on Discrete-Time Markov Control Processes