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Applied Stochastic Analysis

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

Language EnglishEnglish
Book Paperback
Book Applied Stochastic Analysis Ioannis Karatzas
Libristo code: 02172668
This volume contains papers presented during a four-day§Workshop that took place at Rutgers Universi... Full description
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This volume contains papers presented during a four-day§Workshop that took place at Rutgers University from 29 April§to 2 May, 1991. The purpose of this workshop was to promote§interaction among specialists in these areas byproviding§for all an up-to-date picture of current issues and§outstanding problems.§The topics covered include singular stochasticcontrol,§queuing networks, the mathematical theory of stochastic§optimization and filtering, adaptive control and the§estimation for random fields and its connections with§simulated annealing, statistical mechanics, and§combinatorial optimization.

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