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Stochastic Programing

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出版日:2017/07/07 作者:Giorgio Fabbri; Fausto Gozzi; Andrzej Swiech; Marco Fuhrman (CON); Gianmario Tessitore (CON)  出版社:Springer Verlag  裝訂:精裝
Providing an introduction to stochastic optimal control in in?nite dimension, this book gives a complete account of the theory of second-order HJB equations in in?nite-dimensional Hilbert spaces, focu
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Structural and Statistical Problems for a Class of Stochastic Processes
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出版日:2017/03/21 作者:Cramer  出版社:Princeton Univ Pr  裝訂:精裝
Professor Cramer, author of the pivotal Mathematical Methods of Statistics (1946), examines problems in the theory of stochastic processes that can be considered as generalizations of problems in the
優惠價: 9 2698
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Structural and Statistical Problems for a Class of Stochastic Processes
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出版日:2017/03/21 作者:Cramer  出版社:Princeton Univ Pr  裝訂:平裝
Professor Cramer, author of the pivotal Mathematical Methods of Statistics (1946), examines problems in the theory of stochastic processes that can be considered as generalizations of problems in the
優惠價: 9 1078
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出版日:2017/02/09 作者:Xiao-sheng Si; Zheng-xin Zhang; Chang-hua Hu  出版社:Springer-Verlag New York Inc  裝訂:精裝
This book introduces data-driven remaining useful life prognosis techniques, and shows how to utilize the condition monitoring data to predict the remaining useful life of stochastic degrading systems
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出版日:2017/01/31 作者:Christian L. E. Franzke  出版社:Cambridge Univ Pr  裝訂:精裝
It is now widely recognized that the climate system is governed by nonlinear, multi-scale processes, whereby memory effects and stochastic forcing by fast processes, such as weather and convective systems, can induce regime behavior. Motivated by present difficulties in understanding the climate system and to aid the improvement of numerical weather and climate models, this book gathers contributions from mathematics, physics and climate science to highlight the latest developments and current research questions in nonlinear and stochastic climate dynamics. Leading researchers discuss some of the most challenging and exciting areas of research in the mathematical geosciences, such as the theory of tipping points and of extreme events including spatial extremes, climate networks, data assimilation and dynamical systems. This book provides graduate students and researchers with a broad overview of the physical climate system and introduces powerful data analysis and modeling methods for
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出版日:2017/01/18 作者:Karl Hinderer; Ulrich Rieder; Michael Stieglitz  出版社:Springer Verlag  裝訂:平裝
This book explores discrete-time dynamic optimization and provides a detailed introduction to both deterministic and stochastic models. Covering problems with finite and infinite horizon, as well as M
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出版日:2016/12/31 作者:Mikhail Menshikov  出版社:Cambridge Univ Pr  裝訂:精裝
Stochastic systems provide powerful abstract models for a variety of important real-life applications: for example, power supply, traffic flow, data transmission. They (and the real systems they model) are often subject to phase transitions, behaving in one way when a parameter is below a certain critical value, then switching behaviour as soon as that critical value is reached. In a real system, we do not necessarily have control over all the parameter values, so it is important to know how to find critical points and to understand system behaviour near these points. This book is a modern presentation of the 'semimartingale' or 'Lyapunov function' method applied to near-critical stochastic systems, exemplified by non-homogeneous random walks. Applications treat near-critical stochastic systems and range across modern probability theory from stochastic billiards models to interacting particle systems. Spatially non-homogeneous random walks are explored in depth, as they provide prototy
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出版日:2016/11/18 作者:T. E. Govindan  出版社:Springer Verlag  裝訂:精裝
This research monograph brings together, for the first time, the varied literature on Yosida approximations of stochastic differential equations (SDEs) in infinite dimensions and their applications in
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出版日:2016/11/14 作者:Panos M. Pardalos (EDT); Anatoly Zhigljavsky (EDT); Julius ?槌inskas (EDT)  出版社:Springer Verlag  裝訂:精裝
Current research results in stochastic and deterministic global optimization are presented in this volume from leading specialists. Graduate students, researchers, and scientist in computer science, n
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出版日:2016/11/08 作者:Pierre Del Moral; Spiridon Penev  出版社:Productivity Press  裝訂:精裝
Unlike traditional books presenting stochastic processes in an academic way, this book includes concrete applications that students will find interesting such as gambling, finance, physics, signal pro
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出版日:2016/09/30 作者:Boris Brodsky  出版社:Productivity Press  裝訂:精裝
This is a monograph on the detection and estimation of changes in non-stationary stochastic models. It covers retrospective and sequential change-point detection, as well as hypothesis testing, in bot
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出版日:2016/09/21 作者:Vidyadhar G. Kulkarni  出版社:Productivity Press  裝訂:精裝
This practical and accessible text enables readers from operations research, business, engineering, public policy and computer science to analyze stochastic systems. It presents the major cases of sto
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出版日:2016/09/03 作者:Cheng-ke Zhang; Huai-nian Zhu; Hai-ying Zhou; Ning Bin  出版社:Springer Verlag  裝訂:精裝
This book systematically studies the stochastic non-cooperative differential game theory of generalized linear Markov jump systems and its application in the field of finance and insurance. The book i
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出版日:2016/07/25 作者:Hans F?子mer; Alexander Schied  出版社:De Gruyter  裝訂:平裝
This is the fourth, newly revised edition of the classical introduction to the mathematics of finance, based on stochastic models in discrete time. In the first part of the book simple one-period mode
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出版日:2016/07/12 作者:Dariusz Buraczewski; Ewa Damek; Thomas Mikosch  出版社:Springer Verlag  裝訂:精裝
In this monograph the authors give a systematic approach to the probabilistic properties of the fixed point equation X=AX+B. A probabilistic study of the stochastic recurrence equation X_t=A_
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Elements of Stochastic Dynamics
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出版日:2016/07/03 作者:Guo-qiang Cai; Weiqiu Zhu  出版社:World Scientific Pub Co Inc  裝訂:精裝
Stochastic dynamics has been a subject of interest since the early 20th Century. Since then, much progress has been made in this field of study, and many modern applications for it have been found in
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Quantal Response Equilibrium ─ A Stochastic Theory of Games
90 折
出版日:2016/06/28 作者:Jacob K. Goeree; Charles A. Holt; Thomas R. Palfrey  出版社:Princeton Univ Pr  裝訂:精裝
Quantal Response Equilibrium presents a stochastic theory of games that unites probabilistic choice models developed in psychology and statistics with the Nash equilibrium approach of classical game t
優惠價: 9 2360
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出版日:2016/06/27 作者:Emmanuel Gobet  出版社:Productivity Press  裝訂:精裝
The goal is to offer an introductory book on Monte-Carlo methods applied to stochastic processes, starting from the standard case and going to the most recent models, which will appeal to a wide audie
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出版日:2016/06/24 作者:Giovanni Peccati; Matthias Reitzner  出版社:Springer Verlag  裝訂:精裝
This book project concerns the connection between two branches of modern (theoretical and applied) probability - namely stochastic geometry and the Malliavin calculus of variations. Due to the strong
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出版日:2016/06/20 作者:John A. Colosi  出版社:Cambridge Univ Pr  裝訂:精裝
The ocean is opaque to electromagnetic radiation and transparent to low frequency sound, so acoustical methodologies are an important tool for sensing the undersea world. Stochastic sound-speed fluctuations in the ocean, such as those caused by internal waves, result in a progressive randomisation of acoustic signals as they traverse the ocean environment. This signal randomisation imposes a limit to the effectiveness of ocean acoustic remote sensing, navigation and communication. Sound Propagation through the Stochastic Ocean provides a comprehensive treatment of developments in the field of statistical ocean acoustics over the last 35 years. This will be of fundamental interest to oceanographers, marine biologists, geophysicists, engineers, applied mathematicians, and physicists. Key discoveries in topics such as internal waves, ray chaos, Feynman path integrals, and mode transport theory are addressed with illustrations from ocean observations. The topics are presented at an approac
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出版日:2016/05/09 作者:Jean-francois Le Gall  出版社:Springer Verlag  裝訂:精裝
This book offers a rigorous and self-contained presentation of stochastic integration and stochastic calculus within the general framework of continuous semimartingales. The main tools of stochastic c
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Stationary Stochastic Processes. (MN-8)
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出版日:2016/04/19 作者:Hida  出版社:Princeton Univ Pr  裝訂:精裝
Encompassing both introductory and more advanced research material, these notes deal with the author's contributions to stochastic processes and focus on Brownian motion processes and its derivative w
優惠價: 9 2790
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出版日:2016/03/31 作者:Peter Langford  出版社:Productivity Press  裝訂:精裝
In this book, in view of engineering-related constraints, control and filtering problems for several classes of nonlinear stochastic systems has been discussed. In each chapter, the analysis problems
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Stochastic Integration by Parts and Functional It?Calculus
90 折
出版日:2016/03/23 作者:Vlad Bally; Lucia Caramellino; Rama Cont; Frederic Utzet (EDT); Josep Vives (EDT)  出版社:Birkhauser  裝訂:平裝
This volume contains the lecture notes of the two courses given by Vlad Bally and Rama Cont at the Barcelona Summer School on Stochastic Analysis in July 2012.The notes of the course by Vlad Bally are
優惠價: 9 1620
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出版日:2016/03/14 作者:Jeannine R. Studer; Theresa A. Quigney  出版社:CRC PRESS  裝訂:精裝
Accessible to non-specialists, this book provides a self-contained, complete introduction to the modern theory of stochastic differential equations in infinite-dimensional spaces. It describes various
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出版日:2016/03/07 作者:Yasushi Ishikawa  出版社:De Gruyter  裝訂:精裝
This monograph is a concise introduction to the stochastic calculus of variations for processes with jumps. It is written for researchers and graduate students who are interested in Malliavin calculus
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出版日:2016/02/26 作者:Dobrow  出版社:John Wiley & Sons Inc  裝訂:精裝
A good stochastic processes book at the undergraduate and beginning graduate levels should develop proper problem-solving skills and mathematical maturity; contain a nice mix of theory and application
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出版日:2015/12/18 作者:Uwe Hassler  出版社:Springer Verlag  裝訂:精裝
This textbook gives a comprehensive introduction to stochastic processes and calculus in the fields of finance and economics, more specifically mathematical finance and time series econometrics. Over
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出版日:2015/12/11 作者:Basil Kouvaritakis; Mark Cannon  出版社:Springer Verlag  裝訂:平裝
For the first time, a textbook that brings together classical predictive control with treatment of up-to-date robust and stochastic techniques.Predictive Control describes the development of tractable
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出版日:2015/12/01 作者:Dawei Shi; Ling Shi; Tongwen Chen  出版社:Springer Verlag  裝訂:精裝
This book explores event-based estimation problems. It shows how several stochastic approaches are developed to maintain estimation performance when sensors perform their updates at slower rates only
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Fundamentals of Probability ─ With Stochastic Processes
90 折
出版日:2015/11/06 作者:Saeed Ghahramani  出版社:Productivity Press  裝訂:精裝
In this, the third edition of his textbook on the fundamentals of probability, author Saeed Ghahramani provides students with a natural, interesting, and instructive approach to learning stochastic pr
優惠價: 9 3344
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Stochastic Partial Differential Equations ― An Introduction
90 折
出版日:2015/10/23 作者:Wei Liu; Michael Ro?▎ner  出版社:Springer Verlag  裝訂:平裝
This book provides an introduction to the theory of stochastic partial differential equations (SPDEs) of evolutionary type. SPDEs are one of the main research directions in probability theory with sev
優惠價: 9 3038
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出版日:2015/09/22 作者:Felix Belzunce; Carolina Martinez Riquelme; Julio Mulero  出版社:Elsevier Science Ltd  裝訂:平裝
An Introduction to Stochastic Orders discusses this powerful tool that can be used in comparing probabilistic models in different areas such as reliability, survival analysis, risks, finance, and econ
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Some Stochastic Population Model ― Scaling Limits and Long Time Behavior
90 折
出版日:2015/09/15 作者:Sylvie M撟典陽rd; Vincent Bansaye  出版社:Springer Verlag  裝訂:平裝
In this contribution, several probabilistic tools to study population dynamics are developed. The focus is on scaling limits of qualitatively different stochastic individual based models and the long
優惠價: 9 2025
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出版日:2015/09/13 作者:Yingxue Zhao; Xiaoge Meng; Shouyang Wang; T. C. Edwin Cheng  出版社:Springer Verlag  裝訂:精裝
This book is devoted to analysis and design of supply chain contracts with stochastic demand. Given the extensive utilization of contracts in supply chains, the issues concerning contract analysis and
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出版日:2015/09/11 作者:David Holcman; Zeev Schuss  出版社:Springer Verlag  裝訂:精裝
This book covers recent developments in the non-standard asymptotics of the mathematical narrow escape problem in stochastic theory, as well as applications of the narrow escape problem in cell biolog
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An Informal Introduction to Stochastic Calculus With Applications
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出版日:2015/08/29 作者:Ovidiu Calin  出版社:World Scientific Pub Co Inc  裝訂:精裝
The goal of this book is to present Stochastic Calculus at an introductory level and not at its maximum mathematical detail. The author aims to capture as much as possible the spirit of elementary det
優惠價: 9 2999
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出版日:2015/08/25 作者:Wuneng Zhou; Jun Yang; Liuwei Zhou; Dongbing Tong  出版社:Springer Verlag  裝訂:精裝
This book reports on the latest findings in the study of Stochastic Neural Networks (SNN). The book collects the novel model of the disturbance driven by Levy process, the research method of M-matrix
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出版日:2015/08/07 作者:Robert Dalang (EDT); Marco Dozzi (EDT); Franco Flandoli (EDT); Francesco Russo (EDT)  出版社:Springer Verlag  裝訂:精裝
This book collects lectures and research results in stochastic analysis by distinguished researchers, invited on the occasion of a thematic semester organized by the Bernoulli Center of the Ecole Poly
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出版日:2015/07/30 作者:Martin Simon  出版社:Springer Verlag  裝訂:平裝
This monograph is concerned with the analysis and numerical solution of a stochastic inverse anomaly detection problem in electrical impedance tomography (EIT). Martin Simon studies the problem of det
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