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Applied Stochastic Analysis

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

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 the areas of applied stochastic analysis by providing an up-to-date picture of current issues and outstanding problems. The topics covered include singular stochastic control, 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 combinational optimization.
Release date Australia
May 27th, 1992
Audiences
  • Postgraduate, Research & Scholarly
  • Professional & Vocational
Contributors
  • Edited by Daniel Ocone
  • Edited by Ioannis Karatzas
Illustrations
X, 315 p.
Pages
315
Dimensions
170x244x18
ISBN-13
9783540552963
Product ID
14134777

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