LIBROS DEL AUTOR: paul dupuis

4 resultados para LIBROS DEL AUTOR: paul dupuis

paul dupuis Eliminar filtro Quitar filtros
  • Analysis and Approximation of Rare Events
    Amarjit Budhiraja / Paul Dupuis
    This book presents broadly applicable methods for the large deviation and moderate deviation analysis of discrete and continuous time stochastic systems. A feature of the book is the systematic use of variational representations for quantities of interest such as normalized logarithms of probabilities and expected values.  By characterizing a large deviation principle in terms ...
    Disponible

    174,18 €

  • Numerical Methods for Stochastic Control Problems in Continuous Time
    Harold Kushner / Paul G. Dupuis
    Changes in the second edition. The second edition differs from the first in that there is a full development of problems where the variance of the diffusion term and the jump distribution can be controlled. Also, a great deal of new material concerning deterministic problems has been added, including very efficient algorithms for a class of problems of wide current interest. Th...
    Disponible

    46,88 €

  • Numerical Methods for Stochastic Control Problems in Continuous Time
    Harold Kushner / Paul G. Dupuis
    Stochastic control is a very active area of research. This monograph, written by two leading authorities in the field, has been updated to reflect the latest developments. It covers effective numerical methods for stochastic control problems in continuous time on two levels, that of practice and that of mathematical development. It is broadly accessib...
    Disponible

    120,66 €

  • Life Is
    Kerney Paul Dupuis
    ...
    Disponible

    18,39 €