1.

Record Nr.

UNINA990001698920403321

Autore

Giuliani, R.

Titolo

L'allevamento stallino della capra / R. Giuliani, G. Calo

Pubbl/distr/stampa

Firenze : ..., 1929

Descrizione fisica

19 p. ; 24 cm

Disciplina

636.39

Locazione

FAGBC

Collocazione

60 OP. 33/2

Lingua di pubblicazione

Italiano

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

Estr. da: Rivista di zootecnia, 5(8-10),1928.

2.

Record Nr.

UNINA9910564690403321

Titolo

Stochastic Analysis, Filtering, and Stochastic Optimization : A Commemorative Volume to Honor Mark H. A. Davis's Contributions / / edited by George Yin, Thaleia Zariphopoulou

Pubbl/distr/stampa

Cham : , : Springer International Publishing : , : Imprint : Springer, , 2022

ISBN

3-030-98519-9

Edizione

[1st ed. 2022.]

Descrizione fisica

1 online resource (483 pages)

Collana

Mathematics and Statistics Series

Disciplina

519.22

Soggetti

Stochastic analysis

Stochastic processes

Mathematical optimization

Stochastic Analysis

Stochastic Systems and Control

Optimization

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia



Note generali

Includes index.

Nota di contenuto

Control in Hilbert Space and First-Order Mean Field Type Problem (A. Bensoussan) -- Risk-Sensitive Markov Decision Problems under Model Uncertainty: Finite Time Horizon Case (R. Bielecki) -- Optimal Control of Piecewise Deterministic Markov Processes (F. Dufour) -- Pathwise Approximations for the Solution of the Non-Linear Filtering Problem (D. Crisan) -- Discrete-Time Portfolio Optimization under Maximum Drawdown Constraint with Partial Information and Deep Learning Resolution (H. Pham) -- Estimating the Matthew Effects: Switching Pareto Dynamics (J. Elliott) -- Optimal Couplings on Wiener Space and An Extension of Talagrand's Transport Inequality (F¨ollmer) -- Who Are I: Time Inconsistency and Intrapersonal Conflict and Reconciliation (Yu Zhou) -- N-Player and Mean-Field Games in Ito-Diffusion Markets with Competitive or Homophilous Interaction (T. Zariphopoulou) -- A Variational Characterization of Langevin-Smoluchowski Diffusions (H. Xing) -- Incomplete Stochastic Equilibria with Exponential Utilities Close to Pareto Optimality (B. Tschiderer) -- Finite Markov Chains Coupled to General Markov Processes and An Application to Metastability I (J. Swanson) -- Finite Markov Chains Coupled to General Markov Processes and An Application to Metastability II (J. Swanson) -- Maximally Distributed Random Fields under Sublinear Expectation (S. Peng) -- Pairs Trading under Geometric Brownian Motion Models (Q. Zhang) -- Equilibrium Model of Limit Order Books: A Mean-Field Game View (J. Ma) -- Bounded Regret for Finitely Parameterized Multi-Armed Bandits (P. Varaiya) -- Developing the Path Signature Methodology and Its Application to Landmark-Based Human Action Recognition (T. Lyons).

Sommario/riassunto

This volume is a collection of research works to honor the late Professor Mark H.A. Davis, whose pioneering work in the areas of Stochastic Processes, Filtering, and Stochastic Optimization spans more than five decades. Invited authors include his dissertation advisor, past collaborators, colleagues, mentees, and graduate students of Professor Davis, as well as scholars who have worked in the above areas. Their contributions may expand upon topics in piecewise deterministic processes, pathwise stochastic calculus, martingale methods in stochastic optimization, filtering, mean-field games, time-inconsistency, as well as impulse, singular, risk-sensitive and robust stochastic control. .