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An Introduction to Optimal Control of FBSDE with Incomplete Information / Guangchen Wang, Zhen Wu, Jie Xiong
| An Introduction to Optimal Control of FBSDE with Incomplete Information / Guangchen Wang, Zhen Wu, Jie Xiong |
| Autore | Wang, Guangchen |
| Pubbl/distr/stampa | Cham, : Springer, 2018 |
| Descrizione fisica | xi, 116 p. ; 24 cm |
| Altri autori (Persone) |
Wu, Zhen
Xiong, Jie |
| Soggetto topico |
93E20 - Optimal stochastic control [MSC 2020]
60H10 - Stochastic ordinary differential equations [MSC 2020] 60G35 - Signal detection and filtering (aspects of stochastic processes) [MSC 2020] 93E11 - Filtering in stochastic control theory [MSC 2020] 49N10 - Linear-quadratic optimal control problems [MSC 2020] 91G80 - Financial applications of other theories [MSC 2020] |
| Soggetto non controllato |
Backward Separation Approach
Backward Stochastic Differential Equation Closed-form Optimal Solution LQ Optimal Control Mathematical Finance Optimal Filtering Stochastic Maximum Principle Verification Theorem |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0124566 |
Wang, Guangchen
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| Cham, : Springer, 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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An Introduction to Optimal Control of FBSDE with Incomplete Information / Guangchen Wang, Zhen Wu, Jie Xiong
| An Introduction to Optimal Control of FBSDE with Incomplete Information / Guangchen Wang, Zhen Wu, Jie Xiong |
| Autore | Wang, Guangchen |
| Edizione | [Cham : Springer, 2018] |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Altri autori (Persone) |
Wu, Zhen
Xiong, Jie |
| Soggetto topico |
93E20 - Optimal stochastic control [MSC 2020]
60H10 - Stochastic ordinary differential equations [MSC 2020] 60G35 - Signal detection and filtering (aspects of stochastic processes) [MSC 2020] 93E11 - Filtering in stochastic control theory [MSC 2020] 49N10 - Linear-quadratic optimal control problems [MSC 2020] 91G80 - Financial applications of other theories [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0124566 |
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Wang, Guangchen
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| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Calcul Stochastique et Problèmes de Martingales / Jean Jacod
| Calcul Stochastique et Problèmes de Martingales / Jean Jacod |
| Autore | Jacod, Jean |
| Pubbl/distr/stampa | Berlin, : Springer, 1979 |
| Descrizione fisica | x, 539 p. ; 24 cm |
| Soggetto topico |
60G44 - Martingales with continuous parameter [MSC 2020]
60H05 - Stochastic integrals [MSC 2020] 93E11 - Filtering in stochastic control theory [MSC 2020] 60G57 - Random measures [MSC 2020] 60H20 - Stochastic integral equations [MSC 2020] |
| Soggetto non controllato | Martingales |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | fre |
| Record Nr. | UNICAMPANIA-VAN0261099 |
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Jacod, Jean
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| Berlin, : Springer, 1979 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Digital Signal Processing : Theory and Practice / K. Deergha Rao, M.N.S. Swamy
| Digital Signal Processing : Theory and Practice / K. Deergha Rao, M.N.S. Swamy |
| Autore | Rao, K. Deergha |
| Pubbl/distr/stampa | Singapore, : Springer, 2018 |
| Descrizione fisica | xxiv, 789 p. : ill. ; 24 cm |
| Altri autori (Persone) | Swamy, M. N. Shanmukha |
| Soggetto topico |
94-XX - Information and communication theory, circuits [MSC 2020]
68T10 - Pattern recognition, speech recognition [MSC 2020] 93E11 - Filtering in stochastic control theory [MSC 2020] 94A12 - Signal theory (characterization, reconstruction, filtering, etc.) [MSC 2020] |
| Soggetto non controllato |
DSP Processors
DSP textbook DTFT Digital signal processing FIR Filter Fourier transform IIR Filter Information and communication, circuits Lattice Structure Multirate Digital Signal Processing Multirate Filter Banks Phase Equalization STFT Wireless Communications |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0125128 |
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Rao, K. Deergha
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| Singapore, : Springer, 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Digital Signal Processing : Theory and Practice / K. Deergha Rao, M.N.S. Swamy
| Digital Signal Processing : Theory and Practice / K. Deergha Rao, M.N.S. Swamy |
| Autore | Rao, K. Deergha |
| Edizione | [Singapore : Springer, 2018] |
| Pubbl/distr/stampa | xxiv, 789 p., : ill. ; 24 cm |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Altri autori (Persone) | Swamy, M. N. S. |
| Soggetto topico |
94-XX - Information and communication theory, circuits [MSC 2020]
68T10 - Pattern recognition, speech recognition [MSC 2020] 93E11 - Filtering in stochastic control theory [MSC 2020] 94A12 - Signal theory (characterization, reconstruction, filtering, etc.) [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0125128 |
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Rao, K. Deergha
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| xxiv, 789 p., : ill. ; 24 cm | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Dynamic Systems Models : New Methods of Parameter and State Estimation / Josif A. Boguslavskiy ; Mark Borodovsky editor
| Dynamic Systems Models : New Methods of Parameter and State Estimation / Josif A. Boguslavskiy ; Mark Borodovsky editor |
| Autore | Boguslavskiy, Josif A. |
| Pubbl/distr/stampa | Cham, : Springer, 2016 |
| Descrizione fisica | xx, 201 p. ; 24 cm |
| Soggetto topico |
68W40 - Analysis of algorithms [MSC 2020]
37Mxx - Approximation methods and numerical treatment of dynamical systems [MSC 2020] 93E11 - Filtering in stochastic control theory [MSC 2020] 93E10 - Estimation and detection in stochastic control theory [MSC 2020] 93-XX - Systems theory; control [MSC 2020] 65L09 - Numerical methods of inverse problems involving ordinary differential equations [MSC 2020] 62M20 - Inference from stochastic processes and prediction; filtering [MSC 2020] |
| Soggetto non controllato |
Aerospatial Dynamics
Asset pricing Biological Sequence Analysis Hidden Markov Model Inverse Problems Parameter Estimation Polynomial Approximation Speech Recognition |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0162131 |
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Boguslavskiy, Josif A.
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| Cham, : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Fourier analysis and applications : filtering, numerical computation, wavelets / C. Gasquet, P. Witomski ; translated by R. Ryan
| Fourier analysis and applications : filtering, numerical computation, wavelets / C. Gasquet, P. Witomski ; translated by R. Ryan |
| Autore | Gasquet, Claude |
| Pubbl/distr/stampa | New York, : Springer, 1999 |
| Descrizione fisica | XVIII, 442 p. : ill. ; 25 cm. |
| Altri autori (Persone) | Witomski, Patrick |
| Soggetto topico |
94-XX - Information and communication theory, circuits [MSC 2020]
42-XX - Harmonic analysis on Euclidean spaces [MSC 2020] 42C40 - Nontrigonometric harmonic analysis involving wavelets and other special systems [MSC 2020] 93E11 - Filtering in stochastic control theory [MSC 2020] 94A12 - Signal theory (characterization, reconstruction, filtering, etc.) [MSC 2020] 65T60 - Numerical methods for wavelets [MSC 2020] |
| ISBN | 8-1-4612-7211-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0055587 |
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Gasquet, Claude
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| New York, : Springer, 1999 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Fourier analysis and applications : filtering, numerical computation, wavelets / C. Gasquet, P. Witomski ; translated by R. Ryan
| Fourier analysis and applications : filtering, numerical computation, wavelets / C. Gasquet, P. Witomski ; translated by R. Ryan |
| Autore | Gasquet, Claude |
| Pubbl/distr/stampa | New York, : Springer, 1999 |
| Descrizione fisica | XVIII, 442 p. : ill. ; 25 cm |
| Altri autori (Persone) | Witomski, Patrick |
| Soggetto topico |
94-XX - Information and communication theory, circuits [MSC 2020]
42-XX - Harmonic analysis on Euclidean spaces [MSC 2020] 42C40 - Nontrigonometric harmonic analysis involving wavelets and other special systems [MSC 2020] 93E11 - Filtering in stochastic control theory [MSC 2020] 94A12 - Signal theory (characterization, reconstruction, filtering, etc.) [MSC 2020] 65T60 - Numerical methods for wavelets [MSC 2020] |
| ISBN | 978-14-612-7211-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0055587 |
|
Gasquet, Claude
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| New York, : Springer, 1999 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Introduction a la simulation des grandes echelles pour les ecoulements de fluide incompressible / Pierre Sagaut
| Introduction a la simulation des grandes echelles pour les ecoulements de fluide incompressible / Pierre Sagaut |
| Autore | Sagaut, Pierre |
| Pubbl/distr/stampa | Paris, : Springer, 1998 |
| Descrizione fisica | XVIII, 282 p. : ill. ; 24 cm. |
| Soggetto topico |
76-XX - Fluid mechanics [MSC 2020]
76Mxx - Basic methods in fluid mechanics [MSC 2020] 76D05 - Navier-stokes equations for incompressible viscous fluids [MSC 2020] 93E11 - Filtering in stochastic control theory [MSC 2020] 76F05 - Isotropic turbulence; homogeneous turbulence [MSC 2020] 76F10 - Shear flows and turbulence [MSC 2020] |
| ISBN |
978-35-406-4684-6
35-406-4684-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | fre |
| Record Nr. | UNICAMPANIA-SUN0051661 |
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Sagaut, Pierre
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| Paris, : Springer, 1998 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Introduction a la simulation des grandes echelles pour les ecoulements de fluide incompressible / Pierre Sagaut
| Introduction a la simulation des grandes echelles pour les ecoulements de fluide incompressible / Pierre Sagaut |
| Autore | Sagaut, Pierre |
| Pubbl/distr/stampa | Paris, : Springer, 1998 |
| Descrizione fisica | XVIII, 282 p. : ill. ; 24 cm |
| Soggetto topico |
76-XX - Fluid mechanics [MSC 2020]
76Mxx - Basic methods in fluid mechanics [MSC 2020] 76D05 - Navier-stokes equations for incompressible viscous fluids [MSC 2020] 93E11 - Filtering in stochastic control theory [MSC 2020] 76F05 - Isotropic turbulence; homogeneous turbulence [MSC 2020] 76F10 - Shear flows and turbulence [MSC 2020] |
| ISBN |
35-406-4684-1
978-35-406-4684-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | fre |
| Record Nr. | UNICAMPANIA-VAN0051661 |
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Sagaut, Pierre
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| Paris, : Springer, 1998 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Soggetto topico
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93E11 - Filtering in stochastic control theory [MSC 2020]
(21)
- 93E20 - Optimal stochastic control [MSC 2020] (6)
- 60G35 - Signal detection and filtering (aspects of stochastic processes) [MSC 2020] (5)
- 62M20 - Inference from stochastic processes and prediction; filtering [MSC 2020] (5)
- 60-XX - Probability theory and stochastic processes [MSC 2020] (4)