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Adaptive Markov control processes / O. Hernández-Lerma
| Adaptive Markov control processes / O. Hernández-Lerma |
| Autore | Hernández-Lerma, Onésimo |
| Pubbl/distr/stampa | New York : Springer-Verlag, c1989 |
| Descrizione fisica | xiv, 148 p. ; 25 cm. |
| Disciplina | 519.233 |
| Collana | Applied mathematical sciences ; 79 |
| Soggetto topico |
Adaptive control systems
Markov processes |
| ISBN | 0387969667 |
| Classificazione |
AMS 93E20
QA1.A647 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISALENTO-991000645189707536 |
Hernández-Lerma, Onésimo
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| New York : Springer-Verlag, c1989 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
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Additive and cancellative interacting particle systems / / David Griffeath
| Additive and cancellative interacting particle systems / / David Griffeath |
| Autore | Griffeath David |
| Edizione | [1st ed. 1979.] |
| Pubbl/distr/stampa | Berlin ; ; Heidelberg : , : Springer-Verlag, , 1979 |
| Descrizione fisica | 1 online resource (VIII, 112 p.) |
| Disciplina | 519.233 |
| Collana | Lecture Notes in Mathematics |
| Soggetto topico |
Markov processes
Stochastic processes |
| ISBN | 3-540-35174-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Additive systems -- Cancellative systems -- Uniqueness and nonuniqueness. |
| Record Nr. | UNISA-996466637203316 |
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Griffeath David
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| Berlin ; ; Heidelberg : , : Springer-Verlag, , 1979 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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Additive and cancellative interacting particle systems / David Griffeath
| Additive and cancellative interacting particle systems / David Griffeath |
| Autore | Griffeath, David |
| Pubbl/distr/stampa | Berlin : Springer-Verlag, 1979 |
| Descrizione fisica | iv, 108 p. ; 25 cm. |
| Disciplina |
510
519.233 |
| Collana | Lecture notes in mathematics, 0075-8434 ; 724 |
| Soggetto topico |
Intercative random processes
Markov processes |
| ISBN | 354009508X |
| Classificazione | AMS 60K35 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISALENTO-991000645389707536 |
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Griffeath, David
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| Berlin : Springer-Verlag, 1979 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
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Advanced Markov chain Monte Carlo methods : learning from past samples / / Faming Liang, Chuanhai Liu, Raymond J. Carroll
| Advanced Markov chain Monte Carlo methods : learning from past samples / / Faming Liang, Chuanhai Liu, Raymond J. Carroll |
| Autore | Liang F (Faming), <1970-> |
| Pubbl/distr/stampa | Hoboken, NJ, : Wiley, 2010 |
| Descrizione fisica | 1 online resource (379 p.) |
| Disciplina | 518/.282 |
| Altri autori (Persone) |
LiuChuanhai <1959->
CarrollRaymond J |
| Collana | Wiley Series in Computational Statistics |
| Soggetto topico |
Monte Carlo method
Markov processes |
| ISBN |
1-119-95680-3
1-282-66156-6 9786612661563 0-470-66972-1 0-470-66973-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Advanced Markov Chain Monte Carlo Methods; Contents; Preface; Acknowledgments; Publisher's Acknowledgments; 1 Bayesian Inference and Markov Chain Monte Carlo; 2 The Gibbs Sampler; 3 The Metropolis-Hastings Algorithm; 4 Auxiliary Variable MCMC Methods; 5 Population-Based MCMC Methods; 6 Dynamic Weighting; 7 Stochastic Approximation Monte Carlo; 8 Markov Chain Monte Carlo with Adaptive Proposals; References; Index |
| Record Nr. | UNINA-9910140556803321 |
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Liang F (Faming), <1970->
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| Hoboken, NJ, : Wiley, 2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Advances in regression, survival analysis, extreme values, Markov processes and other statistical applications / / Joao Lita da Silva ... [et al.], editors ; Manuel L. Esquivel, Joao Tiago Mexia, associate editors
| Advances in regression, survival analysis, extreme values, Markov processes and other statistical applications / / Joao Lita da Silva ... [et al.], editors ; Manuel L. Esquivel, Joao Tiago Mexia, associate editors |
| Edizione | [1st ed. 2013.] |
| Pubbl/distr/stampa | Berlin ; ; New York, : Springer, c2013 |
| Descrizione fisica | 1 online resource (464 p.) |
| Disciplina | 512.02 |
| Altri autori (Persone) |
da SilvaJoao Lita
EsquivelManuel L MexiaJoao Tiago |
| Collana | Studies in theoretical and applied statistics : selected papers of the statistical societies |
| Soggetto topico |
Markov processes
Regression analysis Survival analysis (Biometry) |
| ISBN | 3-642-34904-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Part I Invited Sessions: Youden Square with Split Units (Stanisław Franciszek Mejza and Shinji Kuriki) -- Likelihood and PLS Estimators for Structural Equation Modeling: an Assessment of Sample Size, Skewness and Model Misspecification Effects (Manuel J. Vilares and Pedro S. Coelho) -- Part II Communications: A Parametric Cure Model with Covariates (Ana M. Abreu and Cristina S. Rocha) -- Survival Analysis Applied to the Study of Time from Diagnosis of HIV-1 Infection to AIDS in Portugal (Marta Alves, Cristina S. Rocha and Maria Teresa Paixão).- A new Independence Test for VaR Violations (P. Araújo Santos and M. I. Fraga Alves) -- Discrimination Between Parametric Survival Models for Removal Times of Bird Carcasses in Scavenger Removal Trials at Wind Turbines Sites (Regina Bispo, Joana Bernardino, Tiago A. Marques and Dinis Pestana) -- Uniformity (M. F. Brilhante, M. Malva, S. Mendonça, D. Pestana, F. Sequeira and S. Velosa) -- Asymptotic Comparison at Optimal Levels of Minimum-Variance Reduced-Bias Tail Index Estimators (Frederico Caeiro and M. Ivette Gomes) -- Extremal Behavior of the Generalized Integer-valued Random Coefficient Autoregressive Process (Luísa Canto e Castro, Dulce Gomes and Maria da Graça Temido) -- Models of Individual Growth in a Random Environment: Study and Application of First Passage Times (Clara Carlos, Carlos A. Braumann and Patrícia A. Filipe) -- Generalized Linear Mixed Effects Model in the Analysis of Longitudinal Discrete Data (Eunice Carrasquinha, M. Helena Gonçalves and M. Salomé Cabral) -- Risk Assessment on Campylobacter in Broiler Meat at Slaughter Level in Portugal (Marta Castel-Branco, Marília Antunes, Patrícia Inácio and Miguel Cardo) -- Predicting and Treating Missing Data with Boot.EXPOS (Clara Cordeiro and M. Manuela Neves) -- Bayesian Genetic Mapping of Binary Trait Loci (César Correia, Nuno Sepúlveda and Carlos Daniel Paulino) -- Concomitant Latent Class Models Applied to Mathematics Education (Maria Eugénia Ferrão and José G. Dias) -- Evaluating Discriminant Analysis Results (Ana Sousa Ferreira and Margarida Cardoso) -- Distribution of the Number of Losses in Busy-periods of MX /G/1/n Systems (Fátima Ferreira, António Pacheco and Helena Ribeiro) -- Misleading Signals in Simultaneous Residual Schemes for the Process Mean and Variance of AR(1) Processes: A Stochastic Ordering Approach (Patrícia Ferreira Ramos, Manuel Cabral Morais and António Pacheco) -- Conditional EVT for VAR Estimation: Comparison with a new Independence Test (M. I. Fraga Alves and P. Araújo Santos) -- Asymptotic Distribution of the Maximum for a Chaotic Economic Model (Ana Cristina Moreira Freitas) -- Adaptive Choice of Thresholds and the Bootstrap Methodology: An Empirical Study (M. Ivette Gomes, Fernanda Figueiredo and M. Manuela Neves) -- Distributional Properties of Generalized Threshold ARCH Models (E. Gonçalves and N. Mendes-Lopes) -- Preliminary Results on Confidence Intervals for Open Bonus Malus (Gracinda R. Guerreiro, João T. Mexia and Maria F. Miguens) -- Study of the Electrocardiographic Fluctuations on Brugada Syndrome Screening (Carla Henriques, Ana Cristina Matos and Luís Ferreira dos Santos) -- Circulatory System Diseases and Neoplasms Mortality on Older Portuguese Population: A Spatio-temporal Analysis by Age and Sex (Sandra Lagarto, Carla Nunes, Dulce Gomes and Maria Filomena Mendes) -- Absolute Diffusion Process: Sensitivity Measures (Manuela Larguinho, José Carlos Dias and Carlos A. Braumann) -- Scaling Exponents in Heart Rate Variability (Argentina Leite, Maria Eduarda Silva and Ana Paula Rocha) -- Prediction of Dementia Patients: A Comparative Approach Using Parametric vs. non Parametric Classifiers (João Maroco, Dina Silva, Manuela Guerreiro, Alexandre de Mendonça and Isabel Santana) -- Pareto Scale Mixtures (Miguel Martins Felgueiras) -- Fitting Johnson’s SB distribution to Forest Tree Diameter (Ayana Mateus and Margarida Tomé) -- On a Continuous Time Stock Price Model With two Mean Reverting Regimes (Pedro P. Mota) -- Generalized F Tests in Models With Random Perturbations: The Truncated Normal Case (Célia Nunes, Dário Ferreira, Sandra Ferreira and João T. Mexia) -- Generalized Linear Models, Generalized Additive Models and Neural Networks: Comparative Study in Medical Applications (Ana Luisa Papoila, Cristina Rocha, Carlos Geraldes and Patricia Xufre) -- Joint Regression Analysis and Incorporation of Environmental Variables in Stochastic Frontier Production Function: An Application to Experimental Data of Winter Rye (Dulce Gamito Pereira and Ana Sampaio) -- On the Maximum and Minimum of a Stationary Random Field (Luísa Pereira) -- Publication Bias and Meta-analytic Syntheses (D. Pestana, M. L. Rocha, R. Vasconcelos and S. Velosa) -- Self-perception of Health Status and Socio-economic Differences in the Use of Health Services (Alexandra Pinto, Victor Lobo, Fernando Bação and Helena Bacelar-Nicolau).- Comparison of Modal Variables Using Multivariate Analysis (Isabel Pinto Doria, Áurea Sousa, Helena Bacelar-Nicolau and Georges Le Calvé).- Disentangling the Relationship Between Entrepreneurship and Job Creation by Poisson Mixture Regressions (Leandro P. Pontes and José G. Dias).-Simulation Study of the Calibration Technique in the Extremal Index Estimation (D. Prata Gomes, João T. Mexia and M. Manuela Neves).- Semi-parametric Building of the Optimal Screening Region in Supervised Classification (Sandra Ramos, Maria Antónia Amaral Turkman and Marília Antunes).- An Application of Statistical Methods of Indirect Estimation and Projection of Internal Migration Flows Within the Portuguese Mainland (Maria FilomenaMendes, Antonio Caleiro, Sandra Lagarto and Filipe Ribeiro).- Robust Clustering Method for the Detection of Outliers: Using AIC to Select the Number of Clusters (Carla M. Santos-Pereira and Ana M. Pires).- HLA Allele and Haplotype Frequencies of the Portuguese Bone Marrow Donors Registry (Ricardo São João, Ana Luisa Papoila, Dário Ligeiro and Hélder Trindade).- Independent Component Analysis for Extended Time Series in Climate Data (Fernando Sebastião and Irene Oliveira).- Life Satisfaction: a MIMIC Approach With a Discrete Latent Variable (Patrícia Serra, José G. Dias and Maria de Fátima Salgueiro).- An Application of MRMC ROC Curves on Radiology (Carina Silva-Fortes, Maria Antónia Amaral Turkman, Luis Lança, Ricardo Silva and Gonçalo Marques).- Some Remarks About Gibbs Variable Selection Performance (Júlia Teles and Maria Antónia Amaral Turkman) -- Dependence of Multivariate Extremes (C. Viseu, L. Pereira, A.P. Martins and H. Ferreira). |
| Record Nr. | UNINA-9910438156103321 |
| Berlin ; ; New York, : Springer, c2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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AI-ML for Decision and Risk Analysis : Challenges and Opportunities for Normative Decision Theory / / by Louis Anthony Cox Jr
| AI-ML for Decision and Risk Analysis : Challenges and Opportunities for Normative Decision Theory / / by Louis Anthony Cox Jr |
| Autore | Cox Jr Louis Anthony |
| Edizione | [1st ed. 2023.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2023 |
| Descrizione fisica | 1 online resource (443 pages) |
| Disciplina | 658.4030028563 |
| Collana | International Series in Operations Research & Management Science |
| Soggetto topico |
Operations research
Financial risk management Machine learning Artificial intelligence Markov processes Operations Research and Decision Theory Risk Management Machine Learning Artificial Intelligence Markov Process |
| ISBN |
9783031320132
3031320131 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Part I. Received Wisdom -- 1.Rational Decision and Risk Analysis and Irrational Human Behavior -- 2.Data Analytics and Modeling for Improving Decisions -- 3. Natural, Artificial, and Social Intelligence for Decision-Making -- Part 2: Fundamental Challenges for Practical Decision Theory -- 4.Answerable and Unanswerable Questions in Decision and Risk Analysis -- 5.Decision Theory -- 6.Learning Aversion in Benefit-Cost Analysis with Uncertainty -- Part 3: Ways forward 7.Addressing Wicked Problems and Deep Uncertainties in Risk Analysis -- 8.Muddling Through and Deep Learning for Bureaucratic Decision-Making -- 9.Causally Explainable Decision Recommendations using Causal Artificial Intelligence -- Part 4: Public Health Applications -- 10. Re-Assessing Human Mortality Risks Attributed to Agricultural Air Pollution: Insights from Causal Artificial Intelligence -- 11.Toward more Practical Causal Epidemiology and Health Risk Assessment Using Causal Artificial Intelligence -- 12. Clarifying the Meaning of Exposure-Response Curves with Causal AI -- 13. Pushing Back on AI: A Dialogue with ChatGPT -- Index. |
| Record Nr. | UNINA-9910734831203321 |
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Cox Jr Louis Anthony
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2023 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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American-type options : stochastic approximation methods. Volume 1 / / Dmitrii S. Silvestrov
| American-type options : stochastic approximation methods. Volume 1 / / Dmitrii S. Silvestrov |
| Autore | Silvestrov Dmitrii S |
| Pubbl/distr/stampa | Berlin : , : De Gruyter, , [2014] |
| Descrizione fisica | 1 online resource (520 p.) |
| Disciplina | 332.6/01/5195 |
| Collana | De Gruyter studies in mathematics |
| Soggetto topico |
Options (Finance) - Mathematical models
Stochastic approximation Markov processes Business mathematics |
| Soggetto genere / forma | Electronic books. |
| ISBN | 3-11-032982-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Front matter -- Preface -- Contents -- 1. Multivariate modulated Markov log-price processes (LPP) -- 2. American-type options -- 3. Backward recurrence reward algorithms -- 4. Upper bounds for option rewards -- 5. Convergence of option rewards - I -- 6. Convergence of option rewards - II -- 7. Space-skeleton reward approximations -- 8. Convergence of rewards for Markov Gaussian LPP -- 9. Tree-type approximations for Markov Gaussian LPP -- 10. Convergence of tree-type reward approximations -- Bibliographical Remarks -- Bibliography -- Index -- Back matter |
| Record Nr. | UNINA-9910463858603321 |
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Silvestrov Dmitrii S
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| Berlin : , : De Gruyter, , [2014] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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American-type options : stochastic approximation methods. Volume 1 / / Dmitrii S. Silvestrov
| American-type options : stochastic approximation methods. Volume 1 / / Dmitrii S. Silvestrov |
| Autore | Silvestrov Dmitrii S |
| Pubbl/distr/stampa | Berlin : , : De Gruyter, , [2014] |
| Descrizione fisica | 1 online resource (520 p.) |
| Disciplina | 332.6/01/5195 |
| Collana | De Gruyter studies in mathematics |
| Soggetto topico |
Options (Finance) - Mathematical models
Stochastic approximation Markov processes Business mathematics |
| Soggetto non controllato |
American Option
Approximation Algorithm Convergence of Rewards Markov Chain Optimal Stopping |
| ISBN | 3-11-032982-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Front matter -- Preface -- Contents -- 1. Multivariate modulated Markov log-price processes (LPP) -- 2. American-type options -- 3. Backward recurrence reward algorithms -- 4. Upper bounds for option rewards -- 5. Convergence of option rewards - I -- 6. Convergence of option rewards - II -- 7. Space-skeleton reward approximations -- 8. Convergence of rewards for Markov Gaussian LPP -- 9. Tree-type approximations for Markov Gaussian LPP -- 10. Convergence of tree-type reward approximations -- Bibliographical Remarks -- Bibliography -- Index -- Back matter |
| Record Nr. | UNINA-9910787756203321 |
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Silvestrov Dmitrii S
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| Berlin : , : De Gruyter, , [2014] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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American-type options : stochastic approximation methods. Volume 1 / / Dmitrii S. Silvestrov
| American-type options : stochastic approximation methods. Volume 1 / / Dmitrii S. Silvestrov |
| Autore | Silvestrov Dmitrii S |
| Pubbl/distr/stampa | Berlin : , : De Gruyter, , [2014] |
| Descrizione fisica | 1 online resource (520 p.) |
| Disciplina | 332.6/01/5195 |
| Collana | De Gruyter studies in mathematics |
| Soggetto topico |
Options (Finance) - Mathematical models
Stochastic approximation Markov processes Business mathematics |
| Soggetto non controllato |
American Option
Approximation Algorithm Convergence of Rewards Markov Chain Optimal Stopping |
| ISBN | 3-11-032982-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Front matter -- Preface -- Contents -- 1. Multivariate modulated Markov log-price processes (LPP) -- 2. American-type options -- 3. Backward recurrence reward algorithms -- 4. Upper bounds for option rewards -- 5. Convergence of option rewards - I -- 6. Convergence of option rewards - II -- 7. Space-skeleton reward approximations -- 8. Convergence of rewards for Markov Gaussian LPP -- 9. Tree-type approximations for Markov Gaussian LPP -- 10. Convergence of tree-type reward approximations -- Bibliographical Remarks -- Bibliography -- Index -- Back matter |
| Record Nr. | UNINA-9910814311003321 |
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Silvestrov Dmitrii S
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| Berlin : , : De Gruyter, , [2014] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Analysis and geometry of Markov diffusion operators / Dominique Bakry, Ivan Gentil, Michel Ledoux
| Analysis and geometry of Markov diffusion operators / Dominique Bakry, Ivan Gentil, Michel Ledoux |
| Autore | Bakry, Dominique |
| Pubbl/distr/stampa | Cham, SZ : Springer, c2014 |
| Descrizione fisica | xx, 552 p. : ill. ; 24 cm |
| Disciplina | 519.233 |
| Altri autori (Persone) |
Gentil, Ivanauthor
Ledoux, Michelauthor |
| Collana | Grundlehren der mathematischen Wissenschaften : a series of comprehensive studies in mathematics ; 348 |
| Soggetto topico |
Diffusion processes
Markov processes Functional inequalities |
| ISBN |
9783319002262
9783319343235 |
| Classificazione |
AMS 39B62
AMS 60J60 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISALENTO-991003717849707536 |
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Bakry, Dominique
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| Cham, SZ : Springer, c2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
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Soggetto topico
-
Markov processes
(335)
- Stochastic processes (35)
- Probabilities (23)
- Dirichlet forms (14)
- Processos de Markov (14)