Adaptive Algorithms and Stochastic Approximations / Albert Benveniste, Michel Métivier, Pierre Priouret ; Translated from the French by Stephen S. Wilson
| Adaptive Algorithms and Stochastic Approximations / Albert Benveniste, Michel Métivier, Pierre Priouret ; Translated from the French by Stephen S. Wilson |
| Autore | Benveniste, Albert |
| Pubbl/distr/stampa | Berlin, : Springer-Verlag, 1990 |
| Descrizione fisica | xi, 365 p. : ill. ; 24 cm |
| Altri autori (Persone) |
Métivier, Michel
Priouret, Pierre |
| Soggetto topico |
60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020]
62E20 - Asymptotic distribution theory in statistics [MSC 2020] 93C40 - Adaptive control/observation systems [MSC 2020] 93E11 - Filtering in stochastic control theory [MSC 2020] 93E12 - Identification in stochastic control theory [MSC 2020] |
| Soggetto non controllato |
Behavior
Cognition Control Ergodicity Extension Intelligence Markov Chains Modeling Moments Parameter Pattern recognition Rang Statistics Stochastic Approximations System identification |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00286714 |
Benveniste, Albert
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| Berlin, : Springer-Verlag, 1990 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Computational Aspects of Model Choice / Jaromír Antoch (Ed.)
| Computational Aspects of Model Choice / Jaromír Antoch (Ed.) |
| Pubbl/distr/stampa | Heidelberg, : Physica-Verlag, 1993 |
| Descrizione fisica | vi, 285 p. : ill. ; 24 cm |
| Soggetto topico | 62-XX - Statistics [MSC 2020] |
| Soggetto non controllato |
Hypothesis
Optimization Statistical computing Stochastic Approximations Stochastic Optimization |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00290385 |
| Heidelberg, : Physica-Verlag, 1993 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Conjugate Duality and the Exponential Fourier Spectrum / Wray Britton
| Conjugate Duality and the Exponential Fourier Spectrum / Wray Britton |
| Autore | Britton, Wray |
| Pubbl/distr/stampa | New York, : Springer-Verlag, 1983 |
| Descrizione fisica | viii, 226 p. : ill. ; 24 cm |
| Soggetto non controllato |
Duality
Estimator Harmonic analysis Sequential analysis Stochastic Approximations |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0268570 |
Britton, Wray
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| New York, : Springer-Verlag, 1983 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Conjugate Duality and the Exponential Fourier Spectrum / Wray Britton
| Conjugate Duality and the Exponential Fourier Spectrum / Wray Britton |
| Autore | Britton, Wray |
| Pubbl/distr/stampa | New York, : Springer-Verlag, 1983 |
| Descrizione fisica | viii, 226 p. : ill. ; 24 cm |
| Soggetto topico |
62-XX - Statistics [MSC 2020]
62M15 - Inference from stochastic processes and spectral analysis [MSC 2020] 90C48 - Programming in abstract spaces [MSC 2020] |
| Soggetto non controllato |
Duality
Estimator Harmonic analysis Sequential analysis Stochastic Approximations |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00268570 |
Britton, Wray
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| New York, : Springer-Verlag, 1983 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Mathematical Learning Models - Theory and Algorithms : Proceedings of a Conference / edited by Ulrich Herkenrath, Dieter Kalin, Walter Vogel
| Mathematical Learning Models - Theory and Algorithms : Proceedings of a Conference / edited by Ulrich Herkenrath, Dieter Kalin, Walter Vogel |
| Pubbl/distr/stampa | New York, : Springer-Verlag, 1983 |
| Descrizione fisica | xiii, 226 p. : ill. ; 24 cm |
| Soggetto topico |
00Bxx - Conference proceedings and collections of articles [MSC 2020]
62-XX - Statistics [MSC 2020] |
| Soggetto non controllato |
Algorithms
Bandit problems Decision Evaluation Learning Mathematical learning theory Optimization Sequential methods Stochastic Approximations |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0268609 |
| New York, : Springer-Verlag, 1983 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Mathematical Learning Models - Theory and Algorithms : Proceedings of a Conference / edited by Ulrich Herkenrath, Dieter Kalin, Walter Vogel
| Mathematical Learning Models - Theory and Algorithms : Proceedings of a Conference / edited by Ulrich Herkenrath, Dieter Kalin, Walter Vogel |
| Pubbl/distr/stampa | New York, : Springer-Verlag, 1983 |
| Descrizione fisica | xiii, 226 p. : ill. ; 24 cm |
| Soggetto topico |
00Bxx - Conference proceedings and collections of articles [MSC 2020]
62-XX - Statistics [MSC 2020] |
| Soggetto non controllato |
Algorithms
Bandit problems Decision Evaluations Learning Mathematical learning theory Optimization Sequential methods Stochastic Approximations |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00268609 |
| New York, : Springer-Verlag, 1983 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Nonlinear Analysis, Geometry and Applications : Proceedings of the First NLAGA-BIRS Symposium, Dakar, Senegal, June 24–28, 2019 / Diaraf Seck ... [et al.] editors
| Nonlinear Analysis, Geometry and Applications : Proceedings of the First NLAGA-BIRS Symposium, Dakar, Senegal, June 24–28, 2019 / Diaraf Seck ... [et al.] editors |
| Pubbl/distr/stampa | Cham, : Birkhäuser, : Springer, 2020 |
| Descrizione fisica | viii, 462 p. : ill. ; 24 cm |
| Soggetto topico |
65K10 - Numerical optimization and variational techniques [MSC 2020]
32A50 - Harmonic analysis of several complex variables [MSC 2020] 22Exx - Lie groups [MSC 2020] 43-XX - Abstract harmonic analysis [MSC 2020] 49J20 - Existence theories for optimal control problems involving partial differential equations [MSC 2020] 20G05 - Representation theory for linear algebraic groups [MSC 2020] 34A45 - Theoretical approximation of solutions [MSC 2020] 32J25 - Transcendental methods of algebraic geometry (complex-analytic aspects) [MSC 2020] 58B20 - Riemannian, Finsler and other geometric structures on infinite-dimensional manifolds [MSC 2020] 49J15 - Existence theories for optimal control problems involving ordinary differential equations [MSC 2020] 49Q10 - Optimization of shapes other than minimal surfaces [MSC 2020] 90C26 - Nonconvex programming, global optimization [MSC 2020] 11S82 - Non-Archimedean dynamical systems [MSC 2020] 90C27 - Combinatorial optimization [MSC 2020] 57R12 - Smooth approximations in differential topology [MSC 2020] 58E25 - Applications of variational problems to control theory [MSC 2020] 34C08 - Ordinary differential equations and connections with real algebraic geometry (fewnomials, desingularization, zeros of abelian integrals, etc.) [MSC 2020] |
| Soggetto non controllato |
Control theory
Dynamics Geometric Structures Geometrical Analysis of Optimal Shapes Modeling Optimization and Optimal Transportation Ordinary differential equations Partial differential equations Stochastic Approximations |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0249534 |
| Cham, : Birkhäuser, : Springer, 2020 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Nonlinear Analysis, Geometry and Applications : Proceedings of the First NLAGA-BIRS Symposium, Dakar, Senegal, June 24–28, 2019 / Diaraf Seck ... [et al.] editors
| Nonlinear Analysis, Geometry and Applications : Proceedings of the First NLAGA-BIRS Symposium, Dakar, Senegal, June 24–28, 2019 / Diaraf Seck ... [et al.] editors |
| Pubbl/distr/stampa | Cham, : Birkhäuser, : Springer, 2020 |
| Descrizione fisica | viii, 462 p. : ill. ; 24 cm |
| Soggetto topico |
11S82 - Non-Archimedean dynamical systems [MSC 2020]
20G05 - Representation theory for linear algebraic groups [MSC 2020] 22Exx - Lie groups [MSC 2020] 32A50 - Harmonic analysis of several complex variables [MSC 2020] 32J25 - Transcendental methods of algebraic geometry (complex-analytic aspects) [MSC 2020] 34A45 - Theoretical approximation of solutions [MSC 2020] 34C08 - Ordinary differential equations and connections with real algebraic geometry (fewnomials, desingularization, zeros of abelian integrals, etc.) [MSC 2020] 43-XX - Abstract harmonic analysis [MSC 2020] 49J15 - Existence theories for optimal control problems involving ordinary differential equations [MSC 2020] 49J20 - Existence theories for optimal control problems involving partial differential equations [MSC 2020] 49Q10 - Optimization of shapes other than minimal surfaces [MSC 2020] 57R12 - Smooth approximations in differential topology [MSC 2020] 58B20 - Riemannian, Finsler and other geometric structures on infinite-dimensional manifolds [MSC 2020] 58E25 - Applications of variational problems to control theory [MSC 2020] 65K10 - Numerical optimization and variational techniques [MSC 2020] 90C26 - Nonconvex programming, global optimization [MSC 2020] 90C27 - Combinatorial optimization [MSC 2020] |
| Soggetto non controllato |
Control theory
Dynamics Geometric Structures Geometrical Analysis of Optimal Shapes Modeling Optimization and Optimal Transportation Ordinary Differential Equations Partial Differential Equations Stochastic Approximations |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00249534 |
| Cham, : Birkhäuser, : Springer, 2020 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Numerical Probability : An Introduction with Applications to Finance / Gilles Pagès
| Numerical Probability : An Introduction with Applications to Finance / Gilles Pagès |
| Autore | Pagès, Gilles |
| Pubbl/distr/stampa | Cham, : Springer, 2018 |
| Descrizione fisica | xxi, 579 p. : ill. ; 24 cm |
| Soggetto topico |
65C30 - Numerical solutions to stochastic differential and integral equations [MSC 2020]
60G40 - Stopping times; optimal stopping problems; gambling theory [MSC 2020] 65Cxx - Probabilistic methods, stochastic differential equations [MSC 2020] 91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] 91G30 - Interest rates, asset pricing, etc. (stochastic models) [MSC 2020] 60H35 - Computational methods for stochastic equations (aspects of stochastic analysis) [MSC 2020] 62L20 - Stochastic approximation [MSC 2020] 91G60 - Numerical methods (including Monte Carlo methods) [MSC 2020] 62L15 - Optimal stopping in statistics [MSC 2020] |
| Soggetto non controllato |
American option
Euler schemes Greeks Least squares regression methods Malliavin Monte Carlo Milstein schemes Monte Carlo Methods Multilevel extrapolation methods Optimal vector quantization Pricing of derivative products Quantization schemes Quasi-Monte Carlo methods Risk measures Romberg extrapolation methods Sensitivity computation Stochastic Approximations Stochastic differential equation discretization schemes Tangent process and log-likelihood method Value-at-Risk (conditional) Variance reduction |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0124914 |
Pagès, Gilles
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| Cham, : Springer, 2018 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Numerical Probability : An Introduction with Applications to Finance / Gilles Pagès
| Numerical Probability : An Introduction with Applications to Finance / Gilles Pagès |
| Autore | Pagès, Gilles |
| Pubbl/distr/stampa | Cham, : Springer, 2018 |
| Descrizione fisica | xxi, 579 p. : ill. ; 24 cm |
| Soggetto topico |
60G40 - Stopping times; optimal stopping problems; gambling theory [MSC 2020]
60H35 - Computational methods for stochastic equations (aspects of stochastic analysis) [MSC 2020] 62L15 - Optimal stopping in statistics [MSC 2020] 62L20 - Stochastic approximation [MSC 2020] 65C30 - Numerical solutions to stochastic differential and integral equations [MSC 2020] 65Cxx - Probabilistic methods, stochastic differential equations [MSC 2020] 91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] 91G30 - Interest rates, asset pricing, etc. (stochastic models) [MSC 2020] 91G60 - Numerical methods (including Monte Carlo methods) [MSC 2020] |
| Soggetto non controllato |
American option
Euler schemes Greeks Least squares regression methods Malliavin Monte Carlo Milstein schemes Monte Carlo Methods Multilevel extrapolation methods Optimal vector quantization Pricing of derivative products Quantization schemes Quasi-Monte Carlo methods Risk measures Romberg extrapolation methods Sensitivity computation Stochastic Approximations Stochastic differential equation discretization schemes Tangent process and log-likelihood method Value-at-Risk (conditional) Variance reduction |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00124914 |
Pagès, Gilles
|
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| Cham, : Springer, 2018 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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