Advances in Probability and Mathematical Statistics : CLAPEM 2019, Mérida, Mexico / Daniel Hernández‐Hernández ... [et al.] editors |
Pubbl/distr/stampa | Cham, : Birkhäuser, : Springer, 2021 |
Descrizione fisica | ix, 174 p. : ill. ; 24 cm |
Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
00B25 - Proceedings of conferences of miscellaneous specific interest [MSC 2020] 62-XX - Statistics [MSC 2020] |
Soggetto non controllato |
Bayesian modelling
Limit Theorems Random graphs Random processes Statistical Mechanics Stochastic Control |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-VAN0274347 |
Cham, : Birkhäuser, : Springer, 2021 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Advances in Probability and Mathematical Statistics : CLAPEM 2019, Mérida, Mexico / Daniel Hernández‐Hernández ... [et al.] editors |
Pubbl/distr/stampa | Cham, : Birkhäuser, : Springer, 2021 |
Descrizione fisica | ix, 174 p. : ill. ; 24 cm |
Soggetto topico |
00B25 - Proceedings of conferences of miscellaneous specific interest [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020] 62-XX - Statistics [MSC 2020] |
Soggetto non controllato |
Bayesian modelling
Limit Theorems Random graphs Random processes Statistical Mechanics Stochastic Control |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-VAN00274347 |
Cham, : Birkhäuser, : Springer, 2021 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Nonlinear Partial Differential Equations for Future Applications : Sendai, Japan, July 10–28 and October 2–6, 2017 / Shigeaki Koike ... [et al.] editors |
Pubbl/distr/stampa | Singapore, : Springer, 2021 |
Descrizione fisica | vii, 261 p. : ill. ; 24 cm |
Soggetto topico |
35-XX - Partial differential equations [MSC 2020]
00B25 - Proceedings of conferences of miscellaneous specific interest [MSC 2020] 62-XX - Statistics [MSC 2020] |
Soggetto non controllato |
Dynamic programing principle
Eigen functions Fluid mechanics Gross-Pitaevskii Keller-Segel system Maximal regularity Navier-Stokes equations Obstacle problems Stochastic Control |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-VAN0275482 |
Singapore, : Springer, 2021 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Nonlinear Partial Differential Equations for Future Applications : Sendai, Japan, July 10–28 and October 2–6, 2017 / Shigeaki Koike ... [et al.] editors |
Pubbl/distr/stampa | Singapore, : Springer, 2021 |
Descrizione fisica | vii, 261 p. : ill. ; 24 cm |
Soggetto topico |
00B25 - Proceedings of conferences of miscellaneous specific interest [MSC 2020]
35-XX - Partial differential equations [MSC 2020] 62-XX - Statistics [MSC 2020] |
Soggetto non controllato |
Dynamic programing principle
Eigen functions Fluid mechanics Gross-Pitaevskii Keller-Segel system Maximal regularity Navier-Stokes equations Obstacle problems Stochastic Control |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-VAN00275482 |
Singapore, : Springer, 2021 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Time-Inconsistent Control Theory with Finance Applications / Tomas Björk, Mariana Khapko, Agatha Murgoci |
Autore | Björk, Tomas |
Pubbl/distr/stampa | Cham, : Springer, 2021 |
Descrizione fisica | xvii, 326 p. : ill. ; 24 cm |
Altri autori (Persone) |
Khapko, Mariana
Murgoci, Agatha |
Soggetto topico |
93E20 - Optimal stochastic control [MSC 2020]
91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 91A80 - Applications of game theory [MSC 2020] 91A10 - Noncooperative games [MSC 2020] 91G80 - Financial applications of other theories [MSC 2020] 91G10 - Portfolio theory [MSC 2020] 60H40 - White noise theory [MSC 2020] |
Soggetto non controllato |
Bellman equation
Dynamic Programming Hyperbolic discounting Intrapersonal equilibrium Linear Quadratic Regulator Non-exponential discounting State-dependent risk aversion Stochastic Control Time-inconsistent control Time-inconsistent stopping |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-VAN0275348 |
Björk, Tomas | ||
Cham, : Springer, 2021 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Time-Inconsistent Control Theory with Finance Applications / Tomas Björk, Mariana Khapko, Agatha Murgoci |
Autore | Björk, Tomas |
Pubbl/distr/stampa | Cham, : Springer, 2021 |
Descrizione fisica | xvii, 326 p. : ill. ; 24 cm |
Altri autori (Persone) |
Khapko, Mariana
Murgoci, Agatha |
Soggetto topico |
60H40 - White noise theory [MSC 2020]
91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 91A10 - Noncooperative games [MSC 2020] 91A80 - Applications of game theory [MSC 2020] 91G10 - Portfolio theory [MSC 2020] 91G80 - Financial applications of other theories [MSC 2020] 93E20 - Optimal stochastic control [MSC 2020] |
Soggetto non controllato |
Bellman equation
Dynamic Programming Hyperbolic discounting Intrapersonal equilibrium Linear Quadratic Regulator Non-exponential discounting State-dependent risk aversion Stochastic Control Time-inconsistent control Time-inconsistent stopping |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-VAN00275348 |
Björk, Tomas | ||
Cham, : Springer, 2021 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|