Applications of mathematics

14 réponses.

Hernandez-Lerma, Onésimo & Lasserre, Jean Bernard

Further topics on discrete-time Markov control processes. - Springer Verlag, 1999. - (Applications of mathematics; 42).

Dembo, Amir & Zeitouni, Ofer

Large deviations techniques and applications. Second edition. - Springer Verlag, 1998. - (Applications of mathematics; 38).

Embrechts, Paul & Kluppelberg, Claudia & Mikosch, Thomas

Modelling extremal events for insurance and finance. - Springer Verlag, 1997. - (Applications of mathematics; 33).

Hernandez-Lerma, Onésimo & Lasserre, Jean Bernard

Discrete-time Markov control processes. Basic optimality criteria. - Springer Verlag, 1996. - (Applications of mathematics; 30).

Elliott, Robert J. & Aggoun, Lakhdar & Moore, John B.

Hidden Markov models estimation and control. - Springer Verlag, 1995. - (Applications of mathematics; 29).

Fleming, Wendell H. & Soner, H. Mete

Controlled Markov processes and viscosity solutions. - Springer Verlag, 1993. - (Applications of mathematics; 25).

Kushner, Harold J. & Dupuis, Paul G.

Numerical methods for stochastic control problems in continuous time. - Springer Verlag, 1992. - (Applications of mathematics; 24).

Kloeden, Peter E. & Platen, Eckhard

Numerical solution of stochastic differential equations. - Springer Verlag, 1992. - (Applications of mathematics; 23).

Elliott, Robert J.

Stochastic calculus and applications. - Springer Verlag, 1982. - (Applications of mathematics; 18).

Cesari, Lamberto

Optimization. Theory and applications : problems with ordinary differential equations. - Springer Verlag, 1983. - (Applications of mathematics; 17).

Ibragimov, Il'dar Abdulovich & Has'minskii, Rafail Z.

Statistical estimation, asymptotic theory. - Springer Verlag, 1981. - (Applications of mathematics; 16).

Hida, Takeyuki

Brownian motion. - Springer Verlag, 1980. - (Applications of mathematics; 11).

Vorob'ev, Nikolai Nikolaevich

Game theory. Lectures for economists and systems scientists. - Springer Verlag, 1977. - (Applications of mathematics; 7).

Fleming, Wendell & Rishel, Raymond, W.

Deterministic and stochastic optimal control. - Springer Verlag, 1975. - (Applications of mathematics; 1).