This book introduces a cutting-edge continuous time stochastic linear quadratic (LQ) adaptive control algorithm for fully observed linear stochastic systems with unknown parameters.
This textbook, now in its fourth edition, offers a rigorous and self-contained introduction to the theory of continuous-time stochastic processes, stochastic integrals, and stochastic differential equations.
Covers the State of the Art in Superfluidity and SuperconductivitySuperfluid States of Matter addresses the phenomenon of superfluidity/superconductivity through an emergent, topologically protected constant of motion and covers topics developed over the past 20 years.
Information Theory: Coding Theorems for Discrete Memoryless Systems presents mathematical models that involve independent random variables with finite range.
This book presents a comprehensive series of methods in nonsmooth optimization, with a particular focus on their application in stochastic programming and dedicated algorithms for decision-making under uncertainty.
This book presents a comprehensive treatise on Riemannian geometric computations and related statistical inferences in several computer vision problems.
This book is devoted to biased sampling problems (also called choice-based sampling in Econometrics parlance) and over-identified parameter estimation problems.
Containing a summary of several recent results on Markov-based input modeling in a coherent notation, this book introduces and compares algorithms for parameter fitting and gives an overview of available software tools in the area.
Based on a course in the theory of statistics this text concentrates on what can be achieved using the likelihood/Fisherian method of taking account of uncertainty when studying a statistical problem.
With contributions from some of the world's leading experts, the second edition of this classic reference compiles all major techniques of flow visualization and demonstrates their applications in all fields of science and technology.
This book describes fundamental upscaling aspects of single-phase/two-phase porous media flow for application in petroleum and environmental engineering.
This volume provides a comprehensive introduction to the modern theory of differential-operator and kinetic models including Vlasov-Maxwell, Fredholm, Lyapunov-Schmidt branching equations to name a few.
This volume is an effort to bring together important contributions to the mathe- matical development of demography and to suggest briefly their historical context.
This book provides in-depth knowledge to solve engineering, geometrical, mathematical, and scientific problems with the help of advanced computational methods with a focus on mechanical and materials engineering.
Métodos numéricos con aplicaciones a la ingeniería es el resultado de un trabajo en el aula de clase de esta materia, dictada en diferentes universidades durante más de diez años; se presentan los temas de manera natural donde el estudiante, por medio de ejemplos aplicados, contextualiza los temas expuestos en el libro apoyándose en un software matemático (Matlab).
Containing many results that are new, or which exist only in recent research articles, this thoroughly revised third edition of Interest Rate Modeling: Theory and Practice, Third Edition portrays the theory of interest rate modeling as a three-dimensional object of finance, mathematics, and computation.
Features recent trends and advances in the theory and techniques used to accurately measure and model growth Growth Curve Modeling: Theory and Applications features an accessible introduction to growth curve modeling and addresses how to monitor the change in variables over time since there is no one size fits all approach to growth measurement.
This collection of papers offers a broad synopsis of state-of-the-art mathematical methods used in modeling the interaction between tumors and the immune system.
This textbook provides a broad overview of the present state of insurance mathematics and some related topics in risk management, financial mathematics and probability.
Cybersecurity and Applied Mathematics explores the mathematical concepts necessary for effective cybersecurity research and practice, taking an applied approach for practitioners and students entering the field.
This concise and up-to-date textbook provides an accessible introduction to the core concepts of nonlinear dynamics as well as its existing and potential applications.
A volume of this nature containing a collection of papers has been brought out to honour a gentleman - a friend and a colleague - whose work has, to a large extent, advanced and popularized the use of stochastic point processes.
Assuming no prior mathematical knowledge, this approachable and straightforward text covers the essential mathematical skills needed by business and management students at undergraduate and MBA level.
This volume consists of about half of the papers presented during a three-day seminar on stochastic processes held at Northwestern U- versity, Evanston.
