This textbook gives a comprehensive introduction to stochastic processes and calculus in the fields of finance and economics, more specifically mathematical finance and time series econometrics.
This text provides a framework in which the main objectives of the field of uncertainty quantification (UQ) are defined and an overview of the range of mathematical methods by which they can be achieved.
This book offers a comprehensive collection of the most advanced numerical techniques for the efficient and effective solution of simulation and optimization problems governed by systems of time-dependent differential equations.
This book brings together contributions from researchers, GIS professionals and game designers to provide a first overview of this highly interdisciplinary field.
This book brings together historical notes, reviews of research developments, fresh ideas on how to make VC (Vapnik-Chervonenkis) guarantees tighter, and new technical contributions in the areas of machine learning, statistical inference, classification, algorithmic statistics, and pattern recognition.
This book introduces the reader to the field of multiobjective optimization through problems with simple structures, namely those in which the objective function and constraints are linear.
This second edition expands the first chapters, which focus on the approach to risk management issues discussed in the first edition, to offer readers a better understanding of the risk management process and the relevant quantitative phases.
This book presents an up-to-date review of modeling and optimization approaches for location problems along with a new bi-level programming methodology which captures the effect of competition of both producers and customers on facility location decisions.
This monograph presents a rigorous mathematical introduction to optimal transport as a variational problem, its use in modeling various phenomena, and its connections with partial differential equations.
This volume presents 38 classic texts in formal epistemology, and strengthens the ties between research into this area of philosophy and its neighbouring intellectual disciplines.
This book constitutes the proceedings of the 15th International Conference on Group Decision and Negotiation, GDN 2015, held in Warsaw, Poland, in June 2015.
Individual turnpike results are of great interest due to their numerous applications in engineering and in economic theory; in this book the study is focused on new results of turnpike phenomenon in linear optimal control problems.
This book offers a concise and in-depth exposition of specific algorithmic solutions for distributed optimization based control of multi-agent networks and their performance analysis.
Recent developments in theory, algorithms, and applications in optimization and control are discussed in this proceedings, based on selected talks from the 'Optimization Control and Applications in the Information Age' conference, organized in honor of Panos Pardalos's 60th birthday.
This book is devoted to the encounter and interaction of agents such as robots with other agents and describes how they cooperate with their previously unknown teammates, forming an Ad Hoc team.
The second edition of this monograph describes the set-theoretic approach for the control and analysis of dynamic systems, both from a theoretical and practical standpoint.
The chapters which appear in this volume are selected studies presented at the First International Conference on Engineering and Applied Sciences Optimization (OPT-i), Kos, Greece, 4-6 June 2014 and works written by friends, former colleagues and students of the late Professor M.
The focus of the present volume is stochastic optimization of dynamical systems in discrete time where - by concentrating on the role of information regarding optimization problems - it discusses the related discretization issues.
This book presents recent advances on the design of intelligent systems based on fuzzy logic, neural networks and nature-inspired optimization and their application in areas such as, intelligent control and robotics, pattern recognition, time series prediction and optimization of complex problems.
Presenting the latest findings in the field of numerical analysis and optimization, this volume balances pure research with practical applications of the subject.
The focus of this volume is research carried out as part of the program Mathematics of Planet Earth, which provides a platform to showcase the essential role of mathematics in addressing problems of an economic and social nature and creating a context for mathematicians and applied scientists to foster mathematical and interdisciplinary developments that will be necessary to tackle a myriad of issues and meet future global economic and social challenges.
This book offers a wealth of interdisciplinary approaches to urbanization strategies in architecture centered on growing concerns about the future of cities and their impacts on essential elements of architectural optimization, livability, energy consumption and sustainability.
The second edition of this textbook presents the basic mathematical knowledge and skills that are needed for courses on modern theoretical physics, such as those on quantum mechanics, classical and quantum field theory, and related areas.
This book focuses on the new possibilities and approaches to social modeling currently being made possible by an unprecedented variety of datasets generated by our interactions with modern technologies.
The description of many interesting phenomena in science and engineering leads to infinite-dimensional minimization or evolution problems that define nonlinear partial differential equations.
This book introduces, in an accessible way, the basic elements of Numerical PDE-Constrained Optimization, from the derivation of optimality conditions to the design of solution algorithms.
This book showcases a subclass of hereditary systems, that is, systems with behaviour depending not only on their current state but also on their past history; it is an introduction to the mathematical theory of optimal control for stochastic difference Volterra equations of neutral type.
Maximizing reader insights into the roles of intelligent agents in networks, air traffic and emergency departments, this volume focuses on congestion in systems where safety and security are at stake, devoting special attention to applying game theoretic analysis of congestion to: protocols in wired and wireless networks; power generation, air transportation and emergency department overcrowding.
The purpose of this book is to give a quick and elementary, yet rigorous, presentation of the rudiments of the so-called theory of Viscosity Solutions which applies to fully nonlinear 1st and 2nd order Partial Differential Equations (PDE).
This book constitutes the refereed proceedings of the 5th International Conference on Decision and Game Theory for Security, GameSec 2014, held in Los Angeles, CA, USA, in November 2014.
