Skip to main content
Search Button
United States Kobo store Gift Cards Help

Rakuten Kobo

Wishlist

Shopping Cart

You're getting the VIP treatment!

Item(s) unavailable for purchase
Please review your cart. You can remove the unavailable item(s) now or we'll automatically remove it at Checkout.
itemsitem
itemsitem

Recommended For You

Loading...


Showing 1 - 12 of 12 results for “michael ludkovski”
Skip side bar filters

  • Gaussian Process Models for Quantitative Finance

    by Michael Ludkovski, Jimmy Risk ...
    Series series Mathematics and Statistics (R0)
    This book describes the diverse applications of Gaussian Process (GP) models in mathematical finance. Spurred by the transformative influence of machine learning frameworks, the text aims to integrate GP modeling into the fabric of quantitative finance. The first half of the book provides an entry point for graduate students, established researchers and quant practitioners to get acquainted with ... Read more

    $53.99 USD

  • Commodities, Energy and Environmental Finance

    Edited by Ronnie Sircar, Michael Ludkovski, René Aïd ...
    Series Book 74 - Fields Institute Communications
    This volume is a collection of chapters covering the latest developments in applications of financial mathematics and statistics to topics in energy, commodity financial markets and environmental economics. The research presented is based on the presentations and discussions that took place during the Fields Institute Focus Program on Commodities, Energy and Environmental Finance in August 2013. ... Read more

    $49.49 USD

People who read these also enjoyed

  • Rock, Paper, Scissors

    Game Theory in Everyday Life

    by Len Fisher ...
    Praised by Entertainment Weekly as the man who put the fizz into physics,” Dr. Len Fisher turns his attention to the science of cooperation in his lively and thought-provoking book. Fisher shows how the modern science of game theory has helped biologists to understand the evolution of cooperation in nature, and investigates how we might apply those lessons to our own society. In a series of ... Read more

    $11.99 USD

  • Scheduling

    Theory, Algorithms, and Systems

    by Michael L. Pinedo ...
    Series series Mathematics and Statistics (R0)
    This new edition provides an up-to-date coverage of important theoretical models in the scheduling literature as well as significant scheduling problems that occur in the real world. It again includes supplementary material in the form of slide-shows from industry and movies that show implementations of scheduling systems.The main structure of the book as per previous edition consists of three ... Read more

    $62.99 USD

  • Simulation-Based Algorithms for Markov Decision Processes

    by Hyeong Soo Chang, Jiaqiao Hu, Michael C. Fu, Steven I. Marcus ...
    Series series Engineering (R0)
    Markov decision process (MDP) models are widely used for modeling sequential decision-making problems that arise in engineering, economics, computer science, and the social sciences. Many real-world problems modeled by MDPs have huge state and/or action spaces, giving an opening to the curse of dimensionality and so making practical solution of the resulting models intractable. In other cases, the ... Read more

    $89.09 USD

  • Game-Theoretic Learning and Distributed Optimization in Memoryless Multi-Agent Systems

    by Tatiana Tatarenko ...
    This book presents new efficient methods for optimization in realistic large-scale, multi-agent systems. These methods do not require the agents to have the full information about the system, but instead allow them to make their local decisions based only on the local information, possibly obtained during communication with their local neighbors. The book, primarily aimed at researchers in ... Read more

    $49.49 USD

  • An Introduction to Optimal Control Problems in Life Sciences and Economics

    From Mathematical Models to Numerical Simulation with MATLAB®

    by Sebastian Aniţa, Viorel Arnăutu, Vincenzo Capasso ...
    Series series Mathematics and Statistics (R0)
    Combining two important and growing areas of applied mathematics—control theory and modeling—this textbook introduces and builds on methods for simulating and tackling concrete problems in a variety of applied sciences.Emphasizing "learning by doing," the authors focus on examples and applications to real-world problems. An elementary presentation of advanced concepts, proofs to introduce new ... Read more

    $49.49 USD

  • General Pontryagin-Type Stochastic Maximum Principle and Backward Stochastic Evolution Equations in Infinite Dimensions

    by Xu Zhang, Qi Lü ...
    Series series Mathematics and Statistics (R0)
    The classical Pontryagin maximum principle (addressed to deterministic finite dimensional control systems) is one of the three milestones in modern control theory. The corresponding theory is by now well-developed in the deterministic infinite dimensional setting and for the stochastic differential equations. However, very little is known about the same problem but for controlled stochastic ... Read more

    $58.49 USD

  • Optimization, Control, and Applications of Stochastic Systems

    In Honor of Onésimo Hernández-Lerma

    Edited by Daniel Hernández-Hernández, J. Adolfo Minjárez-Sosa ...
    Series series Mathematics and Statistics (R0)
    This volume provides a general overview of discrete- and continuous-time Markov control processes and stochastic games, along with a look at the range of applications of stochastic control and some of its recent theoretical developments. These topics include various aspects of dynamic programming, approximation algorithms, and infinite-dimensional linear programming. In all, the work comprises 18 ... Read more

    $49.49 USD

  • Positive Systems

    Theory and Applications (POSTA 2016) Rome, Italy, September 14-16, 2016

    Edited by Filippo Cacace, Lorenzo Farina, Roberto Setola, Alfredo Germani ...
    Series series Engineering (R0)
    This book presents high-quality original contributions on positive systems, including topics such as: monotone dynamical systems in mathematical biology and game theory; mathematical developments for networked systems in biology, chemistry and the social sciences; linear and nonlinear positive operators; dynamical analysis, observation and control of positive distributed parameter systems; ... Read more

    $89.09 USD

  • Contract Theory in Continuous-Time Models

    by Jakša Cvitanic, Jianfeng Zhang ...
    Series series Mathematics and Statistics (R0)
    In recent years there has been a significant increase of interest in continuous-time Principal-Agent models, or contract theory, and their applications. Continuous-time models provide a powerful and elegant framework for solving stochastic optimization problems of finding the optimal contracts between two parties, under various assumptions on the information they have access to, and the effect ... Read more

    $89.09 USD

  • Math for the Digital Factory

    Edited by Luca Ghezzi, Dietmar Hömberg, Chantal Landry ...
    Series series Mathematics and Statistics (R0)
    This volume provides a unique collection of mathematical tools and industrial case studies in digital manufacturing. It addresses various topics, ranging from models of single production technologies, production lines, logistics and workflows to models and optimization strategies for energy consumption in production.The digital factory represents a network of digital models and simulation and 3D ... Read more

    $116.09 USD