Printed from https://ideas.repec.org/b/spr/sprbok/978-3-030-98519-6.html
Stochastic Analysis, Filtering, and Stochastic Optimization
Editor
Listed:
- George Yin(University of Connecticut, Department of Mathematics)Thaleia Zariphopoulou(University of Texas at Austin, Department of Mathematics)
Abstract
No abstract is available for this item.
Individual chapters are listed in the "Chapters" tab
Suggested Citation
DOI: 10.1007/978-3-030-98519-6
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Book Chapters
The following chapters of this book are listed in IDEAS- Alain Bensoussan & Hang Cheung & Sheung Chi Phillip Yam, 2022. "Control in Hilbert Space and First-Order Mean Field Type Problem," Springer Books, in: George Yin & Thaleia Zariphopoulou (ed.), Stochastic Analysis, Filtering, and Stochastic Optimization, pages 1-32, Springer.
- Tomasz R. Bielecki & Tao Chen & Igor Cialenco, 2022. "Risk-Sensitive Markov Decision Problems under Model Uncertainty: Finite Time Horizon Case," Springer Books, in: George Yin & Thaleia Zariphopoulou (ed.), Stochastic Analysis, Filtering, and Stochastic Optimization, pages 33-52, Springer.
- O. L. V. Costa & F. Dufour, 2022. "Optimal Control of Piecewise Deterministic Markov Processes," Springer Books, in: George Yin & Thaleia Zariphopoulou (ed.), Stochastic Analysis, Filtering, and Stochastic Optimization, pages 53-77, Springer.
- Dan Crisan & Alexander Lobbe & Salvador Ortiz-Latorre, 2022. "Pathwise Approximations for the Solution of the Non-Linear Filtering Problem," Springer Books, in: George Yin & Thaleia Zariphopoulou (ed.), Stochastic Analysis, Filtering, and Stochastic Optimization, pages 79-99, Springer.
- Carmine de Franco & Johann Nicolle & Huyên Pham, 2022. "Discrete-Time Portfolio Optimization under Maximum Drawdown Constraint with Partial Information and Deep Learning Resolution," Springer Books, in: George Yin & Thaleia Zariphopoulou (ed.), Stochastic Analysis, Filtering, and Stochastic Optimization, pages 101-136, Springer.
- Robert J. Elliott, 2022. "Estimating the Matthew Effects: Switching Pareto Dynamics," Springer Books, in: George Yin & Thaleia Zariphopoulou (ed.), Stochastic Analysis, Filtering, and Stochastic Optimization, pages 137-146, Springer.
- Hans Föllmer, 2022. "Optimal Couplings on Wiener Space and An Extension of Talagrand’s Transport Inequality," Springer Books, in: George Yin & Thaleia Zariphopoulou (ed.), Stochastic Analysis, Filtering, and Stochastic Optimization, pages 147-175, Springer.
- Xue Dong He & Xun Yu Zhou, 2022. "Who Are I: Time Inconsistency and Intrapersonal Conflict and Reconciliation," Springer Books, in: George Yin & Thaleia Zariphopoulou (ed.), Stochastic Analysis, Filtering, and Stochastic Optimization, pages 177-208, Springer.
- Ruimeng Hu & Thaleia Zariphopoulou, 2022. "N-Player and Mean-Field Games in Itˆo-Diffusion Markets with Competitive or Homophilous Interaction," Springer Books, in: George Yin & Thaleia Zariphopoulou (ed.), Stochastic Analysis, Filtering, and Stochastic Optimization, pages 209-237, Springer.
- Ioannis Karatzas & Bertram Tschiderer, 2022. "A Variational Characterization of Langevin-Smoluchowski Diffusions," Springer Books, in: George Yin & Thaleia Zariphopoulou (ed.), Stochastic Analysis, Filtering, and Stochastic Optimization, pages 239-265, Springer.
- Constantinos Kardaras & Hao Xing & Gordan Žitković, 2022. "Incomplete Stochastic Equilibria with Exponential Utilities Close to Pareto Optimality," Springer Books, in: George Yin & Thaleia Zariphopoulou (ed.), Stochastic Analysis, Filtering, and Stochastic Optimization, pages 267-292, Springer.
- Thomas G. Kurtz & Jason Swanson, 2022. "Finite Markov Chains Coupled to General Markov Processes and An Application to Metastability I," Springer Books, in: George Yin & Thaleia Zariphopoulou (ed.), Stochastic Analysis, Filtering, and Stochastic Optimization, pages 293-307, Springer.
- Thomas G. Kurtz & Jason Swanson, 2022. "Finite Markov Chains Coupled to General Markov Processes and An Application to Metastability II," Springer Books, in: George Yin & Thaleia Zariphopoulou (ed.), Stochastic Analysis, Filtering, and Stochastic Optimization, pages 309-337, Springer.
- Xinpeng Li & Shige Peng, 2022. "Maximally Distributed Random Fields under Sublinear Expectation," Springer Books, in: George Yin & Thaleia Zariphopoulou (ed.), Stochastic Analysis, Filtering, and Stochastic Optimization, pages 339-356, Springer.
- Phong Luu & Jingzhi Tie & Qing Zhang, 2022. "Pairs Trading under Geometric Brownian Motion Models," Springer Books, in: George Yin & Thaleia Zariphopoulou (ed.), Stochastic Analysis, Filtering, and Stochastic Optimization, pages 357-380, Springer.
- Jin Ma & Eunjung Noh, 2022. "Equilibrium Model of Limit Order Books: A Mean-Field Game View," Springer Books, in: George Yin & Thaleia Zariphopoulou (ed.), Stochastic Analysis, Filtering, and Stochastic Optimization, pages 381-410, Springer.
- Kishan Panaganti & Dileep Kalathil & Pravin Varaiya, 2022. "Bounded Regret for Finitely Parameterized Multi-Armed Bandits," Springer Books, in: George Yin & Thaleia Zariphopoulou (ed.), Stochastic Analysis, Filtering, and Stochastic Optimization, pages 411-429, Springer.
- Weixin Yang & Terry Lyons & Hao Ni & Cordelia Schmid & Lianwen Jin, 2022. "Developing the Path Signature Methodology and Its Application to Landmark- Based Human Action Recognition," Springer Books, in: George Yin & Thaleia Zariphopoulou (ed.), Stochastic Analysis, Filtering, and Stochastic Optimization, pages 431-464, Springer.
- George Yin & Thaleia Zariphopoulou, 2022. "Correction to: Stochastic Analysis, Filtering, and Stochastic Optimization," Springer Books, in: George Yin & Thaleia Zariphopoulou (ed.), Stochastic Analysis, Filtering, and Stochastic Optimization, pages C1-C1, Springer.
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