3 results (0,13135 seconds)

Show all filters

Brand

Merchant

Price (EUR)

Reset filter

Products
From
Shops

Measure and Probability

Measure and Probability

This book covers the fundamentals of measure theory and probability theory. It begins with the construction of Lebesgue measure via Caratheodory’s outer measure approach and goes on to discuss integration and standard convergence theorems and contains an entire chapter devoted to complex measures Lp spaces Radon–Nikodym theorem and the Riesz representation theorem. It presents the elements of probability theory the law of large numbers and central limit theorem. The book then discusses discrete time Markov chains stationary distributions and limit theorems. The appendix covers many basic topics such as metric spaces topological spaces and the Stone–Weierstrass theorem. | Measure and Probability

GBP 69.99
1

Higher Order Derivatives

Higher Order Derivatives

The concept of higher order derivatives is useful in many branches of mathematics and its applications. As they are useful in many places nth order derivatives are often defined directly. Higher Order Derivatives discusses these derivatives their uses and the relations among them. It covers higher order generalized derivatives including the Peano d. l. V. P. and Abel derivatives; along with the symmetric and unsymmetric Riemann Cesàro Borel LP- and Laplace derivatives. Although much work has been done on the Peano and de la Vallée Poussin derivatives there is a large amount of work to be done on the other higher order derivatives as their properties remain often virtually unexplored. This book introduces newcomers interested in the field of higher order derivatives to the present state of knowledge. Basic advanced real analysis is the only required background and although the special Denjoy integral has been used knowledge of the Lebesgue integral should suffice.

GBP 59.99
1

Modern Optimization Methods for Decision Making Under Risk and Uncertainty

Modern Optimization Methods for Decision Making Under Risk and Uncertainty

The book comprises original articles on topical issues of risk theory rational decision making statistical decisions and control of stochastic systems. The articles are the outcome of a series international projects involving the leading scholars in the field of modern stochastic optimization and decision making. The structure of stochastic optimization solvers is described. The solvers in general implement stochastic quasi-gradient methods for optimization and identification of complex nonlinear models. These models constitute an important methodology for finding optimal decisions under risk and uncertainty. While a large part of current approaches towards optimization under uncertainty stems from linear programming (LP) and often results in large LPs of special structure stochastic quasi-gradient methods confront nonlinearities directly without need of linearization. This makes them an appropriate tool for solving complex nonlinear problems concurrent optimization and simulation models and equilibrium situations of different types for instance Nash or Stackelberg equilibrium situations. The solver finds the equilibrium solution when the optimization model describes the system with several actors. The solver is parallelizable performing several simulation threads in parallel. It is capable of solving stochastic optimization problems finding stochastic Nash equilibria and of composite stochastic bilevel problems where each level may require the solution of stochastic optimization problem or finding Nash equilibrium. Several complex examples with applications to water resources management energy markets pricing of services on social networks are provided. In the case of power system regulator makes decision on the final expansion plan considering the strategic behavior of regulated companies and coordinating the interests of different economic entities. Such a plan can be an equilibrium − a planned decision where a company cannot increase its expected gain unilaterally. | Modern Optimization Methods for Decision Making Under Risk and Uncertainty

GBP 140.00
1