• Title Stochastic Modeling and Control
• Author(s) Ivan Ganchev Ivanov
• Publisher: InTech (November 28, 2012)
• License(s): Attribution 3.0 Unported (CC BY 3.0)
• Hardcover 294 pages
• eBook PDF files, and a zipped PDF, 5.47 MB
• Language: English
• ISBN-10: N/A
• ISBN-13: 978-953-51-0830-6
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Book Description

Stochastic control plays an important role in many scientific and applied disciplines including communications, engineering, medicine, finance and many others. It is one of the effective methods being used to find optimal decision-making strategies in applications.

The book provides a collection of outstanding investigations in various aspects of stochastic systems and their behavior. The book provides a self-contained treatment on practical aspects of stochastic modeling and calculus including applications drawn from engineering, statistics, and computer science. Readers should be familiar with basic probability theory and have a working knowledge of stochastic calculus. PhD students and researchers in stochastic control will find this book useful.

• N/A

• Amazon (Stochastic Modeling)
• Amazon (Monte Carlo Statistical Methods)

• Statistics, Mathematical Statistics, and SAS Programming
• The R Programming Language
• Probability, Stochastic Process, Queueing Theory, etc.
• Applied Mathematics
• Combinatorics and Game Theory
• Financial Mathematics and Economics

• Stochastic Modeling and Control (Ivan Ganchev Ivanov)
• PDF Format

• Stochastic Differential Equations: Models and Numerics (Jesper Carlsson, et al)
• Stochastic Calculus and Finance (Steven E. Shreve)
• Applied Stochastic Processes in Science and Engineering
• Stochastic Processes for Finance (Patrick Roger)