Stochastic process

Results: 1129



#Item
561Lévy process / Wiener process / Brownian motion / Normal distribution / Semimartingale / Feller process / Poisson process / Stable distribution / Martingale / Statistics / Stochastic processes / Probability theory

Levy processes - from probability theory to finance and quantum groups

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Source URL: eprints.whiterose.ac.uk

Language: English - Date: 2014-06-05 08:49:08
562Stochastic optimization / Markov models / Artificial intelligence / Dynamic programming / Bandit / Markov decision process / Stochastic matrix / Game theory / Stochastic / Statistics / Machine learning / Multi-armed bandit

R Foundations and Trends in Machine Learning Vol. 5, No[removed]–122 c 2012 S. Bubeck and N. Cesa-Bianchi

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Source URL: www.princeton.edu

Language: English - Date: 2012-12-16 05:54:25
563Stochastic control / Communication / Control engineering / Networked control system / Channel / Information theory / Markov decision process / Multi-agent system / Optimal design / Statistics / Markov processes / Dynamic programming

Sequential decomposition of sequential dynamic teams: applications to real-time communication and networked control systems by Aditya Mahajan A dissertation submitted in the partial fulfillment

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Source URL: www.ece.mcgill.ca

Language: English - Date: 2013-01-02 09:19:59
564Queueing theory / Markov models / Markov chain / Continuous-time Markov process / Queueing model / Fluid queue / State space / Birth–death process / Statistics / Stochastic processes / Markov processes

Stability analysis of N-model systems under a static priority rule∗ Tolga Tezcan University of Rochester Simon Graduate School of Business Rochester, NY [removed]

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Source URL: tolgatezcan.simon.rochester.edu

Language: English - Date: 2011-11-24 16:11:54
565Chemical engineering / Chemical reactors / Dynamic programming / Stochastic control / Markov decision process / Fischer–Tropsch process / Continuous-time Markov process / Chain reaction / Chemical reaction / Chemistry / Statistics / Markov processes

Power Optimization in Nano Sensor Networks for Chemical Reactors Eisa Zarepour, Mahbub Hassan, Chun Tung Chou School of Computer Science and Engineering University of New South Wales, Sydney, Australia

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Source URL: www.cse.unsw.edu.au

Language: English - Date: 2014-07-23 20:09:36
566Dynamic programming / Markov decision process / Stochastic control / Bessel function / Statistics / Mathematical analysis / Markov processes

Control Improvement for Jump-Diffusion Processes Control Improvement for Jump-Diffusion Processes with Applications to Finance ¨ Nicole Bauerle

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-17 10:41:36
567Statistics / Mathematics / Exponentials / Gaussian measure / Normal distribution / Gaussian process / Mathematical analysis / Gaussian function / Stochastic processes

Gaussian Energy Functions for Registration Without Correspondences

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Source URL: imaging.utk.edu

Language: English - Date: 2006-05-26 15:46:01
568Lévy process / Importance sampling / Brownian motion / Symbol / Statistics / Stochastic processes / Probability and statistics

Motivation Time-changed Lévy-models and Esscher transforms Applications and examples

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-21 10:41:09
569Ethanol / Fermentation / Stochastic processes / Bacteria / Microbiology / Zymomonas mobilis / Ethanol fermentation / Zymomonas / Process / Chemistry / Statistics / Biology

PEER-REVIEWED ARTICLE bioresources.com CONTROL BASED ON NUMERICAL METHODS AND RECURSIVE BAYESIAN ESTIMATION IN A CONTINUOUS ALCOHOLIC

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Source URL: www.ncsu.edu

Language: English - Date: 2009-09-02 10:20:32
570Continuous-time stochastic process / Finance / Economics / Stochastic processes / Hedge / Markov process

Outline Motivation Discrete time hedging Optimal hedging in discrete and continuous time

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-17 15:30:11
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