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#### A Scenario Tree-Based Decomposition for Solving Multistage Stochastic Programs

Vieweg+Teubner Verlag 2011; US$ 109.00Motivated by practical optimization problems occurring in energy systems with regenerative energy supply, Debora Mahlke formulates and analyzes multistage stochastic mixed-integer models. For their solution, the author proposes a novel decomposition approach which relies on the concept of splitting the underlying scenario tree into subtrees. Based... more...

#### Stochastik

De Gruyter 2009; US$ 49.00The fourth German edition of this textbook presents the fundamental ideas and results of both probability theory and statistics. It comprises the material of a one-year course, and is addressed to students of mathematics as well as scientists and computer scientists with interest in the mathematical aspects of stochastics. more...

#### An Introduction to Stochastic Modeling, Student Solutions Manual (e-only)

Elsevier Science 2011; US$ 9.99An Introduction to Stochastic Modeling, Student Solutions Manual (e-only) more...

#### An Introduction to Stochastic Modeling

Elsevier Science 2010; US$ 99.95Serving as the foundation for a one-semester course in stochastic processes for students familiar with elementary probability theory and calculus, Introduction to Stochastic Modeling, 4e, bridges the gap between basic probability and an intermediate level course in stochastic processes. The objectives of the text are to introduce students to the... more...

#### NEW TRENDS IN STOCHASTIC ANALYSIS AND RELATED TOPICS

World Scientific Publishing Company 2011; US$ 192.00The volume is dedicated to Professor David Elworthy to celebrate his fundamental contribution and exceptional influence on stochastic analysis and related fields. Stochastic analysis has been profoundly developed as a vital fundamental research area in mathematics in recent decades. It has been discovered to have intrinsic connections with many other... more...

#### Dirichlet Forms and Symmetric Markov Processes

De Gruyter 1994; US$ 157.00Dirichlet Forms and Symmetric Markov Processes (De Gruyter Studies in Mathematics). more...

#### Dirichlet Forms and Analysis on Wiener Space

De Gruyter 1991; US$ 133.00The subject of this book is analysis on Wiener space by means of Dirichlet forms and Malliavin calculus. There are already several literature on this topic, but this book has some different viewpoints. First the authors review the theory of Dirichlet forms, but they observe only functional analytic, potential theoretical and algebraic... more...

#### Planning with Markov Decision Processes

Morgan & Claypool Publishers 2012; US$ 45.00Markov Decision Processes (MDPs) are widely popular in Artificial Intelligence for modeling sequential decision-making scenarios with probabilistic dynamics. They are the framework of choice when designing an intelligent agent that needs to act for long periods of time in an environment where its actions could have uncertain outcomes. MDPs are actively... more...

#### Probability in Complex Physical Systems

Springer Berlin Heidelberg 2012; US$ 149.00Honoring the work of Erwin Bolthausen and Jürgen Gärtner, this book gathers articles on probability, including self-interacting random walks and polymer models in random and non-random environments, Parisi formulas and metastability in spin glasses, and more. more...

#### Student?s t-Distribution and Related Stochastic Processes

Springer Berlin Heidelberg 2012; US$ 39.95This brief monograph is an in-depth study of the infinite divisibility and self-decomposability properties of central and noncentral Student?s distributions, represented as variance and mean-variance mixtures of multivariate Gaussian distributions with the reciprocal gamma mixing distribution. These results allow us to define and analyse Student-Lévy... more...