Applied Stochastic Analysis
Ocone, Daniel / Karatzas, Ioannis![Applied Stochastic Analysis](https://support.digitalhusky.com/media/annotations/sorted/154/15422238/CHSBZCOP0315422238.jpg)
This volume contains papers presented during a four-day
Workshop that took place at Rutgers University from 29 April
to 2 May, 1991. The purpose of this workshop was to promote
interaction among specialists in these areas byproviding
for all an up-to-date picture of current issues and
outstanding problems.
The topics covered include singular stochasticcontrol,
queuing networks, the mathematical theory of stochastic
optimization and fi...