EDN

Understanding stochastic process disturbances and the discrete time domain

Editor's note: As the following article is a chapter (Chapter 8) from David Koenig's book, Practical Control Engineering: Guide for Engineers, Managers, and Practitioners (MATLAB Examples) (McGraw ...
Nature

Gradient Flows and Large Deviations in Stochastic Processes

The study of gradient flows and large deviations in stochastic processes forms a vital link between microscopic randomness and macroscopic determinism. By characterising how systems evolve in response ...
JSTOR Daily

A Fully Polynomial-Time Approximation Scheme for Single-Item Stochastic Inventory Control with Discrete Demand

This is a preview. Log in through your library . Abstract The single-item stochastic inventory control problem is to find an inventory replenishment policy in the presence of independent discrete ...
lse

Stochastic Processes

This course is compulsory on the BSc in Actuarial Science. This course is available on the BSc in Data Science, BSc in Financial Mathematics and Statistics, BSc in Mathematics with Data Science, BSc ...
Nature

Stochastic Differential Equations and Lévy Processes

Stochastic differential equations (SDEs) provide a foundational framework for modelling systems subject to randomness, incorporating both continuous fluctuations and abrupt changes. In recent decades ...