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Davis, M. H. A.

Overview

Works:	2 works in 1 publications in 1 languages

Titles

Risk-sensitive investment management by: Davis, M. H. A.; Lleo, Sébastien. (Electronic resources)

Stochastic analysis, filtering, and stochastic optimization = a commemorative volume to honor Mark H.A. Davis's contributions / by: Zariphopoulou, Thaleia.; Davis, M. H. A.; SpringerLink (Online service); Yin, George. (Electronic resources)

Markov models and optimization / by: Davis, M. H. A. (Language materials, printed)

Applied stochastic analysis / by: Davis, M. H. A.; Elliott, Robert James. (Language materials, printed)

Subjects

Markov processes. Stochastic analysis. Stochastic analysis Investments- Mathematical models. Stochastic Systems and Control. Optimization. Risk- Mathematical models. Control theory. Mathematical optimization. Portfolio management- Mathematical models. Stochastic Analysis.

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