Published February 1986
by Springer .
Written in English
|Contributions||V. M. Zolotarev (Editor)|
|The Physical Object|
|Number of Pages||447|
Stability Problems for Stochastic Models Proceedings of the 6th International Seminar Held in Moscow, USSR, April Search within book. Front Matter. Pages N2-XVII. PDF. Hypererlang approximation of probability distributions on (0, ∞) and its application Discretization in the problems of stability of characterization of the. Stability Problems for Stochastic Models Proceedings of the 11th International Seminar held in Sukhumi (Abkhazian Autonomous Republic), USSR, Sept. 25 - Oct. 1, Editors: Kalashnikov, Vladimir V., Zolotarev, Vladimir M. (Eds.) Free Preview. Stability Problems for Stochastic Models Proceedings of the 6th International Seminar Held in Moscow, USSR, April Editors: Kalashnikov, V.V., Zolotarev, V.M. Stability problems for stochastic models: proceedings of the 6th international seminar, held in Moscow, USSR, April
Stability problems for stochastic models: proceedings of the 8th international seminar held in Uzhgorod, USSR, Sept. , Stability Problems for Stochastic Models by Vladimir V. Kalashnikov, , available at Book Depository with free delivery worldwide. The stability results are furthermore employed to statistical estimates in the stochastic programming problems. Some results on a consistence and a rate of convergence are presented. Read moreAuthor: Werner Roemisch. redleaf-photography.com: Stability Problems for Stochastic Models: Proceedings of the 11th International Seminar held in Sukhumi (Abkhazian Autonomous Republic) USSR, Sept. 25 - Oct. 1, (Lecture Notes in Mathematics) (): Vladimir V. Kalashnikov, Vladimir M. Zolotarev: Books.
Two unsolved problems in the stability theory of stochastic differential equations with delay Article (PDF Available) in Applied Mathematics Letters · March with Reads. in applied models and/or has to be approximated (estimated, dis-cretized). −→ stability behaviour of stochastic programs becomes important when changing (perturbing, estimating, approximating) P∈ P(Ξ). Here, stability refers to (quantitative) continuity properties of the optimal value function v.) and of the set-valued mapping S ε.) at. The behaviour of stochastic programming problems is studied in case of the underlying probability distribution being perturbed and approximated, respectively. To specify the stochastic programming models for our analysis, The following instances play a special role in the context of stability in stochastic programming:Cited by: Probability Metrics and the Stability of Stochastic Models (Wiley Series in Probability and Statistics - Applied Probability and Statistics Section) 1st Edition. Concentrates on four specialized research directions as well as applications to different problems of probability redleaf-photography.com by: