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 ...

This is a preview. Log in through your library . The purpose of The Annals of Probability is to publish contributions to the theory of probability and statistics and their applications. The emphasis ...

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 ...

Various discrete-time stochastic processes have some kind of recursive or regenerative structure that can be exploited in the study of their properties. Examples include branching processes, ...

This course is compulsory on the MSc in Financial Mathematics and MSc in Quantitative Methods for Risk Management. This course is available on the MSc in Applicable Mathematics, MSc in Econometrics ...