Control and communications engineers, physicists, and probability theorists, among others, will find this book unique. It contains a detailed development of approximation and limit theorems and methods for random processes and applies them to numerous problems of practical importance. In particular,[...]
This book presents a comprehensive development of effective numerical methods for stochastic control problems in continuous time. The process models are diffusions, jump-diffusions, or reflected diffusions of the type that occur in the majority of current applications. All the usual problem formulat[...]
A new gift edition of a modern classic, with supplemental photographs, speeches, letters, and essays
Psychiatrist Viktor Frankl's memoir of life in Nazi death camps has riveted generations of readers. Based on Frankl's own experience and the stories of his patients, the book argues that we canno[...]