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Monte Carlo Methods in Financial Engineering

Statistical Estimation : Asymptotic Theory

Stochastic Approximation and Recursive Algorithms and Applications

Stochastic Calculus and Financial Applications

Stochastic Simulation: Algorithms and Analysis

Applied Probability and Queues

Stochastic Controls : Hamiltonian Systems and HJB Equations

Stochastic Portfolio Theory

Stochastic Processes in Queueing Theory

Wave Propagation and Time Reversal in Randomly Layered Media

Stochastic Controls : Hamiltonian Systems and HJB Equations

Applied Probability and Queues

Linear Multivariable Control : A Geometric Approach

Deterministic and Stochastic Optimal Control

Fundamentals of Queueing Networks : Performance, Asymptotics, and Optimization

Stochastic Simulation: Algorithms and Analysis

Cycle Representations of Markov Processes

Optimization—Theory and Applications : Problems with Ordinary Differential Equations

Wave Propagation and Time Reversal in Randomly Layered Media

Continuous-Time Markov Chains and Applications : A Two-Time-Scale Approach

Large Deviations Techniques and Applications

A Probabilistic Theory of Pattern Recognition

Further Topics on Discrete-Time Markov Control Processes

Deterministic and Stochastic Optimal Control

Stochastic Portfolio Theory

Continuous-Time Markov Chains and Applications : A Two-Time-Scale Approach

Discrete-Time Markov Control Processes : Basic Optimality Criteria

Further Topics on Discrete-Time Markov Control Processes

Stochastic Control of Hereditary Systems and Applications

Discrete-Time Markov Chains : Two-Time-Scale Methods and Applications

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