Stochastic Analysis, Filtering, and Stochastic Optimization: A Commemorative Volume to Honor Mark H. A. Davis's Contributions (Hardcover)

Control in Hilbert Space and First-Order Mean Field Type Problem (A. Bensoussan).- Risk-Sensitive Markov Decision Problems under Model Uncertainty: Finite Time Horizon Case (R. Bielecki).- Optimal Control of Piecewise Deterministic Markov Processes (F. Dufour).- Pathwise Approximations for the Solution of the Non-Linear Filtering Problem (D. Crisan).- Discrete-Time Portfolio Optimization under Maximum Drawdown Constraint with Partial Information and Deep Learning Resolution (H. Pham).- Estimating the Matthew Effects: Switching Pareto Dynamics (J. Elliott).- Optimal Couplings on Wiener Space and An Extension of Talagrand's Transport Inequality (F¨ollmer).- Who Are I: Time Inconsistency and Intrapersonal Conflict and Reconciliation (Yu Zhou).- N-Player and Mean-Field Games in Ito-Diffusion Markets with Competitive or Homophilous Interaction (T. Zariphopoulou).- A Variational Characterization of Langevin-Smoluchowski Diffusions (H. Xing).- Incomplete Stochastic Equilibria with Exponential Utilities Close to Pareto Optimality (B. Tschiderer).- Finite Markov Chains Coupled to General Markov Processes and An Application to Metastability I (J. Swanson).- Finite Markov Chains Coupled to General Markov Processes and An Application to Metastability II (J. Swanson).- Maximally Distributed Random Fields under Sublinear Expectation (S. Peng).- Pairs Trading under Geometric Brownian Motion Models (Q. Zhang).- Equilibrium Model of Limit Order Books: A Mean-Field Game View (J. Ma).- Bounded Regret for Finitely Parameterized Multi-Armed Bandits (P. Varaiya).- Developing the Path Signature Methodology and Its Application to Landmark-Based Human Action Recognition (T.  Lyons).