scientific article; zbMATH DE number 6416757
From MaRDI portal
Publication:5179038
zbMath1307.60003MaRDI QIDQ5179038
Publication date: 19 March 2015
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Related Items (19)
On outperforming social-screening-indexing by multiple-objective portfolio selection ⋮ AN ANALYTICAL APPROACH FOR THE BREAKDOWN DISTRIBUTION OF A THIN OXIDE ⋮ Improvements of the Markov and Chebyshev inequalities using the partial expectation ⋮ Alternative expectation formulas for real-valued random vectors ⋮ Event-triggered control for stochastic networked control systems against denial-of-service attacks ⋮ A novel dynamic credit risk evaluation method using data envelopment analysis with common weights and combination of multi-attribute decision-making methods ⋮ Covariance estimation error of incomplete functional data under RKHS framework ⋮ Wald’s Identity and Geometric Expectation ⋮ Sharp interface approaches and deep learning techniques for multiphase flows ⋮ The inverse survival function for multivariate distributions and its application to the product moment ⋮ Normal quantum channels and Markovian correlated two-qubit quantum errors ⋮ Channel assisted noise propagation in a two-step cascade ⋮ Lectures on Entropy. I: Information-Theoretic Notions ⋮ Adaptive step size selection in distributed optimization with observation noise and unknown stochastic target variation ⋮ Stress-based topology optimization of continuum structures under uncertainties ⋮ A Tour of Discrete Probability Guided by a Problem in Genomics ⋮ An Analysis of TENZI Using Combinatorics and Markov Chains ⋮ On the Maximum–Minimums Identity: Extension and Applications ⋮ An efficient conditional Monte Carlo method for European option pricing with stochastic volatility and stochastic interest rate
This page was built for publication:
