The concept of probabilistic parameter threshold analysis has recently been introduced as a way of probabilistic sensitivity analysis for decision-making under uncertainty, in particular, for health ...

Real-valued functions of complex arguments violate the Cauchy-Riemann conditions and, consequently, do not have Taylor series expansion. Therefore, optimization methods based on derivatives cannot be ...

Inhalt: The lecture "Stochastic Approximation" is aimed at Master's students who have a sound basic knowledge of probability theory including martingale theory. The lecture is concerned with ...