Häftad, Spanska, 2006
247 kr
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Harold Kushner – författare
Visar alla böcker från författaren Harold Kushner. Handla med fri frakt och snabb leverans.
25 produkter
25 produkter
- E-bokSpanska, 2009
154 kr
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Cuando su hijo fue diagnosticado a los tres años de edad con una enfermedad degenerativa que acortaría su vida en la adolescencia, Harold Kushner se enfrentó a una de las preguntas más angustiantes en la vida: ¿Por qué, Dios? Años más tarde, el rabino Kushner escribió esta contemplación sencilla y elegante de las dudas y temores que surgen cuando una tragedia nos golpea la puerta. Kushner comparte su sabiduría como rabino, como padre, como lector y como ser humano. Con múltiples imitaciones que no han logrado superar este original, Cuando a la gente buena le pasan cosas malas es un clásico que nos ofrece pensamientos claros y consolación en períodos de dolor y tristeza.From the Trade Paperback edition. - E-bokEngelska, 2011
89 kr
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'There is no Answer but there are answers . . .'Rabbi Kushner's previous bestseller, When Bad Things Happen to Good People, brought comfort to millions by helping them cope with life's shattering tragedies. In When All You've Ever Wanted Isn't Enough he applies his compassionate mind to another kind of problem, one more delicate that that of sudden tragedy, but just as dangerous - the felling that life is utterly meaningless.'Again, I came away impressed and consoled...This book affectingly teaches what Ecclesiastes learned: happiness derives not from wealth, power, learning, indulgence even religiosity, but from living fully in the moment, becoming a good human being, risking the pain of giving yourself to what matters' Los Angeles Times.'Sensible and helpful...At a time when most self-help manuals are topical consumer reading, it is refreshing to find one that attempts to deal with the timeless' New York Times 'A thoughtful, well-reasoned meditation and a useful spiritual manual' Washington Post'Wise, compassionate, and sure to be in demand' New York Library Journal - Inbunden, Engelska, 2003
2 210 kr
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The basic stochastic approximation algorithms introduced by Robbins and MonroandbyKieferandWolfowitzintheearly1950shavebeenthesubject of an enormous literature, both theoretical and applied. This is due to the large number of applications and the interesting theoretical issues in the analysis of “dynamically de?ned” stochastic processes. The basic paradigm is a stochastic di?erence equation such as ? = ? + Y , where ? takes n+1 n n n n its values in some Euclidean space, Y is a random variable, and the “step n size” > 0 is small and might go to zero as n??. In its simplest form, n ? is a parameter of a system, and the random vector Y is a function of n “noise-corrupted” observations taken on the system when the parameter is set to ? . One recursively adjusts the parameter so that some goal is met n asymptotically. Thisbookisconcernedwiththequalitativeandasymptotic properties of such recursive algorithms in the diverse forms in which they arise in applications. There are analogous continuous time algorithms, but the conditions and proofs are generally very close to those for the discrete time case. The original work was motivated by the problem of ?nding a root of a continuous function g ¯(?), where the function is not known but the - perimenter is able to take “noisy” measurements at any desired value of ?. Recursive methods for root ?nding are common in classical numerical analysis, and it is reasonable to expect that appropriate stochastic analogs would also perform well. - E-bokPDF, Engelska, 2006
2 862 kr
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The basic stochastic approximation algorithms introduced by Robbins and MonroandbyKieferandWolfowitzintheearly1950shavebeenthesubject of an enormous literature, both theoretical and applied. This is due to the large number of applications and the interesting theoretical issues in the analysis of “dynamically de?ned” stochastic processes. The basic paradigm is a stochastic di?erence equation such as ? = ? + Y , where ? takes n+1 n n n n its values in some Euclidean space, Y is a random variable, and the “step n size” > 0 is small and might go to zero as n??. In its simplest form, n ? is a parameter of a system, and the random vector Y is a function of n “noise-corrupted” observations taken on the system when the parameter is set to ? . One recursively adjusts the parameter so that some goal is met n asymptotically. Thisbookisconcernedwiththequalitativeandasymptotic properties of such recursive algorithms in the diverse forms in which they arise in applications. There are analogous continuous time algorithms, but the conditions and proofs are generally very close to those for the discrete time case. The original work was motivated by the problem of ?nding a root of a continuous function g ¯(?), where the function is not known but the - perimenter is able to take “noisy” measurements at any desired value of ?. Recursive methods for root ?nding are common in classical numerical analysis, and it is reasonable to expect that appropriate stochastic analogs would also perform well. - Del 24 - Stochastic Modelling and Applied Probability
Numerical Methods for Stochastic Control Problems in Continuous Time
Inbunden, Engelska, 20001 549 kr
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Changes in the second edition. The second edition differs from the first in that there is a full development of problems where the variance of the diffusion term and the jump distribution can be controlled. Also, a great deal of new material concerning deterministic problems has been added, including very efficient algorithms for a class of problems of wide current interest. This book is concerned with numerical methods for stochastic control and optimal stochastic control problems. The random process models of the controlled or uncontrolled stochastic systems are either diffusions or jump diffusions. Stochastic control is a very active area of research and new problem formulations and sometimes surprising applications appear regu larly. We have chosen forms of the models which cover the great bulk of the formulations of the continuous time stochastic control problems which have appeared to date. The standard formats are covered, but much emphasis is given to the newer and less well known formulations. The controlled process might be either stopped or absorbed on leaving a constraint set or upon first hitting a target set, or it might be reflected or "projected" from the boundary of a constraining set. In some of the more recent applications of the reflecting boundary problem, for example the so-called heavy traffic approximation problems, the directions of reflection are actually discontin uous. In general, the control might be representable as a bounded function or it might be of the so-called impulsive or singular control types. - Inbunden, Engelska, 2001
558 kr
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The aim of this book is the development of the heavy traffic approach to the modeling and analysis of queueing networks, both controlled and uncontrolled, and many applications to computer, communications, and manufacturing systems. The methods exploit the multiscale structure of the physical problem to get approximating models that have the form of reflected diffusion processes, either controlled or uncontrolled. These ap proximating models have the basic structure of the original problem, but are significantly simpler. Much of inessential detail is eliminated (or "av eraged out"). They greatly simplify analysis, design, and optimization and yield good approximations to problems that would otherwise be intractable, under broad conditions. Queueing-type processes are ubiquitous occurrences in operations re search, and in communications and computer systems. Indeed, it is hard to avoid them in modern technology. The subject is now about 100 years old. and there is an enormous literature. Impressive techniques, many based on Markov chain and ergodic theory, have been developed to han dle a great variety of models. A sampling of the numerous books includes [6, 8, 18, 27, 33, 46, 81, 86, 132, 133, 220, 243]. But the models of interest are growing fast in the face of the demands of new applications, particularly in communications and computer systems. - Häftad, Engelska, 2002
251 kr
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Synopsis coming soon....... - Häftad, Engelska, 2002
162 kr
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Full of the ideas and affirmations on which bestselling author Harold Kushner has based his life, WHO NEEDS GOD will help readers bring depth and order to their lives through spirituality. It is a book for anyone who has ever stepped back and thought, 'there must be more to life than this?' Here Kushner looks at the nourishment our souls crave, in much the same way that our bodies need the right foods, sunshine and exercise. He maintains that without some kind of spiritual nourishment, our souls remain stunted and underdeveloped. The spiritual life that was so prominent for people in the past is less accessible to us today - because the world is so noisy and full of distractions, because we are so dazzled by our power and success and because in the new millennium religion is often represented by people we no longer trust. In this thought provoking book Kushner shows us that the presence of God in our lives can make a difference and that modern people are capable of pray. - Inbunden, Engelska, 1990
558 kr
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The book deals with several closely related topics concerning approxima tions and perturbations of random processes and their applications to some important and fascinating classes of problems in the analysis and design of stochastic control systems and nonlinear filters. The basic mathematical methods which are used and developed are those of the theory of weak con vergence. The techniques are quite powerful for getting weak convergence or functional limit theorems for broad classes of problems and many of the techniques are new. The original need for some of the techniques which are developed here arose in connection with our study of the particular applica tions in this book, and related problems of approximation in control theory, but it will be clear that they have numerous applications elsewhere in weak convergence and process approximation theory. The book is a continuation of the author's long term interest in problems of the approximation of stochastic processes and its applications to problems arising in control and communication theory and related areas. In fact, the techniques used here can be fruitfully applied to many other areas. The basic random processes of interest can be described by solutions to either (multiple time scale) Ito differential equations driven by wide band or state dependent wide band noise or which are singularly perturbed. They might be controlled or not, and their state values might be fully observable or not (e. g. , as in the nonlinear filtering problem). - Inbunden, Engelska, 2008
1 108 kr
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The Markov chain approximation methods are widely used for the numerical solution of nonlinear stochastic control problems in continuous time. This book extends the methods to stochastic systems with delays and is the first book on the subject. Featuring numerical algorithms and examples with applications to control and modern communications systems, the book will be of great interest to all those who work with stochastic delay equations and whose main interest is in either the use of the algorithms or in the underlying mathematics. An excellent resource for graduate students, researchers, and practitioners, the work may be used as a graduate-level textbook for a special topics course or seminar on numerical methods in stochastic control. - E-bokPDF, Engelska, 2008
1 427 kr
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The Markov chain approximation methods are widely used for the numerical solution of nonlinear stochastic control problems in continuous time. This book extends the methods to stochastic systems with delays and is the first book on the subject. Featuring numerical algorithms and examples with applications to control and modern communications systems, the book will be of great interest to all those who work with stochastic delay equations and whose main interest is in either the use of the algorithms or in the underlying mathematics. An excellent resource for graduate students, researchers, and practitioners, the work may be used as a graduate-level textbook for a special topics course or seminar on numerical methods in stochastic control. - Del 35 - Stochastic Modelling and Applied Probability
Stochastic Approximation and Recursive Algorithms and Applications
Häftad, Engelska, 20102 210 kr
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The basic stochastic approximation algorithms introduced by Robbins and MonroandbyKieferandWolfowitzintheearly1950shavebeenthesubject of an enormous literature, both theoretical and applied. This is due to the large number of applications and the interesting theoretical issues in the analysis of “dynamically de?ned” stochastic processes. The basic paradigm is a stochastic di?erence equation such as ? = ? + Y , where ? takes n+1 n n n n its values in some Euclidean space, Y is a random variable, and the “step n size” > 0 is small and might go to zero as n??. In its simplest form, n ? is a parameter of a system, and the random vector Y is a function of n “noise-corrupted” observations taken on the system when the parameter is set to ? . One recursively adjusts the parameter so that some goal is met n asymptotically. Thisbookisconcernedwiththequalitativeandasymptotic properties of such recursive algorithms in the diverse forms in which they arise in applications. There are analogous continuous time algorithms, but the conditions and proofs are generally very close to those for the discrete time case. The original work was motivated by the problem of ?nding a root of a continuous function g ¯(?), where the function is not known but the - perimenter is able to take “noisy” measurements at any desired value of ?. Recursive methods for root ?nding are common in classical numerical analysis, and it is reasonable to expect that appropriate stochastic analogs would also perform well. - E-bokEngelska, 2011
133 kr
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There is only one question which really matters: why do bad things happen to good people?'Out of a faith-shaking and senseless waste of a life comes this remarkable and caring book, which will help many. It has sensible and unorthodox and mind-opening things to say about God - and about ourselves. Its author has wisdom and no bitterness. We can learn from him, about acceptance and guilt and despair and the helplessness we all feel when 'none of it makes sense' when we say 'why them?' or worse 'why us?'. We owe him our thanks' David Kossoff'Rabbi Kushner writes from a wealth of Jewish wisdom and pastoral devotion, but his theology is, I find, is wholly in keeping with contemporary Christian thought. So far as there is an answer to the conflict between the goodness of God and the bitterness of suffering, this is it' Gerald Priestland'It will bring new meaning, strength and hope to many' Dame Cicely Saunders, DBE, FRCP 104 kr
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In this inspiring, uplifting and timely book, Harold Kushner addresses our craving for significance, the need to know that our lives and choices mean something. We sometimes confuse power, wealth and fame with true achievement. We can do great things, and occasionally terrible things, to reassure ourselves that we matter to the world. We need to think of ourselves as good people and are troubled when we compromise our integrity to be successful and important.In Living a Life That Matters, Rabbi Kushner suggests that the path to a truly successful and significant life lies in friendship, family, acts of generosity and self-sacrifice, as well as in God's forgiving nature. He describes how, in changing the life of even one person in a positive way, we make a difference in the world, give our lives meaning, and prove that we do, in fact, matter.- E-bokPDF, Engelska, 2012
718 kr
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The book deals with several closely related topics concerning approxima tions and perturbations of random processes and their applications to some important and fascinating classes of problems in the analysis and design of stochastic control systems and nonlinear filters. The basic mathematical methods which are used and developed are those of the theory of weak con vergence. The techniques are quite powerful for getting weak convergence or functional limit theorems for broad classes of problems and many of the techniques are new. The original need for some of the techniques which are developed here arose in connection with our study of the particular applica tions in this book, and related problems of approximation in control theory, but it will be clear that they have numerous applications elsewhere in weak convergence and process approximation theory. The book is a continuation of the author''s long term interest in problems of the approximation of stochastic processes and its applications to problems arising in control and communication theory and related areas. In fact, the techniques used here can be fruitfully applied to many other areas. The basic random processes of interest can be described by solutions to either (multiple time scale) Ito differential equations driven by wide band or state dependent wide band noise or which are singularly perturbed. They might be controlled or not, and their state values might be fully observable or not (e. g. , as in the nonlinear filtering problem). - Häftad, Engelska, 2013
1 108 kr
Skickas inom 10-15 vardagar
Changes in the second edition. The second edition differs from the first in that there is a full development of problems where the variance of the diffusion term and the jump distribution can be controlled. Also, a great deal of new material concerning deterministic problems has been added, including very efficient algorithms for a class of problems of wide current interest. This book is concerned with numerical methods for stochastic control and optimal stochastic control problems. The random process models of the controlled or uncontrolled stochastic systems are either diffusions or jump diffusions. Stochastic control is a very active area of research and new problem formulations and sometimes surprising applications appear regu larly. We have chosen forms of the models which cover the great bulk of the formulations of the continuous time stochastic control problems which have appeared to date. The standard formats are covered, but much emphasis is given to the newer and less well known formulations. The controlled process might be either stopped or absorbed on leaving a constraint set or upon first hitting a target set, or it might be reflected or "projected" from the boundary of a constraining set. In some of the more recent applications of the reflecting boundary problem, for example the so-called heavy traffic approximation problems, the directions of reflection are actually discontin uous. In general, the control might be representable as a bounded function or it might be of the so-called impulsive or singular control types. - Del 47 - Stochastic Modelling and Applied Probability
Heavy Traffic Analysis of Controlled Queueing and Communication Networks
Häftad, Engelska, 2013558 kr
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The aim of this book is the development of the heavy traffic approach to the modeling and analysis of queueing networks, both controlled and uncontrolled, and many applications to computer, communications, and manufacturing systems. The methods exploit the multiscale structure of the physical problem to get approximating models that have the form of reflected diffusion processes, either controlled or uncontrolled. These ap proximating models have the basic structure of the original problem, but are significantly simpler. Much of inessential detail is eliminated (or "av eraged out"). They greatly simplify analysis, design, and optimization and yield good approximations to problems that would otherwise be intractable, under broad conditions. Queueing-type processes are ubiquitous occurrences in operations re search, and in communications and computer systems. Indeed, it is hard to avoid them in modern technology. The subject is now about 100 years old. and there is an enormous literature. Impressive techniques, many based on Markov chain and ergodic theory, have been developed to han dle a great variety of models. A sampling of the numerous books includes [6, 8, 18, 27, 33, 46, 81, 86, 132, 133, 220, 243]. But the models of interest are growing fast in the face of the demands of new applications, particularly in communications and computer systems. - Häftad, Engelska, 2011
558 kr
Skickas inom 10-15 vardagar
The book deals with several closely related topics concerning approxima tions and perturbations of random processes and their applications to some important and fascinating classes of problems in the analysis and design of stochastic control systems and nonlinear filters. The basic mathematical methods which are used and developed are those of the theory of weak con vergence. The techniques are quite powerful for getting weak convergence or functional limit theorems for broad classes of problems and many of the techniques are new. The original need for some of the techniques which are developed here arose in connection with our study of the particular applica tions in this book, and related problems of approximation in control theory, but it will be clear that they have numerous applications elsewhere in weak convergence and process approximation theory. The book is a continuation of the author's long term interest in problems of the approximation of stochastic processes and its applications to problems arising in control and communication theory and related areas. In fact, the techniques used here can be fruitfully applied to many other areas. The basic random processes of interest can be described by solutions to either (multiple time scale) Ito differential equations driven by wide band or state dependent wide band noise or which are singularly perturbed. They might be controlled or not, and their state values might be fully observable or not (e. g. , as in the nonlinear filtering problem). - E-bokPDF, Engelska, 2013
712 kr
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The aim of this book is the development of the heavy traffic approach to the modeling and analysis of queueing networks, both controlled and uncontrolled, and many applications to computer, communications, and manufacturing systems. The methods exploit the multiscale structure of the physical problem to get approximating models that have the form of reflected diffusion processes, either controlled or uncontrolled. These ap proximating models have the basic structure of the original problem, but are significantly simpler. Much of inessential detail is eliminated (or "av eraged out"). They greatly simplify analysis, design, and optimization and yield good approximations to problems that would otherwise be intractable, under broad conditions. Queueing-type processes are ubiquitous occurrences in operations re search, and in communications and computer systems. Indeed, it is hard to avoid them in modern technology. The subject is now about 100 years old. and there is an enormous literature. Impressive techniques, many based on Markov chain and ergodic theory, have been developed to han dle a great variety of models. A sampling of the numerous books includes [6, 8, 18, 27, 33, 46, 81, 86, 132, 133, 220, 243]. But the models of interest are growing fast in the face of the demands of new applications, particularly in communications and computer systems. - E-bokPDF, Engelska, 2013
1 389 kr
Läs direkt efter köp
Changes in the second edition. The second edition differs from the first in that there is a full development of problems where the variance of the diffusion term and the jump distribution can be controlled. Also, a great deal of new material concerning deterministic problems has been added, including very efficient algorithms for a class of problems of wide current interest. This book is concerned with numerical methods for stochastic control and optimal stochastic control problems. The random process models of the controlled or uncontrolled stochastic systems are either diffusions or jump diffusions. Stochastic control is a very active area of research and new problem formulations and sometimes surprising applications appear regu larly. We have chosen forms of the models which cover the great bulk of the formulations of the continuous time stochastic control problems which have appeared to date. The standard formats are covered, but much emphasis is given to the newer and less well known formulations. The controlled process might be either stopped or absorbed on leaving a constraint set or upon first hitting a target set, or it might be reflected or "projected" from the boundary of a constraining set. In some of the more recent applications of the reflecting boundary problem, for example the so-called heavy traffic approximation problems, the directions of reflection are actually discontin uous. In general, the control might be representable as a bounded function or it might be of the so-called impulsive or singular control types. - E-bokPDF, Engelska, 2012
1 136 kr
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This book is concerned with numerical methods for stochastic control and optimal stochastic control problems. The random process models of the controlled or uncontrolled stochastic systems are either diffusions or jump diffusions. Stochastic control is a very active area of research and new prob lem formulations and sometimes surprising applications appear regularly. We have chosen forms of the models which cover the great bulk of the for mulations of the continuous time stochastic control problems which have appeared to date. The standard formats are covered, but much emphasis is given to the newer and less well known formulations. The controlled process might be either stopped or absorbed on leaving a constraint set or upon first hitting a target set, or it might be reflected or "projected" from the boundary of a constraining set. In some of the more recent applications of the reflecting boundary problem, for example the so-called heavy traffic approximation problems, the directions of reflection are actually discontin uous. In general, the control might be representable as a bounded function or it might be of the so-called impulsive or singular control types. Both the "drift" and the "variance" might be controlled. The cost functions might be any of the standard types: Discounted, stopped on first exit from a set, finite time, optimal stopping, average cost per unit time over the infinite time interval, and so forth. - E-bokPDF, Engelska, 2013
1 136 kr
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In recent years algorithms of the stochastic approximation type have found applications in new and diverse areas, and new techniques have been developed for proofs of convergence and rate of convergence. The actual and potential applications in signal processing have exploded. New challenges have arisen in applications to adaptive control. This book presents a thorough coverage of the ODE method used to analyze these algorithms. - Häftad, Engelska, 2021
116 kr
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The #1 bestselling inspirational classic from the internationally known spiritual leader; a source of solace and hope for over 4 million readers.Since its original publication in 1981, When Bad Things Happen to Good People has brought solace and hope to millions. In the preface to this edition, Rabbi Kushner relates the heartwarming responses he has received over the years from people who have found inspiration and comfort within these pages.When Harold Kushner’s three-year-old son was diagnosed with a degenerative disease that meant the boy would only live until his early teens, he was faced with one of life’s most difficult questions: Why, God? Years later, Rabbi Kushner wrote this straightforward, elegant contemplation of the doubts and fears that arise when tragedy strikes. In these pages, Kushner shares his wisdom as a rabbi, a parent, a reader, and a human being. Often imitated but never superseded, When Bad Things Happen to Good People is a classic that offers clear thinking and consolation in times of sorrow. - E-bokRumänska, 2022
88 kr
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Fiul de trei ani al lui Harold Kushner a fost diagnosticat cu o boală degenerativă care avea să-i curme viața la începutul adolescenței.
În floarea vârstei, rabinul Kushner a fost nevoit să se confrunte cu una dintre cele mai dificile întrebări pe care și le poate pune un om: de ce oamenilor buni li se întâmplă lucruri rele?
De ce Dumnezeu permite ca asupra celor virtuoși sau pur și simplu a oamenilor obișnuiți să se abată nenorociri devastatoare?
Cum de-a lăsat să aibă loc, de exemplu, Holocaustul?
După câțiva ani, depășindu-și suferința sfâșietoare, Kushner a scris, cu sinceritate și claritate, despre îndoielile și temerile pe care le naște orice tragedie. Cu înțelepciunea acumulată ca rabin, părinte, cititor și pur și simplu ca ființă umană, el refuză să-i învinuiască pe oameni sau pe Dumnezeu de nedreptățile vieții și găsește un singur vinovat: haosul.
Într-o lume în care multe tragedii par să nu aibă niciun sens, el ne propune să nu mai fim furioși pe noi, pe ceilalți sau pe Divinitate, ci pe situație, astfel încât să trecem peste suferință în armonie cu propria persoană, cu cei apropiați și cu Dumnezeu. Deseori imitat, dar niciodată întrecut, clasicul volum De ce oamenilor buni li se întâmplă lucruri rele ne limpezește gândurile și ne oferă consolare în vremuri de restriște.
„Iată o carte de care are nevoie orice om. Te va ajuta să înțelegi necazurile acestei vieți și te va motiva să le înfrunți cu ingeniozitate.“ Norman Vincent Peale „Indiferent că ești religios sau nu, această carte îți va spune ceva, pentru că atinge în profunzime probleme pe care nimeni nu le poate evita în viață.“ Harvey Cox, Harvard Divinity School
