Controlled Markov Processes and Viscosity Solutions
AvWendell H. Fleming,Halil Mete Soner
Häftad, Engelska, 2010
Del 25 i serien Stochastic Modelling and Applied Probability
1 804 kr
Beställningsvara. Skickas inom 10-15 vardagar. Fri frakt över 249 kr.
Fler format och utgåvor
Beskrivning
This book is an introduction to optimal stochastic control for continuous time Markov processes and the theory of viscosity solutions. It covers dynamic programming for deterministic optimal control problems, as well as to the corresponding theory of viscosity solutions. New chapters in this second edition introduce the role of stochastic optimal control in portfolio optimization and in pricing derivatives in incomplete markets and two-controller, zero-sum differential games.
Produktinformation
Utforska kategorier
Innehållsförteckning
Hoppa över listan
Mer från samma författare
Mathematical Finance
M. H. A. Davis, Mark H.A. Davis, Darrell Duffie, Wendell H. Fleming, Steven Shreve
Inbunden
1 593 kr
Del 65
Mathematical Finance
Mark H.A. Davis, Darrell Duffie, Wendell H. Fleming, Steven Shreve
Häftad
1 593 kr
Del 1
Del 1119
Recent Mathematical Methods in Dynamic Programming
Italo Capuzzo Dolcetta, Wendell H. Fleming, Tullio Zolezzi
Häftad
388 kr
Hoppa över listan
Mer från samma serie
Del 9
Del 51
Del 53
Stochastic Approximation and Recursive Algorithms and Applications
Harold Kushner, G. George Yin
Inbunden
2 121 kr
Average-Cost Control of Stochastic Manufacturing Systems
Suresh P. Sethi, Han-Qin Zhang, Qing Zhang
Inbunden
1 096 kr
Del 56
Wave Propagation and Time Reversal in Randomly Layered Media
Jean-Pierre Fouque, Josselin Garnier, G. Papanicolaou, Knut Solna
Inbunden
906 kr
Del 58
Del 59
Hoppa över listan
Du kanske också är intresserad av
Del 25
Controlled Markov Processes and Viscosity Solutions
Wendell H. Fleming, Halil Mete Soner
Inbunden
1 804 kr
Del 1812
Mathematical Aspects of Evolving Interfaces
Luigi Ambrosio, Klaus Deckelnick, Gerhard Dziuk, Masayasu Mimura, Vsvolod Solonnikov, Halil Mete Soner, Pierluigi Colli
Häftad
408 kr
Paris-Princeton Lectures on Mathematical Finance 2002
Peter Bank, Fabrice Baudoin, Hans Föllmer, L. C. G. Rogers, Halil Mete Soner, Nizar Touzi, René Carmona, Erhan Çınlar, Ivar Ekeland, Elyès Jouini, Jose A. Scheinkman, Nizar Touzi
Häftad
377 kr
Mathematical Finance
M. H. A. Davis, Mark H.A. Davis, Darrell Duffie, Wendell H. Fleming, Steven Shreve
Inbunden
1 593 kr
Del 1119
Recent Mathematical Methods in Dynamic Programming
Italo Capuzzo Dolcetta, Wendell H. Fleming, Tullio Zolezzi
Häftad
388 kr
Del 1
Del 65
Mathematical Finance
Mark H.A. Davis, Darrell Duffie, Wendell H. Fleming, Steven Shreve
Häftad
1 593 kr
- Nyhet
- Signerad!