Agatha Murgoci – författare
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3 produkter
Time-Inconsistent Control Theory with Finance Applications
Av Tomas Björk, Mariana Khapko m. fl.
Inbunden, 2021
1423 kr
Lägg i varukorg
This book is devoted to problems of stochastic control and stopping that are time inconsistent in the sense that they do not admit a Bellman optimality principle. These problems are cast in a game-theoretic framework, with the focus on subgame-perfect Nash equilibrium strategies. The general theory …
Time-Inconsistent Control Theory with Finance Applications
Av Agatha Murgoci, Mariana Khapko m. fl.
E-bok, 2021
1746 kr
Lägg i varukorg
This book is devoted to problems of stochastic control and stopping that are time inconsistent in the sense that they do not admit a Bellman optimality principle. These problems are cast in a game-theoretic framework, with the focus on subgame-perfect Nash equilibrium strategies. The general theory …
Time-Inconsistent Control Theory with Finance Applications
Av Tomas Björk, Mariana Khapko m. fl.
Häftad, 2022
1237 kr
Lägg i varukorg
This book is devoted to problems of stochastic control and stopping that are time inconsistent in the sense that they do not admit a Bellman optimality principle. These problems are cast in a game-theoretic framework, with the focus on subgame-perfect Nash equilibrium strategies. The general theory …
