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7 produkter
Controlled Markov Processes and Viscosity Solutions
Av Wendell H. Fleming, Halil Mete Soner
Inbunden, 2005
1853 kr
Lägg i varukorg
This book is an introduction to optimal stochastic control for continuous time Markov processes and the theory of viscosity solutions. The authors approach stochastic control problems by the method of dynamic programming. The text covers dynamic programming for deterministic optimal control …
Controlled Markov Processes and Viscosity Solutions
Av Halil Mete Soner, Wendell H. Fleming
E-bok, 2006
2509 kr
Lägg i varukorg
This book is an introduction to optimal stochastic control for continuous time Markov processes and the theory of viscosity solutions. The authors approach stochastic control problems by the method of dynamic programming. The text covers dynamic programming for deterministic optimal control …
Controlled Markov Processes and Viscosity Solutions
Av Wendell H. Fleming, Halil Mete Soner
Häftad, 2010
1858 kr
Lägg i varukorg
This book is an introduction to optimal stochastic control for continuous time Markov processes and the theory of viscosity solutions. The authors approach stochastic control problems by the method of dynamic programming. The text covers dynamic programming for deterministic optimal control …
Mathematical Aspects of Evolving Interfaces
Lectures given at the C.I.M.-C.I.M.E. joint Euro-Summer School held in Madeira Funchal, Portugal, July 3-9, 2000
Av Luigi Ambrosio, Klaus Deckelnick m. fl.
Häftad, 2003
420 kr
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Interfaces are geometrical objects modelling free or moving boundaries and arise in a wide range of phase change problems in physical and biological sciences, particularly in material technology and in dynamics of patterns. Especially in the end of last century, the study of evolving interfaces in …
Mathematical Aspects of Evolving Interfaces
Lectures given at the C.I.M.-C.I.M.E. joint Euro-Summer School held in Madeira Funchal, Portugal, July 3-9, 2000
Av Halil Mete Soner, Vsvolod Solonnikov m. fl.
E-bok, 2003
457 kr
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Interfaces are geometrical objects modelling free or moving boundaries and arise in a wide range of phase change problems in physical and biological sciences, particularly in material technology and in dynamics of patterns. Especially in the end of last century, the study of evolving interfaces in …
Paris-Princeton Lectures on Mathematical Finance 2002
Av Peter Bank, Fabrice Baudoin m. fl.
Häftad, 2003
388 kr
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The Paris-Princeton Lectures in Financial Mathematics, of which this is the first volume, will, on an annual basis, publish cutting-edge research in self-contained, expository articles from outstanding - established or upcoming! - specialists. The aim is to produce a series of articles that can …
Paris-Princeton Lectures on Mathematical Finance 2002
Av Nizar Touzi, Halil Mete Soner m. fl.
E-bok, 2003
522 kr
Lägg i varukorg
The Paris-Princeton Lectures in Financial Mathematics , of which this is the first volume, will, on an annual basis, publish cutting-edge research in self-contained, expository articles from outstanding - established or upcoming! - specialists. The aim is to produce a series of articles that can …