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7 produkter

  1. Wendell H. Fleming, Halil Mete Soner - Controlled Markov Processes and Viscosity Solutions, Inbunden. Tillgänglighet: Lägg i varukorg

    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 …

  2. Halil Mete Soner, Wendell H. Fleming - Controlled Markov Processes and Viscosity Solutions, E-bok. Tillgänglighet: Lägg i varukorg

    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 …

  3. Wendell H. Fleming, Halil Mete Soner - Controlled Markov Processes and Viscosity Solutions, Häftad. Tillgänglighet: Lägg i varukorg

    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 …

  4. Luigi Ambrosio, Klaus Deckelnick, Gerhard Dziuk, Masayasu Mimura, Vsvolod Solonnikov, Halil Mete Soner, Pierluigi Colli - Mathematical Aspects of Evolving Interfaces, Häftad. Tillgänglighet: Lägg i varukorg

    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

    Lägg i varukorg

    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 …

  5. Halil Mete Soner, Vsvolod Solonnikov, Masayasu Mimura, Gerhard Dziuk, Klaus Deckelnick, Luigi Ambrosio, Pierluigi Colli - Mathematical Aspects of Evolving Interfaces, E-bok. Tillgänglighet: Lägg i varukorg

    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

    Lägg i varukorg

    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 …

  6. 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 - Paris-Princeton Lectures on Mathematical Finance 2002, Häftad. Tillgänglighet: Lägg i varukorg

    Paris-Princeton Lectures on Mathematical Finance 2002

    Av Peter Bank, Fabrice Baudoin m. fl.

    Häftad, 2003

    388 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 …

  7. Nizar Touzi, Halil Mete Soner, L. C. G. Rogers, Hans Follmer, Fabrice Baudoin, Peter Bank, Nizar Touzi, Jose A. Scheinkman, Elyes Jouini, Ivar Ekeland, Erhan Cinlar, Rene Carmona - Paris-Princeton Lectures on Mathematical Finance 2002, E-bok. Tillgänglighet: Lägg i varukorg

    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 …