Controlled Markov Processes and Viscosity Solutions - Halil Mete Soner,Wendell H. Fleming
-40% koodiga BOOKS
Saadetis 17-23 tööpäeva jooksul
30-päevane tagastamisõigus
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 ... Täielik kirjeldus
Võib-olla meeldib sulle ka
TOP
The Demon-Haunted World: Science as a Candle in the Dark
-40% koodiga BOOKS
Meie tarnija laos
TOP
The Art of Uncertainty: How to Navigate Chance, Ignorance, Risk and Luck
-40% koodiga BOOKS
Lõppenud
TOP
Heart Rate Variability: Science and Strategies for Peak Performance
Marco Altini, Sylvain Laborde, Dan Plews, Emma Mosley
-40% koodiga BOOKS
Lõppenud
TOP
Many Faces, One Purpose: A Manager's Handbook on Women in Firefighting
U. S. Fire Administration, Homeland Security
-40% koodiga BOOKS
Lõppenud
TOP
The Gulf Moment: Arab Relations Since 2011
Florence Gaub, U. S. Army War College, Strategic Studies Institute
-40% koodiga BOOKS
Lõppenud
TOP
Introduction to Algorithms
Ronald L. Rivest, Charles E. Leiserson, Clifford Stein, Thomas H. Cormen
-40% koodiga BOOKS
Meie tarnija laos
TOP
Skin in the Game: Hidden Asymmetries in Daily Life
-40% koodiga BOOKS
Meie tarnija laos
TOP
101 Things I Learned in Architecture School
-40% koodiga BOOKS
Meie tarnija laos
TOP
Dinosaurs and Prehistoric Life: The Definitive Visual Guide to Prehistoric Animals
-40% koodiga BOOKS
Meie tarnija laos
TOP
Worth Dying For: The Power and Politics of Flags
-40% koodiga BOOKS
Meie tarnija laos
TOP
Crossing Borders: About the birth of the Consortium of European Research Libraries, the organisation's early years and its path to maturity, spanning the period from the late twentieth century to the first decades of the twenty-first century
-40% koodiga BOOKS
Meie tarnija laos
TOP
The Code Book: The Science of Secrecy from Ancient Egypt to Quantum Cryptography
-40% koodiga BOOKS
Meie tarnija laos
TOP
Playing It by the Book: Printed and Manuscript Book Games in Early Modern Europe
-40% koodiga BOOKS
Meie tarnija laos
TOP
International Economics: Theory and Policy, Global Edition
Paul Krugman, Maurice Obstfeld, Marc Melitz
-40% koodiga BOOKS
Meie tarnija laos
TOP
The Unaccountability Machine: Why Big Systems Make Terrible Decisions
-40% koodiga BOOKS
Meie tarnija laos
TOP
Nudge: Improving Decisions About Health, Wealth and Happiness
Cass R Sunstein, Richard H. Thaler
-40% koodiga BOOKS
Laos
TOP
Einhundert Zitate Female Edition: Ein Postkartenbuch mit 100 Zitaten
-40% koodiga BOOKS
Meie tarnija laos
Kirjeldus
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.
Lisateave
| Autor | Halil Mete Soner, Wendell H. Fleming |
|---|---|
| Kirjastaja | Springer US |
| Series | Stochastic Modelling and Applied Probability |
| Väljalaskeaasta | 2005 |
| Kaanetüüp | Kõvakaaneline |
| EAN | 9780387260457 |