Norges billigste bøker

Controlled Markov Processes and Viscosity Solutions

Om Controlled Markov Processes and Viscosity Solutions

This book is an introduction to optimal stochastic control for continuous time Markov processes and the 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.

Vis mer
  • Språk:
  • Engelsk
  • ISBN:
  • 9781441920782
  • Bindende:
  • Paperback
  • Sider:
  • 429
  • Utgitt:
  • 19. november 2010
  • Utgave:
  • 22006
  • Dimensjoner:
  • 235x156x28 mm.
  • Vekt:
  • 694 g.
  Gratis frakt
Leveringstid: 2-4 uker
Forventet levering: 20. januar 2025

Beskrivelse av Controlled Markov Processes and Viscosity Solutions

This book is an introduction to optimal stochastic control for continuous time Markov processes and the 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.

Brukervurderinger av Controlled Markov Processes and Viscosity Solutions



Finn lignende bøker
Boken Controlled Markov Processes and Viscosity Solutions finnes i følgende kategorier:

Gjør som tusenvis av andre bokelskere

Abonner på vårt nyhetsbrev og få rabatter og inspirasjon til din neste leseopplevelse.