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Wendell H. Fleming & Halil Mete Soner
Controlled Markov Processes and Viscosity Solutions [PDF ebook]

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Cover von Wendell H. Fleming & Halil Mete Soner: Controlled Markov Processes and Viscosity Solutions (PDF)

€171.19

Inhaltsverzeichnis

Deterministic Optimal Control.- Viscosity Solutions.- Optimal Control of Markov Processes: Classical Solutions.- Controlled Markov Diffusions in ?n.- Viscosity Solutions: Second-Order Case.- Logarithmic Transformations and Risk Sensitivity.- Singular Perturbations.- Singular Stochastic Control.- Finite Difference Numerical Approximations.- Applications to Finance.- Differential Games.

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Sprache Englisch ● Format PDF ● Seiten 429 ● ISBN 9780387310718 ● Dateigröße 3.8 MB ● Verlag Springer New York ● Ort NY ● Land US ● Erscheinungsjahr 2006 ● Ausgabe 2 ● herunterladbar 24 Monate ● Währung EUR ● ID 2144671 ● Kopierschutz Soziales DRM

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