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

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

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Table des matières

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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Langue Anglais ● Format PDF ● Pages 429 ● ISBN 9780387310718 ● Taille du fichier 3.8 MB ● Maison d’édition Springer New York ● Lieu NY ● Pays US ● Publié 2006 ● Édition 2 ● Téléchargeable 24 mois ● Devise EUR ● ID 2144671 ● Protection contre la copie DRM sociale

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