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

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

€171.19

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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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Bahasa Inggris ● Format PDF ● Halaman 429 ● ISBN 9780387310718 ● Ukuran file 3.8 MB ● Penerbit Springer New York ● Kota NY ● Negara US ● Diterbitkan 2006 ● Edisi 2 ● Diunduh 24 bulan ● Mata uang EUR ● ID 2144671 ● Perlindungan salinan DRM sosial

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