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

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

€171.19

Tabella dei contenuti

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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Lingua Inglese ● Formato PDF ● Pagine 429 ● ISBN 9780387310718 ● Dimensione 3.8 MB ● Casa editrice Springer New York ● Città NY ● Paese US ● Pubblicato 2006 ● Edizione 2 ● Scaricabile 24 mesi ● Moneta EUR ● ID 2144671 ● Protezione dalla copia DRM sociale

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