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

Sokongan
€171.19
cara bayaran

Jadual kandungan

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.

Beli ebook ini dan dapatkan 1 lagi PERCUMA!
Bahasa Inggeris ● Format PDF ● Halaman-halaman 429 ● ISBN 9780387310718 ● Saiz fail 3.8 MB ● Penerbit Springer New York ● Bandar raya NY ● Negara US ● Diterbitkan 2006 ● Edisi 2 ● Muat turun 24 bulan ● Mata wang EUR ● ID 2144671 ● Salin perlindungan Social DRM

Lebih banyak ebook daripada pengarang yang sama / Penyunting

4,110 Ebooks dalam kategori ini