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

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

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Inhoudsopgave

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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Taal Engels ● Formaat PDF ● Pagina’s 429 ● ISBN 9780387310718 ● Bestandsgrootte 3.8 MB ● Uitgeverij Springer New York ● Stad NY ● Land US ● Gepubliceerd 2006 ● Editie 2 ● Downloadbare 24 maanden ● Valuta EUR ● ID 2144671 ● Kopieerbeveiliging Sociale DRM

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