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

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

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Spis treści

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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Język Angielski ● Format PDF ● Strony 429 ● ISBN 9780387310718 ● Rozmiar pliku 3.8 MB ● Wydawca Springer New York ● Miasto NY ● Kraj US ● Opublikowany 2006 ● Ydanie 2 ● Do pobrania 24 miesięcy ● Waluta EUR ● ID 2144671 ● Ochrona przed kopiowaniem Społeczny DRM

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