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

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

€171.19

Tabela de Conteúdo

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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Língua Inglês ● Formato PDF ● Páginas 429 ● ISBN 9780387310718 ● Tamanho do arquivo 3.8 MB ● Editora Springer New York ● Cidade NY ● País US ● Publicado 2006 ● Edição 2 ● Carregável 24 meses ● Moeda EUR ● ID 2144671 ● Proteção contra cópia DRM social

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