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

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

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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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Limba Engleză ● Format PDF ● Pagini 429 ● ISBN 9780387310718 ● Mărime fișier 3.8 MB ● Editura Springer New York ● Oraș NY ● Țară US ● Publicat 2006 ● Ediție 2 ● Descărcabil 24 luni ● Valută EUR ● ID 2144671 ● Protecție împotriva copiilor DRM social

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