Електронна книга > Наука > Математика > Теория вероятностей, статистика > Wendell H. Fleming & Halil Mete Soner: Controlled Markov Processes and Viscosity Solutions (PDF)

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

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Обложка 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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язык английский ● Формат PDF ● страницы 429 ● ISBN 9780387310718 ● Размер файла 3.8 MB ● издатель Springer New York ● город NY ● Страна US ● опубликованный 2006 ● Издание 2 ● Загружаемые 24 месяцы ● валюта EUR ● Код товара 2144671 ● Защита от копирования Социальный DRM

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