E-bok > Sciences > Math > Sannolikhetsteori, statistik > 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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Omslag till Wendell H. Fleming & Halil Mete Soner: Controlled Markov Processes and Viscosity Solutions (PDF)

€171.19

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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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Språk Engelska ● Formatera PDF ● Sidor 429 ● ISBN 9780387310718 ● Filstorlek 3.8 MB ● Utgivare Springer New York ● Stad NY ● Land US ● Publicerad 2006 ● Utgåva 2 ● Nedladdningsbara 24 månader ● Valuta EUR ● ID 2144671 ● Kopieringsskydd Social DRM

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