Електронна книга > Наука > Математика > Теорія ймовірностей, 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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Обкладинка 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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Мова Англійська ● Формат PDF ● Сторінки 429 ● ISBN 9780387310718 ● Розмір файлу 3.8 MB ● Видавець Springer New York ● Місто NY ● Країна US ● Опубліковано 2006 ● Видання 2 ● Завантажувані 24 місяців ● Валюта EUR ● Посвідчення особи 2144671 ● Захист від копіювання Соціальний DRM

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