Sách điện tử > Khoa học > Toán > Lý thuyết xác suất, thống kê > 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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Bìa của 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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Ngôn ngữ Anh ● định dạng PDF ● Trang 429 ● ISBN 9780387310718 ● Kích thước tập tin 3.8 MB ● Nhà xuất bản Springer New York ● Thành phố NY ● Quốc gia US ● Được phát hành 2006 ● Phiên bản 2 ● Có thể tải xuống 24 tháng ● Tiền tệ EUR ● TÔI 2144671 ● Sao chép bảo vệ DRM xã hội

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Wendell H. Fleming Halil Mete Soner

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