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

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

€171.19

Table of Content

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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Language English ● Format PDF ● Pages 429 ● ISBN 9780387310718 ● File size 3.8 MB ● Publisher Springer New York ● City NY ● Country US ● Published 2006 ● Edition 2 ● Downloadable 24 months ● Currency EUR ● ID 2144671 ● Copy protection Social DRM

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