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

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

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表中的内容

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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语言英语 ● 格式 PDF ● 网页 429 ● ISBN 9780387310718 ● 文件大小 3.8 MB ● 出版者 Springer New York ● 市 NY ● 国家 US ● 发布时间 2006 ● 版 2 ● 下载 24 个月 ● 货币 EUR ● ID 2144671 ● 复制保护 社会DRM

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