Controlled Markov Processes and Viscosity Solutions 2024 pdf epub mobi 电子书
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发表于2024-06-08
Controlled Markov Processes and Viscosity Solutions 2024 pdf epub mobi 电子书
Controlled Markov Processes and Viscosity Solutions 2024 pdf epub mobi 电子书
Controlled Markov Processes and Viscosity Solutions 2024 pdf epub mobi 电子书
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出版者:Springer
作者:Wendell H. Fleming
出品人:
页数:448
译者:
出版时间:2005-11-17
价格:GBP 113.00
装帧:Hardcover
isbn号码:9780387260457
丛书系列:
图书标签: 数学
Controlled Markov Processes and Viscosity Solutions 2024 pdf epub mobi 电子书 图书描述
This book is an introduction to optimal stochastic control for continuous time Markov processes and the theory of viscosity solutions. It covers dynamic programming for deterministic optimal control problems, as well as to the corresponding theory of viscosity solutions. New chapters in this second edition introduce the role of stochastic optimal control in portfolio optimization and in pricing derivatives in incomplete markets and two-controller, zero-sum differential games.
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Controlled Markov Processes and Viscosity Solutions 2024 pdf epub mobi 电子书
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