Controlled Markov Processes and Viscosity Solutions 2024 pdf epub mobi 電子書 下載

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Controlled Markov Processes and Viscosity Solutions pdf epub mobi 圖書描述

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.

Controlled Markov Processes and Viscosity Solutions 2024 pdf epub mobi 電子書 下載

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發表於2024-06-24

Controlled Markov Processes and Viscosity Solutions 2024 pdf epub mobi 電子書 下載

Controlled Markov Processes and Viscosity Solutions 2024 pdf epub mobi 電子書 下載

Controlled Markov Processes and Viscosity Solutions 2024 pdf epub mobi 電子書 下載

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圖書標籤: 數學   

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Controlled Markov Processes and Viscosity Solutions 2024 pdf epub mobi 電子書 下載

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