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Bauerle, Nicole; Rieder, Ulrich; 作者

译者

2011-6 出版日期

406 页数

$ 84.69 价格

丛书系列

9783642183232 图书编码

Markov Decision Processes with Applications to Finance 在线电子书图书标签: 数学 with to Springer Processes Markov Finance Decision

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Markov Decision Processes with Applications to Finance 在线电子书 epub 下载 mobi 下载 pdf 下载 txt 下载 2024

Markov Decision Processes with Applications to Finance 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

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Markov Decision Processes with Applications to Finance 在线电子书 pdf 下载 txt下载 epub 下载 mobi 在线电子书下载

Markov Decision Processes with Applications to Finance 在线电子书图书描述

The theory of Markov decision processes focuses on controlled Markov chains in discrete time. The authors establish the theory for general state and action spaces and at the same time show its application by means of numerous examples, mostly taken from the fields of finance and operations research. By using a structural approach many technicalities (concerning measure theory) are avoided. They cover problems with finite and infinite horizons, as well as partially observable Markov decision processes, piecewise deterministic Markov decision processes and stopping problems. The book presents Markov decision processes in action and includes various state-of-the-art applications with a particular view towards finance. It is useful for upper-level undergraduates, Master's students and researchers in both applied probability and finance, and provides exercises (without solutions).

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