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Markov Decision Processes with Applications to Finance 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024

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Bauerle, Nicole; Rieder, Ulrich; 作者

譯者

2011-6 出版日期

406 頁數

$ 84.69 價格

叢書系列

9783642183232 圖書編碼

Markov Decision Processes with Applications to Finance 在線電子書圖書標籤: 數學 with to Springer Processes Markov Finance Decision

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發表於2024-09-07

Markov Decision Processes with Applications to Finance 在線電子書 epub 下載 mobi 下載 pdf 下載 txt 下載 2024

Markov Decision Processes with Applications to Finance 在線電子書 epub 下載 pdf 下載 mobi 下載 txt 下載 2024

Markov Decision Processes with Applications to Finance 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024

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Markov Decision Processes with Applications to Finance 在線電子書 pdf 下載 txt下載 epub 下載 mobi 在線電子書下載

Markov Decision Processes with Applications to Finance 在線電子書圖書描述

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).

Markov Decision Processes with Applications to Finance 在線電子書下載 mobi epub pdf txt 在線電子書下載

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