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Controlled Markov Processes and Viscosity Solutions 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

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Wendell H. Fleming 作者

Springer

译者

2005-11-17 出版日期

448 页数

GBP 113.00 价格

Hardcover

丛书系列

9780387260457 图书编码

Controlled Markov Processes and Viscosity Solutions 在线电子书图书标签: 数学

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Controlled Markov Processes and Viscosity Solutions 在线电子书 epub 下载 mobi 下载 pdf 下载 txt 下载 2024

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Controlled Markov Processes and Viscosity Solutions 在线电子书 pdf 下载 txt下载 epub 下载 mobi 在线电子书下载

Controlled Markov Processes and Viscosity Solutions 在线电子书图书描述

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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