Controlled Markov Processes and Viscosity Solutions 在线电子书 图书标签: 数学
发表于2024-11-08
Controlled Markov Processes and Viscosity Solutions 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024
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 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024