Автор: Martin L. Puterman Название: Markov Decision Processes: Discrete Stochastic Dynamic Programming ISBN: 0471727822 ISBN-13(EAN): 9780471727828 Издательство: Wiley Рейтинг: Цена: 137230.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This book is an up-to-date, unified and rigorous treatment of theoretical, computational and applied research on Markov decision process models. The concentration of the book is on infinite-horizon discrete-time models, and it also discusses arbitrary state spaces, finite-horizon and continuous-time discrete-state models.
Автор: Fleming Wendell H., Soner H.M. Название: Controlled Markov Processes and Viscosity Solutions ISBN: 0387260455 ISBN-13(EAN): 9780387260457 Издательство: Springer Рейтинг: Цена: 121110.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This book is an introduction to optimal stochastic control for continuous time Markov processes and the 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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