Selected Topics On Continuous-Time Controlled Markov Chains And Markov Games, Prieto-Rumeau Tomas Et Al
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.
Автор: L. C. G. Rogers Название: Diffusions, Markov Processes and Martingales ISBN: 0521775930 ISBN-13(EAN): 9780521775939 Издательство: Cambridge Academ Рейтинг: Цена: 77090.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This celebrated volume gives an accessible introduction to stochastic integrals, stochastic differential equations, excursion theory and the general theory of processes. Together with its companion, it helps equip graduate students for research into a subject of great intrinsic interest and wide application.
Автор: G. Fayolle , V. A. Malyshev , M. V. Menshikov Название: Topics in the Constructive Theory of Countable Markov Chains ISBN: 0521461979 ISBN-13(EAN): 9780521461979 Издательство: Cambridge Academ Рейтинг: Цена: 116160.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: The main point of the present book is to provide methods of analysing Markov chains based on Lyapunov functions. The authors provide not only a self-contained introduction to the theory but also details of how the required Lyapunov functions are constructed in various situations.
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