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Modern Trends in Controlled Stochastic Processes (Hardcover, New) Loot Price: R1,694
Discovery Miles 16 940
Modern Trends in Controlled Stochastic Processes (Hardcover, New): Alexey B Piunovskiy

Modern Trends in Controlled Stochastic Processes (Hardcover, New)

Alexey B Piunovskiy

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Loot Price R1,694 Discovery Miles 16 940 | Repayment Terms: R159 pm x 12*

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World leading experts give their accounts of the modern mathematical models in the field: Markov Decision Processes, controlled diffusions, piece-wise deterministic processes etc, with a wide range of performance functionals. One of the aims is to give a general view on the state-of-the-art. The authors use Dynamic Programming, Convex Analytic Approach, several numerical methods, index-based approach and so on. Most chapters either contain well developed examples, or are entirely devoted to the application of the mathematical control theory to real life problems from such fields as Insurance, Portfolio Optimization and Information Transmission. The book will enable researchers, academics and research students to get a sense of novel results, concepts, models, methods, and applications of controlled stochastic processes.

General

Imprint: Luniver Press
Country of origin: United Kingdom
Release date: September 2010
First published: September 2010
Authors: Alexey B Piunovskiy
Dimensions: 234 x 156 x 20mm (L x W x T)
Format: Hardcover - Laminated cover
Pages: 344
Edition: New
ISBN-13: 978-1-905986-30-9
Categories: Books > Science & Mathematics > Mathematics > Algebra > General
Books > Science & Mathematics > Mathematics > Applied mathematics > General
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LSN: 1-905986-30-0
Barcode: 9781905986309

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