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Markov Decision Processes with Applications to Finance (Paperback, Edition.) Loot Price: R2,154
Discovery Miles 21 540
Markov Decision Processes with Applications to Finance (Paperback, Edition.): Nicole Bauerle, Ulrich Rieder

Markov Decision Processes with Applications to Finance (Paperback, Edition.)

Nicole Bauerle, Ulrich Rieder

Series: Universitext

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Loot Price R2,154 Discovery Miles 21 540 | Repayment Terms: R202 pm x 12*

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The theory of Markov decision processes focuses on controlled Markov chains in discrete time. The authors establish the theory for general state and action spaces and at the same time show its application by means of numerous examples, mostly taken from the fields of finance and operations research. By using a structural approach many technicalities (concerning measure theory) are avoided. They cover problems with finite and infinite horizons, as well as partially observable Markov decision processes, piecewise deterministic Markov decision processes and stopping problems.

The book presents Markov decision processes in action and includes various state-of-the-art applications with a particular view towards finance. It is useful for upper-level undergraduates, Master's students and researchers in both applied probability and finance, and provides exercises (without solutions). "

General

Imprint: Springer-Verlag
Country of origin: Germany
Series: Universitext
Release date: June 2011
First published: 2011
Authors: Nicole Bauerle • Ulrich Rieder
Dimensions: 235 x 155 x 22mm (L x W x T)
Format: Paperback
Pages: 388
Edition: Edition.
ISBN-13: 978-3-642-18323-2
Categories: Books > Business & Economics > Finance & accounting > General
Books > Science & Mathematics > Mathematics > Probability & statistics
Books > Science & Mathematics > Mathematics > Applied mathematics > General
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LSN: 3-642-18323-9
Barcode: 9783642183232

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