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Controlled Markov Processes and Viscosity Solutions (Paperback, Softcover reprint of hardcover 2nd ed. 2006) Loot Price: R5,131

Discovery Miles 51 310

Repayment Terms: R481 pm x 12*

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Controlled Markov Processes and Viscosity Solutions (Paperback, Softcover reprint of hardcover 2nd ed. 2006): Wendell H....

Controlled Markov Processes and Viscosity Solutions (Paperback, Softcover reprint of hardcover 2nd ed. 2006)

Wendell H. Fleming, Halil Mete Soner

Series: Stochastic Modelling and Applied Probability, 25

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Loot Price R5,131 Discovery Miles 51 310 | Repayment Terms: R481 pm x 12*

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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.

General

Imprint:	Springer-Verlag New York
Country of origin:	United States
Series:	Stochastic Modelling and Applied Probability, 25
Release date:	November 2010
First published:	2006
Authors:	Wendell H. Fleming • Halil Mete Soner
Dimensions:	235 x 155 x 28mm (L x W x T)
Format:	Paperback
Pages:	429
Edition:	Softcover reprint of hardcover 2nd ed. 2006
ISBN-13:	978-1-4419-2078-2
Categories:	Books > Business & Economics > Finance & accounting > General Books > Science & Mathematics > Mathematics > Probability & statistics Books > Reference & Interdisciplinary > Communication studies > Information theory > Cybernetics & systems theory Books > Business & Economics > Business & management > Management & management techniques > Operational research Books > Professional & Technical > Electronics & communications engineering > Electronics engineering > Automatic control engineering > General Promotions
LSN:	1-4419-2078-1
Barcode:	9781441920782