Welcome to Loot.co.za!   Sign in / Register |Wishlists & Gift Vouchers |Help | Advanced search
0
Your cart

Your cart is empty

Books > Business & Economics > Finance & accounting

Buy Now

Controlled Markov Processes and Viscosity Solutions (Paperback, Softcover reprint of hardcover 2nd ed. 2006) Loot Price: R4,993
Discovery Miles 49 930
Repayment Terms: R468 pm x 12*
Add to cart
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

 (sign in to rate)
Loot Price R4,993 Discovery Miles 49 930 | Repayment Terms: R468 pm x 12*

Bookmark and Share

Expected to ship within 10 - 15 working days

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
LSN: 1-4419-2078-1
Barcode: 9781441920782

Is the information for this product incomplete, wrong or inappropriate? Let us know about it.

Does this product have an incorrect or missing image? Send us a new image.

Is this product missing categories? Add more categories.

Review This Product

No reviews yet - be the first to create one!

You might also like..

Mr Bitcoin - How I Became A Millionaire At 21 (Paperback): Mpho Dagada
Mr Bitcoin - How I Became A Millionaire…
Mpho Dagada Paperback R440 R407 Discovery Miles 4 070
Damaged Goods - The Rise and Fall of Sir Philip Green (Paperback): Oliver Shah
Damaged Goods - The Rise and Fall of Sir…
Oliver Shah Paperback  (1)
 R301 R246 Discovery Miles 2 460
Capitec - Stalking Giants (Paperback, English Edition): T J Strydom
Capitec - Stalking Giants
T J Strydom Paperback R320 R245 Discovery Miles 2 450
Income Tax In South Africa: Cases & Materials (Paperback, 4th): R.C. Williams
Income Tax In South Africa: Cases…
R.C. Williams Paperback R1,471 R1,296 Discovery Miles 12 960
Auditing: Legislation & Standards (Paperback, 2nd Edition):
Auditing: Legislation & Standards
Paperback  (7)
 R841 R767 Discovery Miles 7 670
Cost And Management Accounting (Paperback, 9th edition): Colin Drury
Cost And Management Accounting
Colin Drury Paperback R1,143 R1,031 Discovery Miles 10 310
Capitec - Stryd Met Die Grotes (Afrikaans, Paperback): T J Strydom
Capitec - Stryd Met Die Grotes
T J Strydom Paperback R320 R245 Discovery Miles 2 450
Descriptive Accounting - IFRS Focus (Paperback, 22nd Edition): Z.R. Koppeschaar, J. Rossouw, J. Sturdy, K Papageorgiou, C...
Descriptive Accounting - IFRS Focus
Z.R. Koppeschaar, J. Rossouw, … Paperback R1,768 Discovery Miles 17 680
Death And Taxes - How SARS Made Hitmen, Drug Dealers & Tax Dodgers Pay Their Dues (Paperback): Johann van Loggerenberg
Death And Taxes - How SARS Made Hitmen…
Johann van Loggerenberg Paperback R295 R236 Discovery Miles 2 360
Gripping GAAP - Your Guide to International Financial Reporting Standards (Paperback, 2020 Edition): Cathrynne Service
Gripping GAAP - Your Guide to…
Cathrynne Service Paperback  (1)
 R1,282 Discovery Miles 12 820
Dynamic Auditing - A Student Edition (Paperback, 14th Edition): B. Marx, A. van der Watt, P. Bourne
Dynamic Auditing - A Student Edition
B. Marx, A. van der Watt, … Paperback R1,384 R1,222 Discovery Miles 12 220
Graded Questions On Income Tax In South Africa 2023 (Paperback): Kevin Mitchell, Lindsay Mitchell
Graded Questions On Income Tax In South…
Kevin Mitchell, Lindsay Mitchell Paperback R641 Discovery Miles 6 410

See more
Books | DVD | Games | Music | Computers | Electronics | Fashion | Sport | Kitchen | Home | Pets | DIY | Toys | Baby | Health & Beauty | Stationery | Arts & Crafts
Need help?
My account
Services
Networking
Partners