Name: Controlled Markov Processes and Viscosity Solutions
Price: 2010.95 DKK
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Author: Wendell H. Fleming
ISBN: 9780387260457

Controlled Markov Processes and Viscosity Solutions af Wendell H. Fleming

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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.

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Sprog:
Engelsk

ISBN:
9780387260457

Forlag:
Springer-Verlag New York Inc.

Indbinding:
Hardback

Sideantal:
429

Udgivet:
17. november 2005

Udgave:
22006

Størrelse:
304x166x33 mm.

Vægt:
834 g.

Leveringstid: 8-11 hverdage.
Forventet levering: 10. december 2024

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Forlænget returret til d. 31. januar 2025

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2.006,95 kr.

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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.

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