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In U.S.A.
Descrizione libro Soft Cover. Condizione: new. Codice articolo 9783319821337
Descrizione libro Condizione: New. Codice articolo ABLIING23Mar3113020107992
Descrizione libro Condizione: New. PRINT ON DEMAND Book; New; Fast Shipping from the UK. No. book. Codice articolo ria9783319821337_lsuk
Descrizione libro Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This book systematically studies the stochastic non-cooperative differential game theory of generalized linear Markov jump systems and its application in the field of finance and insurance. The book is an in-depth research book of the continuous time and discrete time linear quadratic stochastic differential game, in order to establish a relatively complete framework of dynamic non-cooperative differential game theory. It uses the method of dynamic programming principle and Riccati equation, and derives it into all kinds of existence conditions and calculating method of the equilibrium strategies of dynamic non-cooperative differential game. Based on the game theory method, this book studies the corresponding robust control problem, especially the existence condition and design method of the optimal robust control strategy. The book discusses the theoretical results and its applications in the risk control, option pricing, and the optimal investment problem in the field of finance and insurance, enriching the achievements of differential game research. This book can be used as a reference book for non-cooperative differential game study, for graduate students majored in economic management, science and engineering of institutions of higher learning. 204 pp. Englisch. Codice articolo 9783319821337
Descrizione libro Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Investigating systematically both the theory and methods, and their applicationsIntroduces the developments and research status of the theory for singular Markov jump linear systems, deterministic and stochastic differential g. Codice articolo 448756813
Descrizione libro Taschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book systematically studies the stochastic non-cooperative differential game theory of generalized linear Markov jump systems and its application in the field of finance and insurance. The book is an in-depth research book of the continuous time and discrete time linear quadratic stochastic differential game, in order to establish a relatively complete framework of dynamic non-cooperative differential game theory. It uses the method of dynamic programming principle and Riccati equation, and derives it into all kinds of existence conditions and calculating method of the equilibrium strategies of dynamic non-cooperative differential game. Based on the game theory method, this book studies the corresponding robust control problem, especially the existence condition and design method of the optimal robust control strategy. The book discusses the theoretical results and its applications in the risk control, option pricing, and the optimal investment problem in the field of finance and insurance, enriching the achievements of differential game research. This book can be used as a reference book for non-cooperative differential game study, for graduate students majored in economic management, science and engineering of institutions of higher learning. Codice articolo 9783319821337
Descrizione libro Codice articolo STOCK12138811
Descrizione libro Paperback. Condizione: New. New. book. Codice articolo D8F0-0-M-3319821334-6