Chance and decision. Stochastic control in discrete time (Paperback)

Lingua: inglese

Editore: Birkhauser Verlag AG, Pisa, 1996

8876422420 / 9788876422423

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Paperback. Mathematical theory of discrete time decision processes, also known as stochastic control, is based on two major ideas: backward induction and conditioning. It has a large number of applications in almost all branches of the natural sciences. The aim of these notes is to give a self-contained introduction to this theory and its applications. Our intention was to give a global and mathematically precise picture of the subject and present well motivated examples. We cover systems with complete or partial information as well as with complete or partial observation. We have tried to present in a unified way several topics such as dynamic programming equations, stopping problems, stabilization, Kalman-Bucy filter, linear regulator, adaptive control and option pricing. The notes discuss a large variety of models rather than concentrate on general existence theorems. Mathematical theory of discrete time decision processes, also known as stochastic control, is based on two major ideas: backward induction and conditioning. We cover systems with complete or partial information as well as with complete or partial observation. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.…

Codice articolo 9788876422423

Titolo
Chance and decision. Stochastic control in discrete time (Paperback)
Autore
Jerzy Zabczyk
Editore
Birkhauser Verlag AG, Pisa
Anno di pubblicazione
1996
Condizione
new
Rilegatura
Paperback
Lingua
inglese
ISBN 10
8876422420
ISBN 13
9788876422423

AussieBookSeller

Truganina, VIC, Australia

Venditore con 5 stelle

Venditore AbeBooks dal 22 giugno 2007

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