Condizione: Very Good. *Price HAS BEEN REDUCED by 10% until Monday, Feb. 16 (Sale item)* 276 pp., paperback, light wear to spine and covers, previous owner's name to half-title page else text clean & binding tight. - If you are reading this, this item is actually (physically) in our stock and ready for shipment once ordered. We are not bookjackers. Buyer is responsible for any additional duties, taxes, or fees required by recipient's country.
Da: Lucky's Textbooks, Dallas, TX, U.S.A.
EUR 47,58
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: New.
Da: Chiron Media, Wallingford, Regno Unito
EUR 36,30
Quantità: 10 disponibili
Aggiungi al carrelloPaperback. Condizione: New.
Da: Ria Christie Collections, Uxbridge, Regno Unito
EUR 38,84
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: New. In.
Da: Revaluation Books, Exeter, Regno Unito
EUR 76,21
Quantità: 2 disponibili
Aggiungi al carrelloPaperback. Condizione: Brand New. 1st edition. 207 pages. 9.75x6.75x0.50 inches. In Stock.
paperback. Condizione: New. In shrink wrap. Looks like an interesting title!
Lingua: Inglese
Editore: Springer Berlin Heidelberg, 2003
ISBN 10: 3540401938 ISBN 13: 9783540401933
Da: moluna, Greven, Germania
EUR 59,10
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: New. The Paris-Princeton Lectures in Financial Mathematics, of which this is the first volume, will, on an annual basis, publish cutting-edge research in self-contained, expository articles from outstanding - established or upcoming! - s.
Condizione: very_good. Supports Goodwill of Silicon Valley job training programs. The cover and pages are in very good condition! The cover and any other included accessories are also in very good condition showing some minor use. The spine is straight, there are no rips tears or creases on the cover or the pages.
Da: BennettBooksLtd, Los Angeles, CA, U.S.A.
paperback. Condizione: New. In shrink wrap. Looks like an interesting title!
Lingua: Inglese
Editore: Springer Berlin Heidelberg, 1997
ISBN 10: 3540629106 ISBN 13: 9783540629108
Da: AHA-BUCH GmbH, Einbeck, Germania
EUR 53,49
Quantità: 1 disponibili
Aggiungi al carrelloTaschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - The volume comprises five extended surveys on the recent theory of viscosity solutions of fully nonlinear partial differential equations, and some of its most relevant applications to optimal control theory for deterministic and stochastic systems, front propagation, geometric motions and mathematical finance. The volume forms a state-of-the-art reference on the subject of viscosity solutions, and the authors are among the most prominent specialists. Potential readers are researchers in nonlinear PDE's, systems theory, stochastic processes.
Da: Buchpark, Trebbin, Germania
EUR 29,95
Quantità: 1 disponibili
Aggiungi al carrelloCondizione: Sehr gut. Zustand: Sehr gut | Seiten: 276 | Sprache: Englisch | Produktart: Bücher | Keine Beschreibung verfügbar.
Da: Studibuch, Stuttgart, Germania
EUR 98,99
Quantità: 1 disponibili
Aggiungi al carrellohardcover. Condizione: Gut. 446 Seiten; 9780387260457.3 Gewicht in Gramm: 3.
Da: Ria Christie Collections, Uxbridge, Regno Unito
EUR 170,86
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: New. In English.
Da: Ria Christie Collections, Uxbridge, Regno Unito
EUR 170,86
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: New. In English.
Da: Lucky's Textbooks, Dallas, TX, U.S.A.
EUR 182,20
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: New.
Da: Lucky's Textbooks, Dallas, TX, U.S.A.
EUR 182,20
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: New.
Da: Mispah books, Redhill, SURRE, Regno Unito
EUR 169,32
Quantità: 1 disponibili
Aggiungi al carrelloHardcover. Condizione: Like New. LIKE NEW. SHIPS FROM MULTIPLE LOCATIONS. book.
Da: California Books, Miami, FL, U.S.A.
EUR 205,62
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: New.
Da: California Books, Miami, FL, U.S.A.
EUR 205,62
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: New.
Lingua: Inglese
Editore: Springer-Verlag New York Inc., US, 2005
ISBN 10: 0387260455 ISBN 13: 9780387260457
Da: Rarewaves.com USA, London, LONDO, Regno Unito
EUR 222,30
Quantità: Più di 20 disponibili
Aggiungi al carrelloHardback. Condizione: New. Second Edition 2006. This book is intended as an introduction to optimal stochastic control for continuous time Markov processes and to the theory of viscosity solutions. The authors approach stochastic control problems by the method of dynamic programming. The text provides an introduction to dynamic programming for deterministic optimal control problems, as well as to the corresponding theory of viscosity solutions. Also covered are controlled Markov diffusions and viscosity solutions of Hamilton-Jacobi-Bellman equations. The authors have tried, through illustrative examples and selective material, to connect stochastic control theory with other mathematical areas (e.g. large deviations theory) and with applications to engineering, physics, management, and finance.In this Second Edition, new material on applications to mathematical finance has been added. Concise introductions to risk-sensitive control theory, nonlinear H-infinity control and differential games are also included.
Condizione: New. pp. 448 2nd Edition.
Lingua: Inglese
Editore: Springer New York, Springer US, 2010
ISBN 10: 1441920781 ISBN 13: 9781441920782
Da: AHA-BUCH GmbH, Einbeck, Germania
EUR 188,08
Quantità: 1 disponibili
Aggiungi al carrelloTaschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book is intended as an introduction to optimal stochastic control for continuous time Markov processes and to the theory of viscosity solutions. Stochastic control problems are treated using the dynamic programming approach. The authors approach stochastic control problems by the method of dynamic programming. The fundamental equation of dynamic programming is a nonlinear evolution equation for the value function. For controlled Markov diffusion processes, this becomes a nonlinear partial differential equation of second order, called a Hamilton-Jacobi-Bellman (HJB) equation. Typically, the value function is not smooth enough to satisfy the HJB equation in a classical sense. Viscosity solutions provide framework in which to study HJB equations, and to prove continuous dependence of solutions on problem data. The theory is illustrated by applications from engineering, management science, and financial economics.In this second edition, new material on applications to mathematical finance has been added. Concise introductions to risk-sensitive control theory, nonlinear H-infinity control and differential games are also included.Review of the earlier edition:'This book is highly recommended to anyone who wishes to learn the dinamic principle applied to optimal stochastic control for diffusion processes. Without any doubt, this is a fine book and most likely it is going to become a classic on the area. .'SIAM Review, 1994.
Lingua: Inglese
Editore: Springer New York, Springer US, 2005
ISBN 10: 0387260455 ISBN 13: 9780387260457
Da: AHA-BUCH GmbH, Einbeck, Germania
EUR 188,08
Quantità: 1 disponibili
Aggiungi al carrelloBuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book is intended as an introduction to optimal stochastic control for continuous time Markov processes and to the theory of viscosity solutions. Stochastic control problems are treated using the dynamic programming approach. The authors approach stochastic control problems by the method of dynamic programming. The fundamental equation of dynamic programming is a nonlinear evolution equation for the value function. For controlled Markov diffusion processes, this becomes a nonlinear partial differential equation of second order, called a Hamilton-Jacobi-Bellman (HJB) equation. Typically, the value function is not smooth enough to satisfy the HJB equation in a classical sense. Viscosity solutions provide framework in which to study HJB equations, and to prove continuous dependence of solutions on problem data. The theory is illustrated by applications from engineering, management science, and financial economics.In this second edition, new material on applications to mathematical finance has been added. Concise introductions to risk-sensitive control theory, nonlinear H-infinity control and differential games are also included.Review of the earlier edition:'This book is highly recommended to anyone who wishes to learn the dinamic principle applied to optimal stochastic control for diffusion processes. Without any doubt, this is a fine book and most likely it is going to become a classic on the area. .'SIAM Review, 1994.
Da: Mispah books, Redhill, SURRE, Regno Unito
EUR 253,38
Quantità: 1 disponibili
Aggiungi al carrelloPaperback. Condizione: Like New. LIKE NEW. SHIPS FROM MULTIPLE LOCATIONS. book.
Lingua: Inglese
Editore: Springer-Verlag New York Inc., US, 2005
ISBN 10: 0387260455 ISBN 13: 9780387260457
Da: Rarewaves.com UK, London, Regno Unito
EUR 208,91
Quantità: Più di 20 disponibili
Aggiungi al carrelloHardback. Condizione: New. Second Edition 2006. This book is intended as an introduction to optimal stochastic control for continuous time Markov processes and to the theory of viscosity solutions. The authors approach stochastic control problems by the method of dynamic programming. The text provides an introduction to dynamic programming for deterministic optimal control problems, as well as to the corresponding theory of viscosity solutions. Also covered are controlled Markov diffusions and viscosity solutions of Hamilton-Jacobi-Bellman equations. The authors have tried, through illustrative examples and selective material, to connect stochastic control theory with other mathematical areas (e.g. large deviations theory) and with applications to engineering, physics, management, and finance.In this Second Edition, new material on applications to mathematical finance has been added. Concise introductions to risk-sensitive control theory, nonlinear H-infinity control and differential games are also included.
Lingua: Inglese
Editore: Springer Berlin Heidelberg, 2003
ISBN 10: 3540140336 ISBN 13: 9783540140337
Da: moluna, Greven, Germania
EUR 37,80
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Includes supplementary material: sn.pub/extrasInterfaces are geometrical objects modelling free or moving boundaries and arise in a wide range of phase change problems in physical and biological sciences, particularly in material technology an.
Lingua: Inglese
Editore: Springer Berlin Heidelberg, 1997
ISBN 10: 3540629106 ISBN 13: 9783540629108
Da: moluna, Greven, Germania
EUR 48,37
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. The volume comprises five extended surveys on the recent theory of viscosity solutions of fully nonlinear partial differential equations, and some of its most relevant applications to optimal control theory for deterministic and stochastic systems, front pr.
Lingua: Inglese
Editore: Springer Berlin Heidelberg Mai 1997, 1997
ISBN 10: 3540629106 ISBN 13: 9783540629108
Da: buchversandmimpf2000, Emtmannsberg, BAYE, Germania
EUR 53,49
Quantità: 1 disponibili
Aggiungi al carrelloTaschenbuch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -The volume comprises five extended surveys on the recent theory of viscosity solutions of fully nonlinear partial differential equations, and some of its most relevant applications to optimal control theory for deterministic and stochastic systems, front propagation, geometric motions and mathematical finance. The volume forms a state-of-the-art reference on the subject of viscosity solutions, and the authors are among the most prominent specialists. Potential readers are researchers in nonlinear PDE's, systems theory, stochastic processes.Spektrum-Akademischer Vlg, Slevogtstraße 3-5, 69126 Heidelberg 276 pp. Englisch.
Da: moluna, Greven, Germania
EUR 153,73
Quantità: Più di 20 disponibili
Aggiungi al carrelloKartoniert / Broschiert. Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Provides a luckd introduction to optimal stochastic control for continuous time Markov processes and to the theory of viscosity solutionsAlso offers a concise introduction to risk-sensitive control theory, nonlinear H-infinity control and d.
Da: moluna, Greven, Germania
EUR 153,73
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Provides a luckd introduction to optimal stochastic control for continuous time Markov processes and to the theory of viscosity solutionsAlso offers a concise introduction to risk-sensitive control theory, nonlinear H-infinity control and d.