9780387260457 - controlled markov processes and viscosity solutions: stochastic modelling and applied probability, vol 25 di fleming, wendell h.; soner, h. mete (11 risultati)
Lingua: Inglese
Editore: Springer 2005
Serie: Stochastic Modelling and Applied Probability, Libro 9 di 30. Libro 9 di 30 - Stochastic Modelling and Applied Probability
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Da: Goodwill of Silicon Valley, SAN JOSE, CA, U.S.A.Goodwill of Silicon Valley
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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.
Lingua: Inglese
Editore: Springer 2005
Serie: Stochastic Modelling and Applied Probability, Libro 9 di 30. Libro 9 di 30 - Stochastic Modelling and Applied Probability
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Da: Ria Christie Collections, Uxbridge, Regno UnitoRia Christie Collections
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Condizione: New. In English.
Lingua: Inglese
Editore: Springer 2005
Serie: Stochastic Modelling and Applied Probability, Libro 9 di 30. Libro 9 di 30 - Stochastic Modelling and Applied Probability
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Da: Mispah books, Redhill, SURRE, Regno UnitoMispah books
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Hardcover. Condizione: Like New. LIKE NEW. SHIPS FROM MULTIPLE LOCATIONS. book.
Lingua: Inglese
Editore: Springer 2005
Serie: Stochastic Modelling and Applied Probability, Libro 9 di 30. Libro 9 di 30 - Stochastic Modelling and Applied Probability
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Da: California Books, Miami, FL, U.S.A.California Books
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EUR 212,73
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Condizione: New.
Lingua: Inglese
Editore: Springer-Verlag New York Inc., US 2005
Serie: Stochastic Modelling and Applied Probability, Libro 9 di 30. Libro 9 di 30 - Stochastic Modelling and Applied Probability
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Da: Rarewaves.com USA, London, LONDO, Regno UnitoRarewaves.com USA
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EUR 222,13
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Hardback. 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, Springer 2005
Serie: Stochastic Modelling and Applied Probability, Libro 9 di 30. Libro 9 di 30 - Stochastic Modelling and Applied Probability
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Da: AHA-BUCH GmbH, Einbeck, GermaniaAHA-BUCH GmbH
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EUR 190,49
EUR 64,17 spedizioneSpedito da Germania a U.S.A.Quantità: 1 disponibili
Buch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book is an introduction to optimal stochastic control for continuous time Markov processes and the theory of viscosity solutions. The authors approach stochastic control problems by the method of dynamic programming. The text covers dynamic programm…ing for deterministic optimal control problems, as well as to the corresponding theory of viscosity solutions. New chapters introduce the role of stochastic optimal control in portfolio optimization and in pricing derivatives in incomplete markets and two-controller, zero-sum differential games. Also covered are controlled Markov diffusions and viscosity solutions of Hamilton-Jacobi-Bellman equations. The authors use 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.
Lingua: Inglese
Editore: Springer-Verlag New York Inc., US 2005
Serie: Stochastic Modelling and Applied Probability, Libro 9 di 30. Libro 9 di 30 - Stochastic Modelling and Applied Probability
- Rilegato
Da: Rarewaves.com UK, London, Regno UnitoRarewaves.com UK
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Hardback. 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 New York 2005
Serie: Stochastic Modelling and Applied Probability, Libro 9 di 30. Libro 9 di 30 - Stochastic Modelling and Applied Probability
- Rilegato
- Print on Demand
Da: moluna, Greven, , Germaniamoluna
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EUR 153,73
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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.
Lingua: Inglese
Editore: Springer New York Nov 2005 2005
Serie: Stochastic Modelling and Applied Probability, Libro 9 di 30. Libro 9 di 30 - Stochastic Modelling and Applied Probability
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- Print on Demand
Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, , GermaniaBuchWeltWeit Ludwig Meier e.K.
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EUR 181,89
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Buch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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 auth…ors 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 448 pp. Englisch.
Lingua: Inglese
Editore: Springer, Springer Nov 2005 2005
Serie: Stochastic Modelling and Applied Probability, Libro 9 di 30. Libro 9 di 30 - Stochastic Modelling and Applied Probability
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Da: buchversandmimpf2000, Emtmannsberg, BAYE, Germaniabuchversandmimpf2000
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 181,89
EUR 60,00 spedizioneSpedito da Germania a U.S.A.Quantità: 1 disponibili
Buch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -This book is an introduction to optimal stochastic control for continuous time Markov processes and the theory of viscosity solutions. The authors approach stochastic control problems by the method of dynamic programming. The text covers dyna…mic programming for deterministic optimal control problems, as well as to the corresponding theory of viscosity solutions. New chapters introduce the role of stochastic optimal control in portfolio optimization and in pricing derivatives in incomplete markets and two-controller, zero-sum differential games. Also covered are controlled Markov diffusions and viscosity solutions of Hamilton-Jacobi-Bellman equations. The authors use 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.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 448 pp. Englisch.
Lingua: Inglese
Editore: Springer-Verlag New York Inc. 2005
Serie: Stochastic Modelling and Applied Probability, Libro 9 di 30. Libro 9 di 30 - Stochastic Modelling and Applied Probability
- Rilegato
- Print on Demand
Da: THE SAINT BOOKSTORE, Southport, , Regno UnitoTHE SAINT BOOKSTORE
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EUR 246,85
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Hardback. Condizione: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days.
