9781441920782 - controlled markov processes and viscosity solutions: 25 di fleming, wendell h. h.; soner, halil mete (12 risultati)
Lingua: Inglese
Editore: Springer, 2010
Serie: Libro 9 di 30 - Stochastic Modelling and Applied Probability
- Brossura
Da: Ria Christie Collections, Uxbridge, Regno UnitoRia Christie Collections
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 178,26
EUR 14,00 spedizioneSpedito da Regno Unito a U.S.A.Quantità: Più di 20 disponibili
Condizione: New. In English.
Altre immaginiLingua: Inglese
Editore: Springer, 2010
Serie: Libro 9 di 30 - Stochastic Modelling and Applied Probability
- Brossura
Da: preigu, Osnabrück, Germaniapreigu
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 158,00
EUR 70,00 spedizioneSpedito da Germania a U.S.A.Quantità: 5 disponibili
Taschenbuch. Condizione: Neu. Controlled Markov Processes and Viscosity Solutions | Wendell H. Fleming (u. a.) | Taschenbuch | Stochastic Modelling and Applied Probability | xvii | Englisch | 2010 | Springer | EAN 9781441920782 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juerge…n[dot]hartmann[at]springer[dot]com | Anbieter: preigu.
Lingua: Inglese
Editore: Springer, 2010
Serie: Libro 9 di 30 - Stochastic Modelling and Applied Probability
- Brossura
Da: Books Puddle, New York, NY, U.S.A.Books Puddle
Contatta il venditoreVenditore con 4 stelleCondizione: Nuovo
EUR 238,77
EUR 3,42 spedizioneSpedito in U.S.A.Quantità: 4 disponibili
Condizione: New. pp. 448 2nd Edition.
Lingua: Inglese
Editore: Springer, Springer, 2010
Serie: Libro 9 di 30 - Stochastic Modelling and Applied Probability
- Brossura
Da: AHA-BUCH GmbH, Einbeck, GermaniaAHA-BUCH GmbH
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 190,49
EUR 63,37 spedizioneSpedito da Germania a U.S.A.Quantità: 1 disponibili
Taschenbuch. 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 p…rogramming 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, 2009
Serie: Libro 9 di 30 - Stochastic Modelling and Applied Probability
- Brossura
Da: Mispah books, Redhill, SURRE, Regno UnitoMispah books
Contatta il venditoreVenditore con 4 stelleCondizione: Usato - Come nuovo
EUR 257,62
EUR 29,22 spedizioneSpedito da Regno Unito a U.S.A.Quantità: 1 disponibili
Paperback. Condizione: Like New. LIKE NEW. SHIPS FROM MULTIPLE LOCATIONS. book.
Lingua: Inglese
Editore: Springer New York, 2006
Serie: Libro 9 di 30 - Stochastic Modelling and Applied Probability
- Brossura
Da: Revaluation Books, Exeter, Regno UnitoRevaluation Books
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 274,21
EUR 14,61 spedizioneSpedito da Regno Unito a U.S.A.Quantità: 2 disponibili
Paperback. Condizione: Brand New. 2nd ed. edition. 429 pages. 9.00x6.00x1.01 inches. In Stock.
Lingua: Inglese
Editore: Springer, 2010
Serie: Libro 9 di 30 - Stochastic Modelling and Applied Probability
- Brossura
- Print on Demand
Da: Brook Bookstore On Demand, Napoli, NA, ItaliaBrook Bookstore On Demand
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 142,27
EUR 6,80 spedizioneSpedito da Italia a U.S.A.Quantità: Più di 20 disponibili
Condizione: new. Questo è un articolo print on demand.
Lingua: Inglese
Editore: Springer New York, 2010
Serie: Libro 9 di 30 - Stochastic Modelling and Applied Probability
- Brossura
- Print on Demand
Da: moluna, Greven, Germaniamoluna
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 153,73
EUR 48,99 spedizioneSpedito da Germania a U.S.A.Quantità: Più di 20 disponibili
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 2010, 2010
Serie: Libro 9 di 30 - Stochastic Modelling and Applied Probability
- Brossura
- Print on Demand
Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermaniaBuchWeltWeit Ludwig Meier e.K.
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 181,89
EUR 23,00 spedizioneSpedito da Germania a U.S.A.Quantità: 2 disponibili
Taschenbuch. 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. T…he 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 448 pp. Englisch.
Lingua: Inglese
Editore: Springer, Springer Nov 2010, 2010
Serie: Libro 9 di 30 - Stochastic Modelling and Applied Probability
- Brossura
- Print on Demand
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
Taschenbuch. 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 cove…rs dynamic 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, 2010
Serie: Libro 9 di 30 - Stochastic Modelling and Applied Probability
- Brossura
- Print on Demand
Da: Majestic Books, Hounslow, Regno UnitoMajestic Books
Contatta il venditoreVenditore con 4 stelleCondizione: Nuovo
EUR 249,79
EUR 7,60 spedizioneSpedito da Regno Unito a U.S.A.Quantità: 4 disponibili
Condizione: New. Print on Demand pp. 448 49:B&W 6.14 x 9.21 in or 234 x 156 mm (Royal 8vo) Perfect Bound on White w/Gloss Lam.
Lingua: Inglese
Editore: Springer, 2010
Serie: Libro 9 di 30 - Stochastic Modelling and Applied Probability
- Brossura
- Print on Demand
Da: Biblios, frankfurt am main, HESSE, GermaniaBiblios
Contatta il venditoreVenditore con 4 stelleCondizione: Nuovo
EUR 257,74
EUR 9,95 spedizioneSpedito da Germania a U.S.A.Quantità: 4 disponibili
Condizione: New. PRINT ON DEMAND pp. 448.
