9780387260457 - controlled markov processes and viscosity solutions: stochastic modelling and applied probability, vol 25 de soner, halil mete; fleming, wendell h. (11 resultados)
Idioma: Inglés
Editorial: Springer 2005
Serie: Stochastic Modelling and Applied Probability, Libro 9 de 30. Libro 9 de 30 - Stochastic Modelling and Applied Probability
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Librería: Goodwill of Silicon Valley, SAN JOSE, CA, Estados Unidos de AmericaGoodwill of Silicon Valley
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Condición: 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.
Idioma: Inglés
Editorial: Springer 2005
Serie: Stochastic Modelling and Applied Probability, Libro 9 de 30. Libro 9 de 30 - Stochastic Modelling and Applied Probability
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Librería: Ria Christie Collections, Uxbridge, Reino UnidoRia Christie Collections
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EUR 177,03
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Condición: New. In English.
Idioma: Inglés
Editorial: Springer 2005
Serie: Stochastic Modelling and Applied Probability, Libro 9 de 30. Libro 9 de 30 - Stochastic Modelling and Applied Probability
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Librería: Mispah books, Redhill, SURRE, Reino UnidoMispah books
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EUR 170,96
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Hardcover. Condición: Like New. LIKE NEW. SHIPS FROM MULTIPLE LOCATIONS. book.
Idioma: Inglés
Editorial: Springer 2005
Serie: Stochastic Modelling and Applied Probability, Libro 9 de 30. Libro 9 de 30 - Stochastic Modelling and Applied Probability
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Librería: California Books, Miami, FL, Estados Unidos de AmericaCalifornia Books
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EUR 214,86
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Condición: New.
Idioma: Inglés
Editorial: Springer-Verlag New York Inc., US 2005
Serie: Stochastic Modelling and Applied Probability, Libro 9 de 30. Libro 9 de 30 - Stochastic Modelling and Applied Probability
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Librería: Rarewaves.com USA, London, LONDO, Reino UnidoRarewaves.com USA
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EUR 222,95
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Hardback. Condición: 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 p…rogramming 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.
Idioma: Inglés
Editorial: Springer, Springer 2005
Serie: Stochastic Modelling and Applied Probability, Libro 9 de 30. Libro 9 de 30 - Stochastic Modelling and Applied Probability
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Librería: AHA-BUCH GmbH, Einbeck, AlemaniaAHA-BUCH GmbH
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EUR 190,49
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Buch. Condición: 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 programmi…ng 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.
Idioma: Inglés
Editorial: Springer-Verlag New York Inc., US 2005
Serie: Stochastic Modelling and Applied Probability, Libro 9 de 30. Libro 9 de 30 - Stochastic Modelling and Applied Probability
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Librería: Rarewaves.com UK, London, Reino UnidoRarewaves.com UK
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EUR 210,93
Envío por EUR 75,45Se envía de Reino Unido a Estados Unidos de AmericaCantidad disponible: Más de 20 disponibles
Hardback. Condición: 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 p…rogramming 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.
Idioma: Inglés
Editorial: Springer New York 2005
Serie: Stochastic Modelling and Applied Probability, Libro 9 de 30. Libro 9 de 30 - Stochastic Modelling and Applied Probability
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Librería: moluna, Greven, Alemaniamoluna
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EUR 153,73
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Condición: 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.
Idioma: Inglés
Editorial: Springer New York Nov 2005 2005
Serie: Stochastic Modelling and Applied Probability, Libro 9 de 30. Libro 9 de 30 - Stochastic Modelling and Applied Probability
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Librería: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, AlemaniaBuchWeltWeit Ludwig Meier e.K.
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EUR 181,89
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Buch. Condición: 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 autho…rs 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.
Idioma: Inglés
Editorial: Springer, Springer Nov 2005 2005
Serie: Stochastic Modelling and Applied Probability, Libro 9 de 30. Libro 9 de 30 - Stochastic Modelling and Applied Probability
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Librería: buchversandmimpf2000, Emtmannsberg, BAYE, Alemaniabuchversandmimpf2000
Contactar con el vendedorVendedor de 5 estrellasCondición: Nuevo
EUR 181,89
Envío por EUR 60,00Se envía de Alemania a Estados Unidos de AmericaCantidad disponible: 1 disponibles
Buch. Condición: 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 dynam…ic 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.
Idioma: Inglés
Editorial: Springer-Verlag New York Inc. 2005
Serie: Stochastic Modelling and Applied Probability, Libro 9 de 30. Libro 9 de 30 - Stochastic Modelling and Applied Probability
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- Impresión bajo demanda
Librería: THE SAINT BOOKSTORE, Southport, Reino UnidoTHE SAINT BOOKSTORE
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EUR 248,48
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Hardback. Condición: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days.
