Continuous-time Stochastic Control and Optimization with Financial Applications
Stochastic optimization problems arise in decision-making problems under uncertainty, and find various applications in economics and finance. On the other hand, problems in finance have recently led to new developments in the theory of stochastic control. This volume provides a systematic treatment...
Κύριος συγγραφέας: | Pham, Huyên (Συγγραφέας) |
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Συγγραφή απο Οργανισμό/Αρχή: | SpringerLink (Online service) |
Μορφή: | Ηλεκτρονική πηγή Ηλ. βιβλίο |
Γλώσσα: | English |
Έκδοση: |
Berlin, Heidelberg :
Springer Berlin Heidelberg,
2009.
|
Σειρά: | Stochastic Modelling and Applied Probability,
61 |
Θέματα: | |
Διαθέσιμο Online: | Full Text via HEAL-Link |
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Stochastics of Environmental and Financial Economics Centre of Advanced Study, Oslo, Norway, 2014-2015 /
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Structure of Approximate Solutions of Optimal Control Problems
ανά: Zaslavski, Alexander J.
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Optimisation et contrôle stochastique appliqués à la finance
ανά: Pham, Huyên
Έκδοση: (2007) -
The Theory of Search Games and Rendezvous
ανά: Alpern, Steve, κ.ά.
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