Controlled Markov Processes and Viscosity Solutions - Couverture rigide

Fleming, Wendell H.; Soner, H.Mete

9780387979274: Controlled Markov Processes and Viscosity Solutions

Couverture rigide

ISBN 10 : 0387979271 ISBN 13 : 9780387979274

Editeur : Springer-Verlag Berlin and Heidelberg GmbH & Co. K, 1992

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Book by Fleming Wendell H Soner HM

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Pr�sentation de l'�diteur

This book is an introduction to optimal stochastic control for continuous time Markov processes and the theory of viscosity solutions. It covers dynamic programming for deterministic optimal control problems, as well as to the corresponding theory of viscosity solutions. New chapters in this second edition introduce the role of stochastic optimal control in portfolio optimization and in pricing derivatives in incomplete markets and two-controller, zero-sum differential games.

Les informations fournies dans la section � A propos du livre � peuvent faire r�f�rence � une autre �dition de ce titre.

�diteurSpringer-Verlag Berlin and Heidelberg GmbH & Co. K
Date d'�dition1992
ISBN 10 0387979271
ISBN 13 9780387979274
ReliureReli�
Langueanglais
Nombre de pages452

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�tat : Satisfaisant

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Autres �ditions populaires du m�me titre

9780387260457: Controlled Markov Processes and Viscosity Solutions.: Stochastic modelling and applied probability, vol 25

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ISBN 10 : 0387260455 ISBN 13 : 9780387260457
Editeur : Springer-Verlag New York Inc., 2005
Couverture rigide

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Controlled Markov Processes and Viscosity Solutions (Stochastic Modelling and Applied Probability)

Fleming, Wendell H.; Soner, H.Mete

Edit� par Springer, 1748

ISBN 10 : 0387979271 ISBN 13 : 9780387979274

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Controlled Markov Processes and Viscosity Solutions (Stochastic Modelling and Applied Probability)

Wendell H. Fleming, H. Mete Soner

Edit� par Springer, 1993

ISBN 10 : 0387979271 ISBN 13 : 9780387979274

Ancien ou d'occasion Couverture rigide

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Etat : Very Good. First edition, first printing, 452 pp., hardcover, spine lightly faded, previous owner's small hand stamp to front free endpaper else very good. - 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. N� de r�f. du vendeur ZB1322048

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