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Edité par Springer, 2005
ISBN 10 : 0387260455ISBN 13 : 9780387260457
Vendeur : Ria Christie Collections, Uxbridge, Royaume-Uni
Livre impression à la demande
Etat : New. PRINT ON DEMAND Book; New; Fast Shipping from the UK. No. book.
Edité par Springer, 2005
ISBN 10 : 0387260455ISBN 13 : 9780387260457
Vendeur : GreatBookPrices, Columbia, MD, Etats-Unis
Livre
Etat : New.
Edité par Springer, 2005
ISBN 10 : 0387260455ISBN 13 : 9780387260457
Vendeur : booksXpress, Bayonne, NJ, Etats-Unis
Livre
Hardcover. Etat : new.
Edité par Springer, 2005
ISBN 10 : 0387260455ISBN 13 : 9780387260457
Vendeur : GreatBookPricesUK, Castle Donington, DERBY, Royaume-Uni
Livre
Etat : New.
Edité par Springer, 2005
ISBN 10 : 0387260455ISBN 13 : 9780387260457
Vendeur : GreatBookPricesUK, Castle Donington, DERBY, Royaume-Uni
Livre
Etat : As New. Unread book in perfect condition.
Edité par Springer, 2005
ISBN 10 : 0387260455ISBN 13 : 9780387260457
Vendeur : Mispah books, Redhill, SURRE, Royaume-Uni
Livre
Hardcover. Etat : Like New. Like New. book.
Edité par Springer New York, 2005
ISBN 10 : 0387260455ISBN 13 : 9780387260457
Vendeur : moluna, Greven, Allemagne
Livre impression à la demande
Etat : 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.
Edité par Springer New York Nov 2005, 2005
ISBN 10 : 0387260455ISBN 13 : 9780387260457
Vendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne
Livre impression à la demande
Buch. Etat : 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 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.
Edité par Springer, 2005
ISBN 10 : 0387260455ISBN 13 : 9780387260457
Vendeur : Lucky's Textbooks, Dallas, TX, Etats-Unis
Livre
Etat : New.
Edité par Springer, 2005
ISBN 10 : 0387260455ISBN 13 : 9780387260457
Vendeur : GreatBookPrices, Columbia, MD, Etats-Unis
Livre
Etat : As New. Unread book in perfect condition.
Edité par Springer New York, 2005
ISBN 10 : 0387260455ISBN 13 : 9780387260457
Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne
Livre
Buch. Etat : Neu. Druck auf Anfrage Neuware - Printed after ordering - 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 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.
Edité par Springer, 2005
ISBN 10 : 0387260455ISBN 13 : 9780387260457
Vendeur : BennettBooksLtd, North Las Vegas, NV, Etats-Unis
Livre
Etat : New. New. In shrink wrap. Looks like an interesting title! 1.72.
Edité par Springer, 2005
ISBN 10 : 0387260455ISBN 13 : 9780387260457
Vendeur : California Books, Miami, FL, Etats-Unis
Livre
Etat : New.
Edité par Springer-Verlag New York Inc., 2005
ISBN 10 : 0387260455ISBN 13 : 9780387260457
Vendeur : THE SAINT BOOKSTORE, Southport, Royaume-Uni
Livre impression à la demande
Hardback. Etat : New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days.
Edité par Springer, 2005
ISBN 10 : 0387260455ISBN 13 : 9780387260457
Vendeur : GoldenWavesOfBooks, Fayetteville, TX, Etats-Unis
Livre
Hardcover. Etat : new. New. Fast Shipping and good customer service.
Edité par Springer, 2005
ISBN 10 : 0387260455ISBN 13 : 9780387260457
Vendeur : Wizard Books, Long Beach, CA, Etats-Unis
Livre
Hardcover. Etat : new. New.
Edité par Springer, 2005
ISBN 10 : 0387260455ISBN 13 : 9780387260457
Vendeur : Front Cover Books, Denver, CO, Etats-Unis
Livre
Etat : new.
Edité par Springer, 2005
ISBN 10 : 0387260455ISBN 13 : 9780387260457
Vendeur : Big Bill's Books, Wimberley, TX, Etats-Unis
Livre
Hardcover. Etat : new. Brand New Copy.
Edité par Springer, 2005
ISBN 10 : 0387260455ISBN 13 : 9780387260457
Vendeur : GoldBooks, Denver, CO, Etats-Unis
Livre
Hardcover. Etat : new. New Copy. Customer Service Guaranteed.