Edité par Society for Industrial and Applied Mathematics, 2016
ISBN 10 : 1611974232 ISBN 13 : 9781611974232
Langue: anglais
Vendeur : Brused Books, Pullman, WA, Etats-Unis
EUR 35,57
Autre deviseQuantité disponible : 1 disponible(s)
Ajouter au panierSoft cover. Etat : Near Fine. Inside is like new. No writing or names. Cover has a little wear.
Edité par Society for Industrial and Applied Mathematics, 2016
ISBN 10 : 1611974232 ISBN 13 : 9781611974232
Langue: anglais
Vendeur : Revaluation Books, Exeter, Royaume-Uni
EUR 96,57
Autre deviseQuantité disponible : 2 disponible(s)
Ajouter au panierPaperback. Etat : Brand New. 275 pages. 10.00x7.00x0.70 inches. In Stock.
Edité par SOC FOR INDUSTRIAL & APPLIED M, 2016
ISBN 10 : 1611974232 ISBN 13 : 9781611974232
Langue: anglais
Vendeur : moluna, Greven, Allemagne
EUR 101,15
Autre deviseQuantité disponible : 5 disponible(s)
Ajouter au panierEtat : New. KlappentextrnrnThe goal of this textbook is to introduce students to the stochastic analysis tools that play an increasing role in the probabilistic approach to optimization problems, including stochastic control and stochastic differential game.
Edité par Society for Industrial and Applied Mathematics,U.S., US, 2016
ISBN 10 : 1611974232 ISBN 13 : 9781611974232
Langue: anglais
Vendeur : Rarewaves.com UK, London, Royaume-Uni
EUR 115,13
Autre deviseQuantité disponible : 3 disponible(s)
Ajouter au panierPaperback. Etat : New. The goal of this textbook is to introduce students to the stochastic analysis tools that play an increasing role in the probabilistic approach to optimization problems, including stochastic control and stochastic differential games. While optimal control is taught in many graduate programs in applied mathematics and operations research, the author was intrigued by the lack of coverage of the theory of stochastic differential games.This is the first title in SIAM's Financial Mathematics book series and is based on the author's lecture notes. It will be helpful to students who are interested in stochastic differential equations (forward, backward, forward-backward); the probabilistic approach to stochastic control (dynamic programming and the stochastic maximum principle); and mean field games and control of McKean-Vlasov dynamics.The theory is illustrated by applications to models of systemic risk, macroeconomic growth, flocking/schooling, crowd behavior, and predatory trading, among others.
Edité par Society for Industrial and Applied Mathematics, 2016
ISBN 10 : 1611974232 ISBN 13 : 9781611974232
Langue: anglais
Vendeur : GreatBookPricesUK, Woodford Green, Royaume-Uni
EUR 102,49
Autre deviseQuantité disponible : 5 disponible(s)
Ajouter au panierEtat : New.
Edité par Society for Industrial & Applied Mathematics,U.S., 2016
ISBN 10 : 1611974232 ISBN 13 : 9781611974232
Langue: anglais
Vendeur : Kennys Bookstore, Olney, MD, Etats-Unis
EUR 117,72
Autre deviseQuantité disponible : 1 disponible(s)
Ajouter au panierEtat : New. 2016. Paperback. . . . . . Books ship from the US and Ireland.
Edité par Society for Industrial and Applied Mathematics, 2016
ISBN 10 : 1611974232 ISBN 13 : 9781611974232
Langue: anglais
Vendeur : Majestic Books, Hounslow, Royaume-Uni
EUR 110,89
Autre deviseQuantité disponible : 3 disponible(s)
Ajouter au panierEtat : New. pp. 366.
Edité par Society for Industrial & Applied Mathematics,U.S., 2016
ISBN 10 : 1611974232 ISBN 13 : 9781611974232
Langue: anglais
Vendeur : THE SAINT BOOKSTORE, Southport, Royaume-Uni
EUR 115,74
Autre deviseQuantité disponible : 5 disponible(s)
Ajouter au panierPaperback. Etat : New. New copy - Usually dispatched within 4 working days. 600.
Edité par Society for Industrial and Applied Mathematics,U.S., US, 2016
ISBN 10 : 1611974232 ISBN 13 : 9781611974232
Langue: anglais
Vendeur : Rarewaves.com USA, London, LONDO, Royaume-Uni
EUR 122,43
Autre deviseQuantité disponible : 3 disponible(s)
Ajouter au panierPaperback. Etat : New. The goal of this textbook is to introduce students to the stochastic analysis tools that play an increasing role in the probabilistic approach to optimization problems, including stochastic control and stochastic differential games. While optimal control is taught in many graduate programs in applied mathematics and operations research, the author was intrigued by the lack of coverage of the theory of stochastic differential games.This is the first title in SIAM's Financial Mathematics book series and is based on the author's lecture notes. It will be helpful to students who are interested in stochastic differential equations (forward, backward, forward-backward); the probabilistic approach to stochastic control (dynamic programming and the stochastic maximum principle); and mean field games and control of McKean-Vlasov dynamics.The theory is illustrated by applications to models of systemic risk, macroeconomic growth, flocking/schooling, crowd behavior, and predatory trading, among others.
Edité par Society for Industrial and Applied Mathematics, 2016
ISBN 10 : 1611974232 ISBN 13 : 9781611974232
Langue: anglais
Vendeur : GreatBookPrices, Columbia, MD, Etats-Unis
EUR 107,67
Autre deviseQuantité disponible : 6 disponible(s)
Ajouter au panierEtat : New.
Edité par Society for Industrial and Applied Mathematics, 2016
ISBN 10 : 1611974232 ISBN 13 : 9781611974232
Langue: anglais
Vendeur : Books Puddle, New York, NY, Etats-Unis
EUR 120,76
Autre deviseQuantité disponible : 3 disponible(s)
Ajouter au panierEtat : New. pp. 366.
Edité par Society for Industrial and Applied Mathematics, 2016
ISBN 10 : 1611974232 ISBN 13 : 9781611974232
Langue: anglais
Vendeur : GreatBookPrices, Columbia, MD, Etats-Unis
EUR 112,80
Autre deviseQuantité disponible : 6 disponible(s)
Ajouter au panierEtat : As New. Unread book in perfect condition.
Edité par Society for Industrial and Applied Mathematics, 2016
ISBN 10 : 1611974232 ISBN 13 : 9781611974232
Langue: anglais
Vendeur : GreatBookPricesUK, Woodford Green, Royaume-Uni
EUR 114,31
Autre deviseQuantité disponible : 5 disponible(s)
Ajouter au panierEtat : As New. Unread book in perfect condition.
Edité par Society For Industrial And Applied Mathematics (SIAM) Okt 2016, 2016
ISBN 10 : 1611974232 ISBN 13 : 9781611974232
Langue: anglais
Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne
EUR 124,98
Autre deviseQuantité disponible : 2 disponible(s)
Ajouter au panierTaschenbuch. Etat : Neu. Neuware - The goal of this textbook is to introduce students to the stochastic analysis tools that play an increasing role in the probabilistic approach to optimization problems, including stochastic control and stochastic differential games.