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Alle Exemplare der Ausgabe mit dieser ISBN anzeigen:This book systematically studies the stochastic non-cooperative differential game theory of generalized linear Markov jump systems and its application in the field of finance and insurance. The book is an in-depth research book of the continuous time and discrete time linear quadratic stochastic differential game, in order to establish a relatively complete framework of dynamic non-cooperative differential game theory. It uses the method of dynamic programming principle and Riccati equation, and derives it into all kinds of existence conditions and calculating method of the equilibrium strategies of dynamic non-cooperative differential game. Based on the game theory method, this book studies the corresponding robust control problem, especially the existence condition and design method of the optimal robust control strategy. The book discusses the theoretical results and its applications in the risk control, option pricing, and the optimal investment problem in the field of finance and insurance, enriching the achievements of differential game research. This book can be used as a reference book for non-cooperative differential game study, for graduate students majored in economic management, science and engineering of institutions of higher learning.
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Buchbeschreibung Soft Cover. Zustand: new. Bestandsnummer des Verkäufers 9783319821337
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Buchbeschreibung Zustand: New. Bestandsnummer des Verkäufers ABLIING23Mar3113020107992
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Buchbeschreibung Zustand: New. Bestandsnummer des Verkäufers 33178379-n
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Buchbeschreibung Zustand: New. PRINT ON DEMAND Book; New; Fast Shipping from the UK. No. book. Bestandsnummer des Verkäufers ria9783319821337_lsuk
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Buchbeschreibung Zustand: New. Bestandsnummer des Verkäufers 33178379-n
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Buchbeschreibung Taschenbuch. Zustand: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This book systematically studies the stochastic non-cooperative differential game theory of generalized linear Markov jump systems and its application in the field of finance and insurance. The book is an in-depth research book of the continuous time and discrete time linear quadratic stochastic differential game, in order to establish a relatively complete framework of dynamic non-cooperative differential game theory. It uses the method of dynamic programming principle and Riccati equation, and derives it into all kinds of existence conditions and calculating method of the equilibrium strategies of dynamic non-cooperative differential game. Based on the game theory method, this book studies the corresponding robust control problem, especially the existence condition and design method of the optimal robust control strategy. The book discusses the theoretical results and its applications in the risk control, option pricing, and the optimal investment problem in the field of finance and insurance, enriching the achievements of differential game research. This book can be used as a reference book for non-cooperative differential game study, for graduate students majored in economic management, science and engineering of institutions of higher learning. 204 pp. Englisch. Bestandsnummer des Verkäufers 9783319821337
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Buchbeschreibung Zustand: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Investigating systematically both the theory and methods, and their applicationsIntroduces the developments and research status of the theory for singular Markov jump linear systems, deterministic and stochastic differential g. Bestandsnummer des Verkäufers 448756813
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Buchbeschreibung Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book systematically studies the stochastic non-cooperative differential game theory of generalized linear Markov jump systems and its application in the field of finance and insurance. The book is an in-depth research book of the continuous time and discrete time linear quadratic stochastic differential game, in order to establish a relatively complete framework of dynamic non-cooperative differential game theory. It uses the method of dynamic programming principle and Riccati equation, and derives it into all kinds of existence conditions and calculating method of the equilibrium strategies of dynamic non-cooperative differential game. Based on the game theory method, this book studies the corresponding robust control problem, especially the existence condition and design method of the optimal robust control strategy. The book discusses the theoretical results and its applications in the risk control, option pricing, and the optimal investment problem in the field of finance and insurance, enriching the achievements of differential game research. This book can be used as a reference book for non-cooperative differential game study, for graduate students majored in economic management, science and engineering of institutions of higher learning. Bestandsnummer des Verkäufers 9783319821337
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Buchbeschreibung Paperback. Zustand: New. New. book. Bestandsnummer des Verkäufers D8F0-0-M-3319821334-6
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Buchbeschreibung Zustand: New. 2018. Paperback. . . . . . Books ship from the US and Ireland. Bestandsnummer des Verkäufers V9783319821337
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