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.

��ber diesen Titel� kann sich auf eine andere Ausgabe dieses Titels beziehen.

Anbieterinformationen

We carry a wide selection of books from South Asia, United States, UK.

Zur Homepage des Verk�ufers

Unternehmensdaten des Verk�ufers

Readingos GmbH
Kaiserstra�e 47, Frankfurt am Main, 60329, Germany

Gesch�ftsbedingungen:

Versandinformationen:

To ensure faster delivery, books may be shipped from any of the following locations; Germany, the United Kingdom (UK), the United States (US),based on the buyer's address and product availability.

Impressum & Info zum Verk�ufer

Zahlungsarten
akzeptiert von diesem Verk�ufer

Zu Kaufgesuchen hinzuf�gen

Verwandte Artikel zu Controlled Markov Processes and Viscosity Solutions

Controlled Markov Processes and Viscosity Solutions

Soner Halil Mete Fleming Wendell H.

Neu - Softcover

Unternehmensdaten des Verk�ufers