Chance and decision. Stochastic control in discrete time
Jerzy Zabczyk
ISBN 10: 8876422420 ISBN 13: 9788876422423
Published by Edizioni della Normale, 1996
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Mathematical theory of discrete time decision processes, also known as stochastic control, is based on two major ideas: backward induction and conditioning. It has a large number of applications in almost all branches of the natural sciences. The aim of these notes is to give a self-contained introduction to this theory and its applications. Our intention was to give a global and mathematically precise picture of the subject and present well motivated examples. We cover systems with complete or partial information as well as with complete or partial observation. We have tried to present in a unified way several topics such as dynamic programming equations, stopping problems, stabilization, Kalman-Bucy filter, linear regulator, adaptive control and option pricing. The notes discuss a large variety of models rather than concentrate on general existence theorems.
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Title: Chance and decision. Stochastic control in ...
Publisher: Edizioni della Normale
Publication Date: 1996
Binding: PAP
Condition: Used - Good
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Chance and Decision : Stochastic Control in Discrete Time: Quaderni
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Chance and decision. Stochastic control in discrete time (Paperback)
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Birkhauser Verlag AG, Pisa, 1996
ISBN 10: 8876422420
ISBN 13: 9788876422423
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Paperback. Condition: new. Paperback. Mathematical theory of discrete time decision processes, also known as stochastic control, is based on two major ideas: backward induction and conditioning. It has a large number of applications in almost all branches of the natural sciences. The aim of these notes is to give a self-contained introduction to this theory and its applications. Our intention was to give a global and mathematically precise picture of the subject and present well motivated examples. We cover systems with complete or partial information as well as with complete or partial observation. We have tried to present in a unified way several topics such as dynamic programming equations, stopping problems, stabilization, Kalman-Bucy filter, linear regulator, adaptive control and option pricing. The notes discuss a large variety of models rather than concentrate on general existence theorems. Mathematical theory of discrete time decision processes, also known as stochastic control, is based on two major ideas: backward induction and conditioning. We cover systems with complete or partial information as well as with complete or partial observation. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Seller Inventory # 9788876422423
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Chance and decision. Stochastic control in discrete time (Publications of the Scuola Normale Superiore)
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Chance and decision.Stochastic control in discrete time
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Condition: New. Mathematical theory of discrete time decision processes, also known as stochastic control, is based on two major ideas: backward induction and conditioning. It has a large number of applications in almost all branches of the natural sciences. The aim of the. Seller Inventory # 458789798
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Chance and Decision. Stochastic Control in Discrete Time (Publications of the Scuola Normale Superiore (Psns))
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Chance and Decision. Stochastic Control in Discrete Time
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Scuola Normale Superiore Okt 1996, 1996
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Taschenbuch. Condition: Neu. Neuware - Mathematical theory of discrete time decision processes, also known as stochastic control, is based on two major ideas: backward induction and conditioning. It has a large number of applications in almost all branches of the natural sciences. The aim of these notes is to give a self-contained introduction to this theory and its applications. Our intention was to give a global and mathematically precise picture of the subject and present well motivated examples. We cover systems with complete or partial information as well as with complete or partial observation. We have tried to present in a unified way several topics such as dynamic programming equations, stopping problems, stabilization, Kalman-Bucy filter, linear regulator, adaptive control and option pricing. The notes discuss a large variety of models rather than concentrate on general existence theorems. Seller Inventory # 9788876422423