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Published by Springer, 2005
ISBN 10: 0387260455ISBN 13: 9780387260457
Seller: Ria Christie Collections, Uxbridge, United Kingdom
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Published by Springer, 2005
ISBN 10: 0387260455ISBN 13: 9780387260457
Seller: GreatBookPrices, Columbia, MD, U.S.A.
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Published by Springer, 2005
ISBN 10: 0387260455ISBN 13: 9780387260457
Seller: booksXpress, Bayonne, NJ, U.S.A.
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Published by Springer, 2005
ISBN 10: 0387260455ISBN 13: 9780387260457
Seller: GreatBookPricesUK, Castle Donington, DERBY, United Kingdom
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Condition: New.
Published by Springer, 2005
ISBN 10: 0387260455ISBN 13: 9780387260457
Seller: GreatBookPricesUK, Castle Donington, DERBY, United Kingdom
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Condition: As New. Unread book in perfect condition.
Published by Springer, 2005
ISBN 10: 0387260455ISBN 13: 9780387260457
Seller: Mispah books, Redhill, SURRE, United Kingdom
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Hardcover. Condition: Like New. Like New. book.
Published by Springer, 2005
ISBN 10: 0387260455ISBN 13: 9780387260457
Seller: Lucky's Textbooks, Dallas, TX, U.S.A.
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Published by Springer, 2005
ISBN 10: 0387260455ISBN 13: 9780387260457
Seller: GreatBookPrices, Columbia, MD, U.S.A.
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Condition: As New. Unread book in perfect condition.
Published by Springer New York, 2005
ISBN 10: 0387260455ISBN 13: 9780387260457
Seller: moluna, Greven, Germany
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Condition: 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.
Published by Springer New York Nov 2005, 2005
ISBN 10: 0387260455ISBN 13: 9780387260457
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germany
Book Print on Demand
Buch. Condition: 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.
Published by Springer New York, 2005
ISBN 10: 0387260455ISBN 13: 9780387260457
Seller: AHA-BUCH GmbH, Einbeck, Germany
Book
Buch. Condition: 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.
Published by Springer, 2005
ISBN 10: 0387260455ISBN 13: 9780387260457
Seller: California Books, Miami, FL, U.S.A.
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Published by Springer-Verlag New York Inc., 2005
ISBN 10: 0387260455ISBN 13: 9780387260457
Seller: THE SAINT BOOKSTORE, Southport, United Kingdom
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Hardback. Condition: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days.
Published by Springer, 2005
ISBN 10: 0387260455ISBN 13: 9780387260457
Seller: BennettBooksLtd, North Las Vegas, NV, U.S.A.
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Condition: New. New. In shrink wrap. Looks like an interesting title! 1.72.