Controlled Markov Processes Viscosity by Fleming Wendell (24 results)
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Language: English
Published by Springer, 2005
Series: Book 9 of 30 - Stochastic Modelling and Applied Probability
- Hardcover
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Condition: very_good. Supports Goodwill of Silicon Valley job training programs. The cover and pages are in very good condition! The cover and any other included accessories are also in very good condition showing some minor use. The spine is straight, there are no rips tears or creases on the cover or the pages.
Language: English
Published by Springer, 2005
Series: Book 9 of 30 - Stochastic Modelling and Applied Probability
- Hardcover
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Condition: New. In English.
Language: English
Published by Springer, 2010
Series: Book 9 of 30 - Stochastic Modelling and Applied Probability
- Softcover
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Language: English
Published by Springer, 2005
Series: Book 9 of 30 - Stochastic Modelling and Applied Probability
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Language: English
Published by Springer-Verlag New York Inc., US, 2005
Series: Book 9 of 30 - Stochastic Modelling and Applied Probability
- Hardcover
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Hardback. Condition: New. Second Edition 2006. This book is an introduction to optimal stochastic control for continuous time Markov processes and the theory of viscosity solutions. The authors approach stochastic control problems by the method of dynamic programming. The text covers dynamic programming for deterministic optimal… control problems, as well as to the corresponding theory of viscosity solutions. New chapters introduce the role of stochastic optimal control in portfolio optimization and in pricing derivatives in incomplete markets and two-controller, zero-sum differential games. Also covered are controlled Markov diffusions and viscosity solutions of Hamilton-Jacobi-Bellman equations. The authors use illustrative examples and selective material to connect stochastic control theory with other mathematical areas (e.g. large deviations theory) and with applications to engineering, physics, management, and finance.
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Language: English
Published by Springer, 2010
Series: Book 9 of 30 - Stochastic Modelling and Applied Probability
- Softcover
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Taschenbuch. Condition: Neu. Controlled Markov Processes and Viscosity Solutions | Wendell H. Fleming (u. a.) | Taschenbuch | Stochastic Modelling and Applied Probability | xvii | Englisch | 2010 | Springer | EAN 9781441920782 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen…[dot]hartmann[at]springer[dot]com | Anbieter: preigu.
Language: English
Published by Springer, 2010
Series: Book 9 of 30 - Stochastic Modelling and Applied Probability
- Softcover
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Condition: New. pp. 448 2nd Edition.
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Language: English
Published by Springer, Springer, 2010
Series: Book 9 of 30 - Stochastic Modelling and Applied Probability
- Softcover
Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH
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Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book is an introduction to optimal stochastic control for continuous time Markov processes and the theory of viscosity solutions. The authors approach stochastic control problems by the method of dynamic programming. The text covers dynamic pr…ogramming for deterministic optimal control problems, as well as to the corresponding theory of viscosity solutions. New chapters introduce the role of stochastic optimal control in portfolio optimization and in pricing derivatives in incomplete markets and two-controller, zero-sum differential games. Also covered are controlled Markov diffusions and viscosity solutions of Hamilton-Jacobi-Bellman equations. The authors use illustrative examples and selective material to connect stochastic control theory with other mathematical areas (e.g. large deviations theory) and with applications to engineering, physics, management, and finance.
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Language: English
Published by Springer, Springer, 2005
Series: Book 9 of 30 - Stochastic Modelling and Applied Probability
- Hardcover
Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH
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Buch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book is an introduction to optimal stochastic control for continuous time Markov processes and the theory of viscosity solutions. The authors approach stochastic control problems by the method of dynamic programming. The text covers dynamic programmi…ng for deterministic optimal control problems, as well as to the corresponding theory of viscosity solutions. New chapters introduce the role of stochastic optimal control in portfolio optimization and in pricing derivatives in incomplete markets and two-controller, zero-sum differential games. Also covered are controlled Markov diffusions and viscosity solutions of Hamilton-Jacobi-Bellman equations. The authors use illustrative examples and selective material to connect stochastic control theory with other mathematical areas (e.g. large deviations theory) and with applications to engineering, physics, management, and finance.
Language: English
Published by Springer, 2009
Series: Book 9 of 30 - Stochastic Modelling and Applied Probability
- Softcover
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Language: English
Published by Springer New York, 2006
Series: Book 9 of 30 - Stochastic Modelling and Applied Probability
- Softcover
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Paperback. Condition: Brand New. 2nd ed. edition. 429 pages. 9.00x6.00x1.01 inches. In Stock.
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Language: English
Published by Springer-Verlag New York Inc., US, 2005
Series: Book 9 of 30 - Stochastic Modelling and Applied Probability
- Hardcover
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Hardback. Condition: New. Second Edition 2006. This book is intended as an introduction to optimal stochastic control for continuous time Markov processes and to the theory of viscosity solutions. The authors approach stochastic control problems by the method of dynamic programming. The text provides an introduction to dynamic p…rogramming for deterministic optimal control problems, as well as to the corresponding theory of viscosity solutions. Also covered are controlled Markov diffusions and viscosity solutions of Hamilton-Jacobi-Bellman equations. The authors have tried, through illustrative examples and selective material, to connect stochastic control theory with other mathematical areas (e.g. large deviations theory) and with applications to engineering, physics, management, and finance.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.
Language: English
Published by Springer, 2005
Series: Book 9 of 30 - Stochastic Modelling and Applied Probability
- Hardcover
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Language: English
Published by Springer Berlin, 1993
Series: Book 9 of 30 - Stochastic Modelling and Applied Probability
- Hardcover
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Condition: Sehr gut. Zustand: Sehr gut | Seiten: 428 | Sprache: Deutsch | Produktart: Bücher | Keine Beschreibung verfügbar.
Language: English
Published by Springer, 2010
Series: Book 9 of 30 - Stochastic Modelling and Applied Probability
- Softcover
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Condition: new. Questo è un articolo print on demand.
Language: English
Published by Springer, 2010
Series: Book 9 of 30 - Stochastic Modelling and Applied Probability
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Language: English
Published by Springer, 2005
Series: Book 9 of 30 - Stochastic Modelling and Applied Probability
- Hardcover
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Language: English
Published by Springer New York, 2010
Series: Book 9 of 30 - Stochastic Modelling and Applied Probability
- Softcover
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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.
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Language: English
Published by Springer New York, 2005
Series: Book 9 of 30 - Stochastic Modelling and Applied Probability
- Hardcover
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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.
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Language: English
Published by Springer, Springer Nov 2005, 2005
Series: Book 9 of 30 - Stochastic Modelling and Applied Probability
- Hardcover
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Buch. Condition: Neu. This item is printed on demand - Print on Demand Titel. Neuware -This book is an introduction to optimal stochastic control for continuous time Markov processes and the theory of viscosity solutions. The authors approach stochastic control problems by the method of dynamic programming. The text covers dynam…ic programming for deterministic optimal control problems, as well as to the corresponding theory of viscosity solutions. New chapters introduce the role of stochastic optimal control in portfolio optimization and in pricing derivatives in incomplete markets and two-controller, zero-sum differential games. Also covered are controlled Markov diffusions and viscosity solutions of Hamilton-Jacobi-Bellman equations. The authors use illustrative examples and selective material to connect stochastic control theory with other mathematical areas (e.g. large deviations theory) and with applications to engineering, physics, management, and finance.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 448 pp. Englisch.
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Language: English
Published by Springer, Springer Nov 2010, 2010
Series: Book 9 of 30 - Stochastic Modelling and Applied Probability
- Softcover
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Taschenbuch. Condition: Neu. This item is printed on demand - Print on Demand Titel. Neuware -This book is an introduction to optimal stochastic control for continuous time Markov processes and the theory of viscosity solutions. The authors approach stochastic control problems by the method of dynamic programming. The text cover…s dynamic programming for deterministic optimal control problems, as well as to the corresponding theory of viscosity solutions. New chapters introduce the role of stochastic optimal control in portfolio optimization and in pricing derivatives in incomplete markets and two-controller, zero-sum differential games. Also covered are controlled Markov diffusions and viscosity solutions of Hamilton-Jacobi-Bellman equations. The authors use illustrative examples and selective material to connect stochastic control theory with other mathematical areas (e.g. large deviations theory) and with applications to engineering, physics, management, and finance.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 448 pp. Englisch.
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Published by Springer, 2010
Series: Book 9 of 30 - Stochastic Modelling and Applied Probability
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Condition: New. Print on Demand pp. 448 49:B&W 6.14 x 9.21 in or 234 x 156 mm (Royal 8vo) Perfect Bound on White w/Gloss Lam.
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Published by Springer, 2010
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Condition: New. PRINT ON DEMAND pp. 448.
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Published by Springer-Verlag New York Inc., 2005
Series: Book 9 of 30 - Stochastic Modelling and Applied Probability
- Hardcover
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Hardback. Condition: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days.
