Optimization Control And Applications Of Stochastic Systems

Author: Daniel Hernández-Hernández
Publisher: Springer Science & Business Media
ISBN: 0817683372
Size: 43.80 MB
Format: PDF, ePub
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This volume provides a general overview of discrete- and continuous-time Markov control processes and stochastic games, along with a look at the range of applications of stochastic control and some of its recent theoretical developments.

Achtung Statistik

Author: Björn Christensen
Publisher: Springer-Verlag
ISBN: 3662454688
Size: 36.58 MB
Format: PDF, Kindle
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Mit 150 Kolumnen „Achtung Statistik“ bietet das Buch eine kurzweilige Möglichkeit, Statistik zukünftig mit anderen Augen zu sehen, kritisch zu hinterfragen und in Einzelfällen sogar wissenschaftliche Top-Nachrichten mit gesundem ...

Stochastic Optimization In Continuous Time

Author: Fwu-Ranq Chang
Publisher: Cambridge University Press
ISBN: 9781139452229
Size: 71.77 MB
Format: PDF, ePub, Mobi
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First published in 2004, this is a rigorous but user-friendly book on the application of stochastic control theory to economics.

Optionsbewertung Und Portfolio Optimierung

Author: Ralf Korn
Publisher: Springer-Verlag
ISBN: 3322832104
Size: 60.85 MB
Format: PDF, ePub
View: 1357
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Es werden die typischen Aufgabenstellungen der zeitstetigen Modellierung von Finanzmärkten wie Optionsbewertung (insbesondere auch die Black-Scholes-Formel und zugehörige Varianten) und Portfolio-Optimierung (Bestimmen optimaler ...

Contract Theory In Continuous Time Models

Author: Jakša Cvitanic
Publisher: Springer Science & Business Media
ISBN: 3642142001
Size: 54.41 MB
Format: PDF, ePub
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In recent years there has been a significant increase of interest in continuous-time Principal-Agent models, or contract theory, and their applications.

Stochastic Control In Insurance

Author: Hanspeter Schmidli
Publisher: Springer Science & Business Media
ISBN: 1848000030
Size: 55.84 MB
Format: PDF, ePub, Docs
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Yet again, here is a Springer volume that offers readers something completely new.