Controlled Markov Processes and Viscosity Solutions

Name: Controlled Markov Processes and Viscosity Solutions
SKU: 11084222
Price: 478.99 AUD
Availability: InStock

By:

Format:

Paperback / softback

Series:

Stochastic Modelling and Applied Probability

Show Hide Adult Content

$478.99

Available from supplier

Usually ships in 3-4 weeks

0 in Trolley

Price Match

Wrap this item as a gift ($5.90) - add a free gift card on the next page

Buy Now, Pay Later with:

4 payments of $119.75 with Afterpay Learn more

Availability

Delivering to:

Estimated arrival:

Around 18-28 June using International Courier

Description

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.

Release date Australia

November 19th, 2010

Author

Audience

Professional & Vocational

Edition

Softcover reprint of hardcover 2nd ed. 2006

Illustrations

XVII, 429 p.

Pages

429

Series

Stochastic Modelling and Applied Probability

Dimensions

156x234x23

ISBN-13

9781441920782

Product ID

11084222

Customer reviews

Nobody has reviewed this product yet. You could be the first!

Write a Review

Marketplace listings

There are no Marketplace listings available for this product currently.
Already own it? Create a free listing and pay just 9% commission when it sells!

Sell Yours Here