Delwedd Flaen

Markov Decision Processes with Applications to Finance

The theory of Markov decision processes focuses on controlled Markov chains in discrete time. The authors establish the theory for general state and action spaces and at the same time show its application by means of numerous examples, mostly taken from the fields of finance and operations research....

Disgrifiad llawn

Wedi'i Gadw mewn:

Manylion Llyfryddiaeth
Prif Awduron:	Bäuerle, Nicole. (Awdur, http://id.loc.gov/vocabulary/relators/aut), Rieder, Ulrich. (http://id.loc.gov/vocabulary/relators/aut)
Awdur Corfforaethol:	SpringerLink (Online service)
Fformat:	Electronig eLyfr
Iaith:	English
Cyhoeddwyd:	Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2011.
Rhifyn:	1st ed. 2011.
Cyfres:	Universitext,
Pynciau:	Probabilities. Economics, Mathematical . Applied mathematics. Engineering mathematics. Probability Theory and Stochastic Processes. Quantitative Finance. Applications of Mathematics.
Mynediad Ar-lein:	https://doi.org/10.1007/978-3-642-18324-9
Tagiau:	Ychwanegu Tag Dim Tagiau, Byddwch y cyntaf i dagio'r cofnod hwn!

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