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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....

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书目详细资料
Main Authors:	Bäuerle, Nicole. (Author, http://id.loc.gov/vocabulary/relators/aut), Rieder, Ulrich. (http://id.loc.gov/vocabulary/relators/aut)
企业作者:	SpringerLink (Online service)
格式:	电子电子书
语言:	English
出版:	Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2011.
版:	1st ed. 2011.
丛编:	Universitext,
主题:	Probabilities. Economics, Mathematical . Applied mathematics. Engineering mathematics. Probability Theory and Stochastic Processes. Quantitative Finance. Applications of Mathematics.
在线阅读:	https://doi.org/10.1007/978-3-642-18324-9
标签:	添加标签没有标签, 成为第一个标记此记录!

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