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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| Main Authors: | , |
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| Institution som forfatter: | |
| Format: | Electronisk eBog |
| Sprog: | English |
| Udgivet: |
Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer,
2011.
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| Udgivelse: | 1st ed. 2011. |
| Serier: | Universitext,
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| Fag: | |
| Online adgang: | https://doi.org/10.1007/978-3-642-18324-9 |
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