Continuous-time Stochastic Control and Optimization with Financial Applications

EISBN:9783540895008
PISBN:9783540894995
出版社:Springer Berlin Heidelberg
出版类型:Graduate/advanced undergraduate
出版时间:2009
作者:Huyên Pham
主题词:Quantitative Finance,Probability Theory and Stochastic Processes,Systems Theory,Control,Game Theory,Economics,Social and Behav. Sciences,Calculus of Variations and Optimal Control,Optimization
语种:英语
所属数据库:SpringerLink电子图书
相关推荐

Relative Optimization of Continuous-Time and Continuous-State Stochastic Systems

  • 作者:Xi-Ren Cao
  • EISBN:9783030418465
  • 出版社:Springer International Publishing
  • 出版时间:2020

An Introduction to Continuous-Time Stochastic Processes

  • 作者:Vincenzo Capasso,David Bakstein
  • EISBN:9780817644284
  • 出版社:Birkhäuser Boston
  • 出版时间:2005

An Introduction to Continuous-Time Stochastic Processes

  • 作者:Vincenzo Capasso,David Bakstein
  • EISBN:9781493927579
  • 出版社:Springer New York
  • 出版时间:2015

An Introduction to Continuous-Time Stochastic Processes

  • 作者:Vincenzo Capasso,David Bakstein
  • EISBN:9780817683467
  • 出版社:Birkhäuser Boston
  • 出版时间:2012

Continuous-Time Markov Chains and Applications

  • 作者:George G. Yin,Qing Zhang
  • EISBN:9781461206279
  • 出版社:Springer New York
  • 出版时间:1998

Stochastic Control in Discrete and Continuous Time

  • 作者:Atle Seierstad
  • EISBN:9780387766171
  • 出版社:Springer US
  • 出版时间:2009