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Markov Decision Processes with Applications to Finance
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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. They cover problems with finite and infinite horizons, as well as partially observable Markov decision processes, piecewise deterministic Markov decision processes and stopping problems.

ISBN
9783642183232
Språk
Engelsk
Vekt
310 gram
Utgivelsesdato
8.6.2011
Antall sider
388