
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.
- Författare
- Nicole Bäuerle, Ulrich Rieder
- ISBN
- 9783642183232
- Språk
- Engelska
- Vikt
- 310 gram
- Serie
- Universitext
- Utgivningsdatum
- 2011-06-08
- Sidor
- 388
