Glucocorticoids
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978-3-642-35201-0Springer-Verlag Berlin Heidelberg 2013
Indent
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UNT
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Omnipotent
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EVADE
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Numerical Solution,chapters when analytic methods fail. The main technique is policy improvement, but this requires an effective translation of an optimization problem for a controlled diffusion into an optimization problem for a controlled Markov chain, and various techniques for this are discussed.
Carcinogen
发表于 2025-3-26 03:22:18
Book 2013tal Merton problem, many variants are presented and solved, often using numerical techniques .that the book also covers. The final chapter assesses the relevance of many of the models in common use when applied to data.
爱管闲事
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L. C. G. RogersPresents the main methods for solving stochastic optimal control problems arising in finance.Through a large number of worked problems, illustrates how to use a combination of analytic and numerical t
prosperity
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entitle
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尊敬
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