| 书目名称 | Markov Decision Processes with Applications to Finance | | 编辑 | Nicole Bäuerle,Ulrich Rieder | | 视频video | | | 概述 | Contains various applications with a particular view towards finance/insurance.Avoids many technical (e.g. measure theoretic) problems.The collection of topics is unique.Approach is problem-oriented a | | 丛书名称 | Universitext | | 图书封面 |  | | 描述 | .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. By using a structural approach many technicalities (concerning measure theory) are avoided. They cover problems with finite and infinite horizons, as well as partially observable Markov decision processes, piecewise deterministic Markov decision processes and stopping problems. .The book presents Markov decision processes in action and includes various state-of-the-art applications with a particular view towards finance. It is useful for upper-level undergraduates, Master‘s students and researchers in both applied probability and finance, and provides exercises (without solutions). . | | 出版日期 | Textbook 2011 | | 关键词 | 90C40, 93E20, 60J05, 91G10, 93E35, 60G40; Markov Decision Processes; Partially Observable Markov Decis | | 版次 | 1 | | doi | https://doi.org/10.1007/978-3-642-18324-9 | | isbn_softcover | 978-3-642-18323-2 | | isbn_ebook | 978-3-642-18324-9Series ISSN 0172-5939 Series E-ISSN 2191-6675 | | issn_series | 0172-5939 | | copyright | Springer-Verlag GmbH Berlin Heidelberg 2011 |
The information of publication is updating
|
|
发表于 2025-3-21 19:30:24
