Applied Stochastic Control of Jump Diffusions
The main purpose of the book is to give a rigorous, yet mostly nontechnical, introduction to the most important and useful ...
اقرأ المزيد
Applied Stochastic Control of Jump Diffusions
The main purpose of the book is to give a rigorous, yet mostly nontechnical, introduction to the most important and useful ...
اقرأ المزيد
H-infinity Control and Estimation of State-multiplicative Linear Systems
This monograph embodies a comprehensive survey of the relevant literature with basic problems being formulated and solved ...
اقرأ المزيد
Malliavin Calculus for Lévy Processes with Applications to Finance
While the original works on Malliavin calculus aimed to study the smoothness of densities of solutions to stochastic differential ...
اقرأ المزيد
Mathematical Control Theory and Finance
This book highlights recent developments in mathematical control theory and its applications to finance. It presents a collection ...
اقرأ المزيد
Numerical Methods for Controlled Stochastic Delay Systems
The Markov chain approximation methods are widely used for the numerical solution of nonlinear stochastic control problems ...
اقرأ المزيد
Revenue Management and Survival Analysis in the Automobile Industry
André Jerenz develops a price-based revenue management framework to support retailers in establishing better and more profitable ...
اقرأ المزيدSimulation-based Algorithms for Markov Decision Processes
Markov decision process (MDP) models are widely used for modeling sequential decision-making problems that arise in engineering, ...
اقرأ المزيد
Stochastic Control in Insurance
Stochastic control is one of the methods being used to find optimal decision-making strategies in fields such as operations ...
اقرأ المزيد
