The main purpose of the book is to give a rigorous, yet mostly nontechnical, introduction to the most important and useful ...
WeiterlesenThe main purpose of the book is to give a rigorous, yet mostly nontechnical, introduction to the most important and useful ...
WeiterlesenThis monograph embodies a comprehensive survey of the relevant literature with basic problems being formulated and solved ...
WeiterlesenWhile the original works on Malliavin calculus aimed to study the smoothness of densities of solutions to stochastic differential ...
WeiterlesenThis book highlights recent developments in mathematical control theory and its applications to finance. It presents a collection ...
WeiterlesenThe Markov chain approximation methods are widely used for the numerical solution of nonlinear stochastic control problems ...
WeiterlesenAndré Jerenz develops a price-based revenue management framework to support retailers in establishing better and more profitable ...
WeiterlesenMarkov decision process (MDP) models are widely used for modeling sequential decision-making problems that arise in engineering, ...
WeiterlesenStochastic control is one of the methods being used to find optimal decision-making strategies in fields such as operations ...
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