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 ...
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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 ...
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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 ...
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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 ...
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Mathematical Control Theory and Finance
This book highlights recent developments in mathematical control theory and its applications to finance. It presents a collection ...
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Numerical Methods for Controlled Stochastic Delay Systems
The Markov chain approximation methods are widely used for the numerical solution of nonlinear stochastic control problems ...
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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 ...
Continue readingSimulation-based Algorithms for Markov Decision Processes
Markov decision process (MDP) models are widely used for modeling sequential decision-making problems that arise in engineering, ...
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Stochastic Control in Insurance
Stochastic control is one of the methods being used to find optimal decision-making strategies in fields such as operations ...
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