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