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