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Continuous-time stochastic control and optimization with financial applications

Stochastic optimization problems arise in decision-making problems under uncertainty, and find various applications in economics and finance. On the other hand, problems in finance have recently led to new developments in the theory of stochastic control. This volume provides a systematic treatment...

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Sonraí Bibleagrafaíochta
Príomhúdar: Pham, Huyen.
Formáid: Livro
Teanga:Inglês
Foilsithe: Springer-Verlag, 2009.
Sraith:Stochastic modelling and applied probability,
Ábhair:
Rochtain Ar Líne:https://minerva.ufrj.br/F/?func=direct&doc_number=000760878&local_base=UFR01
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