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Controlled Markov Processes and Viscosity Solutions 97814419 现货图书
Product Details 基本信息 ISBN-13 书号 9781441920782 Author 作者 Fleming Format 版本 平装-胶订 Pages Number 页数 429页 Publisher 出版社 Springer New York Publication Date 出版日期 2010-11-19 Language 语种 英语 Book Contents 内容简介 This book is an introduction to optimal stochastic control for continuous time Markov processes and the theory of viscosity solutions. New chapters in this second edition introduce the role of stochastic optimal control in portfolio optimization and in pricing derivatives in incomplete markets and two-controller, zero-sum differential games.
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