Baüerle, Nicole
Markov decision processes with applications to finance - New York Springer 2011 - 388 p.
Contiene: 1.Finite horizon optimization problems and financial markets.- 2. Partially observable Markov decision problems.- 3. Infinite horizon optimization problems.- 4. Stopping problems.
978-3-642-18324-9
Financiación
QA/274.7/B39/2011
Markov decision processes with applications to finance - New York Springer 2011 - 388 p.
Contiene: 1.Finite horizon optimization problems and financial markets.- 2. Partially observable Markov decision problems.- 3. Infinite horizon optimization problems.- 4. Stopping problems.
978-3-642-18324-9
Financiación
QA/274.7/B39/2011