Markov decision processes with applications to finance

By: Baüerle, NicoleMaterial type: Computer fileComputer fileOriginal language: English Publisher: New York ; Springer ; 2011Description: 388 pISBN: 978-3-642-18324-9Subject(s): FinanciaciónLOC classification: QA/274.7/B39/2011
Contents:
Contiene: 1.Finite horizon optimization problems and financial markets.- 2. Partially observable Markov decision problems.- 3. Infinite horizon optimization problems.- 4. Stopping problems.
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Contiene: 1.Finite horizon optimization problems and financial markets.- 2. Partially observable Markov decision problems.- 3. Infinite horizon optimization problems.- 4. Stopping problems.

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