Stochastic Modelling and Applied Probability Ser.: Continuous-Time Stochastic Control and Optimization with Financial Applications by Huyên Pham (2009, Hardcover)

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Stochastic optimization problems. Examples in finance. - The classical PDE approach to dynamic programming. - Optimal switching and free boundary problems. Stochastic optimization problems arise in decision-making problems under uncertainty, and find various applications in economics and finance.

About this product

Product Identifiers

PublisherSpringer Berlin / Heidelberg
ISBN-103540894993
ISBN-139783540894995
eBay Product ID (ePID)92014172

Product Key Features

Number of PagesXvii, 232 Pages
LanguageEnglish
Publication NameContinuous-Time Stochastic Control and Optimization with Financial Applications
SubjectProbability & Statistics / Stochastic Processes, Probability & Statistics / General, Applied, Optimization
Publication Year2009
TypeTextbook
Subject AreaMathematics
AuthorHuyên Pham
SeriesStochastic Modelling and Applied Probability Ser.
FormatHardcover

Dimensions

Item Weight19.5 oz.
Item Length9.3 in
Item Width6.1 in

Additional Product Features

Intended AudienceScholarly & Professional

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