Related Books
Language: en
Pages: 206
Pages: 206
Type: BOOK - Published: 2020-06-23 - Publisher:
In a world dominated by uncertainty, modeling and understanding the optimal behavior of agents is of the utmost importance. Many problems in economics, finance,
Language: en
Pages: 243
Pages: 243
Type: BOOK - Published: 2009-05-28 - Publisher: Springer Science & Business Media
Stochastic optimization problems arise in decision-making problems under uncertainty, and find various applications in economics and finance. On the other hand,
Language: en
Pages: 210
Pages: 210
Type: BOOK - Published: 2020 - Publisher:
In a world dominated by uncertainty, modeling and understanding the optimal behavior of agents is of the utmost importance. Many problems in economics, finance,
Language: en
Pages: 167
Pages: 167
Type: BOOK - Published: 2012-03-30 - Publisher: Springer Science & Business Media
Stochastic Optimal Control (SOC)—a mathematical theory concerned with minimizing a cost (or maximizing a payout) pertaining to a controlled dynamic process un
Language: en
Pages: 928
Pages: 928
Type: BOOK - Published: 2017-06-22 - Publisher: Springer
Providing an introduction to stochastic optimal control in infinite dimension, this book gives a complete account of the theory of second-order HJB equations in
