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Zeitkontinuierliche stochastische Steuerung und Optimierung mit finanziellen

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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.

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EAN:

9783540894995
UPC:

9783540894995
ISBN:

9783540894995
Book Title:

Continuous-time Stochastic Control and Optimizatio
Item Length:

23.9 cm

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