Markov decision processes with applications to finance
Auteur :
Bauerle, Nicole
Éditeur :
Bauerle, NicoleRieder, Ulrich,
ISBN :
9783642183232
Date de publication :
8 juin 2011
Dimensions :
23,4 x 15,6 x 2,1 cm
Poids :
617 g
Format :
Trade paperback (US)
Langue :
Anglais
Pays d'origine :
Allemagne
The theory of Markov Decision Processes focuses on controlled Markov chains in discrete time. The authors establish the theory for general state and action spaces, illustrating its application through examples in finance and operations research.