Markov decision processes with applications to finance /

Main Author: Bauerle, Nicole
Other Authors: Rieder, Ulrich
Format: Book
Language:English
Published: Heidelberg ; New York : Springer, c2011
Series:Universitext
Subjects:
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082 0 4 |2 23  |a 519.233  
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100 1 0 |a Bauerle, Nicole 
245 1 0 |a Markov decision processes with applications to finance /   |c Nicole Bäuerle, Ulrich Rieder 
260 1 0 |a Heidelberg ;   |b Springer,   |c c2011  |a New York :  
300 1 0 |a xvi, 388 p. :   |b ill. ;   |c 24 cm 
490 0 0 |a Universitext 
500 0 0 |a Includes bibliographical references and index 
504 0 0 |a Includes bibliographical referenes and index. 
505 0 0 |a Pt. I. Finite horizon optimization problems and financial markets -- Pt. II. Partially observable Markov decision problems -- Pt. III. Infinite horizon optimization problems -- Pt. IV. Stopping problems -- Pt. V. Appendix 
650 0 0 |a Markov processes 
650 0 0 |a Programming (Mathematics) 
650 0 0 |a Stochastic control theory 
650 0 0 |a Finance   |x Mathematical models 
650 0 0 |a Markov processes 
700 1 0 |a Rieder, Ulrich 
700 1 0 |a Rieder, Ulrich 
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