Markov decision processes with applications to finance /
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| Other Authors: | |
| Format: | Book |
| Language: | English |
| Published: |
Heidelberg ; New York :
Springer,
c2011
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| Series: | Universitext
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| Subjects: |
Table of Contents:
- 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