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Controlled Markov Processes and Viscosity Solutions
10 个回复 - 2621 次查看 This book is an introduction to optimal stochastic control for continuous time Markov processes and the theory of viscosity solutions. It covers dynamic programming for deterministic optimal control p ...2015-4-19 14:53 - lasgpope - 量化投资
【Springer 概率论与随机过程】 Markov Processes and Controlled Markov Chains
15 个回复 - 2707 次查看 Markov Processes and Controlled Markov Chains Editors: Zhenting Hou, Jerzy A. Filar, Anyue Chen 共 32 章,512 页 The general theory of stochastic processes and the more specialized theory ...2016-11-8 19:55 - cmwei333 - 金融学(理论版)
Controlled Markov Processes and Viscosity Solutions(2ed)
2 个回复 - 2787 次查看 关于连续时间Markov过程随机控制与粘性解的经典书籍,第2版,目前的最新版本。 This book is an introduction to optimal stochastic control for continuous time Markov processes and the theory of viscosit ...2014-11-2 20:36 - wenyu - 金融学(理论版)
Partially Observed Markov Decision Processes: From Filtering to Controlled Sensi
8 个回复 - 858 次查看 【作者(必填)】Vikram Krishnamurthy 【文题(必填)】Partially Observed Markov Decision Processes: From Filtering to Controlled Sensing 【年份(必填)】2016年3月21日 【全文链接或数据库名称(选填)】htt ...2017-3-23 23:29 - eeabcde - 求助成功区
Controlled Markov Processes and Viscosity Solutions
3 个回复 - 2771 次查看 Controlled Markov Processes and Viscosity Solutions-author: Fleming2009-7-19 05:44 - math_dsh - Forum
Partially Observed Markov Decision Processes: From Filtering to Controlled
8 个回复 - 1752 次查看 书名:Partially Observed Markov Decision Processes: From Filtering to Controlled Sensing [*]出版社: Cambridge University Press (2016年3月21日) [*]精装: 488页 [*]语种: 英语 [*]ISBN: 1107134609 ...2017-3-23 19:11 - eeabcde - 求助成功区