结果:找到“stochastic optimal control”相关内容33个,排序为按回复时间降序,搜索更多相关帖子请点击“高级
【下载】Fleming的Deterministic and Stochastic Optimal Control英文高清PDF加书签
21 个回复 - 9634 次查看 《动态资产定价理论》作者达菲上世纪80年代斯坦福读研时的参考书 Title:Deterministic and Stochastic Control Authors: Wendell H. Fleming, Raymond W. Rishel Year: 1975 Bibliography: p.213 ISBN: 0-38 ...2013-5-16 02:38 - Shaolin1 - 经济金融数学专区
stochastic optimal control in finance
4 个回复 - 2848 次查看 目录: 1ExamplesandDynamicProgramming1 1.1OptimalControl..........................1 1.2Examples.............................2 1.2.1Deterministicminimaltimeproblem..........3 1.2.2MertonΓfisoptim ...2010-4-1 18:14 - hnldcgh - 经济金融数学专区
Stochastic Optimal Control and the U.S. Financial Debt Crisis
3 个回复 - 1158 次查看 Stochastic Optimal Control and the U.S. Financial Debt CrisisJerome L. Stein Publication Date: March 30, 2012 | ISBN-10: 146143078X | ISBN-13: 978-1461430780 | Edition: 2012 Stochastic O ...2012-10-21 12:48 - martinnyj - 金融学(理论版)
Stochastic Optimal Control and the U.S. Financial Debt Crisis
2 个回复 - 2345 次查看 Stochastic Optimal Control (SOC)—a mathematical theory concerned with minimizing a cost (or maximizing a payout) pertaining to a controlled dynamic process under uncertainty—has proven incredibly he ...2015-7-3 19:44 - nelsoncwlee - 量化投资
Optimal Stochastic Control Stochastic Target Problems and Backward SDE
2 个回复 - 1752 次查看 Optimal Stochastic Control Stochastic Target Problems and Backward SDE by Nizar Touzi [*]​Provides a self-contained presentation of the recent developments in Stochastic target problems whi ...2015-2-28 02:34 - SleepyTom - 金融工程(数量金融)与金融衍生品
Stochastic Optimal Control in Infinite Dimension
8 个回复 - 1947 次查看 Providing an introduction to stochastic optimal control in infinite dimension, this book gives a complete account of the theory of second-order HJB equations in infinite-dimensional Hilber ...2017-6-25 12:06 - nivastuli - 博弈论
Stochastic Optimal Control The Discrete-Time Case 英文版 扫描件
4 个回复 - 1870 次查看 Stochastic Optimal Control The Discrete-Time Case 英文版 扫描件2018-1-16 17:19 - Dogesick丶 - 经济金融数学专区
Stochastic Optimal Control in Infinite Dimension Dynamic Programming and HJB Equ
1 个回复 - 1439 次查看 Stochastic Optimal Control in Infinite Dimension Dynamic Programming and HJB Equations [*]Authors Giorgio Fabbri, Aix-Marseille School of EconomicsCNRS, Aix-Marseille University, EHESS, ...2019-2-16 02:24 - SleepyTom - 金融工程(数量金融)与金融衍生品
stochastic optimal controls随机最优控制经典
2 个回复 - 544 次查看 2023-1-7 13:03 - dulijin - 新手入门区
bertsekas,Stochastic Optimal Control: The Discrete-TIme Case
2 个回复 - 4165 次查看 Stochastic Optimal Control: The Discrete-TIme Casemit主页上自由下载 论坛很贵 我卖2金币2014-9-17 21:14 - fdlyp - 世界经济与国际贸易
暨南大学经济讲坛-统计学系学术讲座Stochastic filtering and optimal control(II)
11 个回复 - 1779 次查看 主 题:Stochastic filtering and optimal control(II) 地 点:经济学院1062013-12-25 23:45 - Toyotomi - 暨南大学经济学院
Stochastic Optimal Control The Discrete-Time Case(Dimitri P. Bertsekas and Steve
45 个回复 - 17359 次查看 mit教材,上次看到有人推荐,就上传上来了。收点小钱啊。<br/>2008-3-31 15:42 - wq37 - 经济金融数学专区
Optimal stochastic intervention control with application to the exchange rate
7 个回复 - 515 次查看 【作者(必填)】 【文题(必填)】Optimal stochastic intervention control with application to the exchange rate 【年份(必填)】 【全文链接或数据库名称(选填)】https://www.infona.pl/resource/bwmeta1. ...2019-6-9 16:41 - ssylzz - 求助成功区
stochastic optimal control the discrete time case(bertsekas & shreve) 动态规划经典
33 个回复 - 9936 次查看 [此贴子已经被作者于2007-12-17 16:34:03编辑过]2007-12-17 14:31 - 123123nxh - 经济金融数学专区
Optimal Dynamic Control for the Defined Benefit Pension Plans with Stochastic Be
2 个回复 - 590 次查看 题目:Optimal Dynamic Control for the Defined Benefit Pension Plans with Stochastic Benefit Outgo【作 者】Jing Xu;D. Kannan;Bo Zhang [*]【刊 名】Stochastic Analysis and Applications [*]【出版日期】2 ...2018-5-2 11:56 - 盐城工学院 - 求助成功区
Stochastic Optimal Control in Infinite Dimension
3 个回复 - 824 次查看 【作者(必填)】Fabbri, Giorgio, Gozzi, Fausto, Swiech, Andrzej 【文题(必填)】Stochastic Optimal Control in Infinite Dimension-Dynamic Programming and HJB Equations 【年份(必填)】2017 【全文链接 ...2018-1-7 14:37 - wangt_1997 - 求助成功区
Stochastic optimal control
1 个回复 - 871 次查看 Devolde nuity contracts. Insurance: Mathematics and Economics 33 (2), 227–2382015-7-13 23:50 - vzf3 - 求助成功区
Deterministic and Stochastic Optimal Control
2 个回复 - 1221 次查看 【作者(必填)】Wendell Fleming, Raymond Rishel 【文题(必填)】Deterministic and Stochastic Optimal Control 【年份(必填)】1975 【全文链接或数据库名称(选填)】http://link.springer.com/book/10.100 ...2014-12-13 16:00 - violinangel - 求助成功区
Stochastic Optimal Control, and U.S. Debt Crises
0 个回复 - 972 次查看 Stochastic Optimal Control, and U.S. Debt Crises by Jerome SteinPublisher: Springer 2012 ISBN/ASIN: 146143078X ISBN-13: 9781461430780 Number of pages: 180Description: Stochastic Optimal Control ...2014-12-15 14:20 - yuedragon - 宏观经济学
Optimal production and admission control for a stochastic SOM system with demand
2 个回复 - 622 次查看 【作者(必填)】Kangzhou Wangac, Zhibin Jiangbc, Na Lib & Na Gengb 【文题(必填)】Optimal production and admission control for a stochastic SOM system with demands for product and PSS 【年份(必填)】 ...2013-10-16 23:13 - hanxiaopeng2008 - 求助成功区
谁有 deterministic and stochastic optimal control, Fleming, Rishel
5 个回复 - 4737 次查看 坛子里没有这本书啊! deterministic and stochastic optimal control, Fleming, Rishel http://www.amazon.com/Deterministic-Stochastic-Optimal-Modelling-Probability/dp/03879015582010-9-23 09:39 - Refresher - 经济金融数学专区
Optimal Control and Optimization of Stochastic Supply Chain Systems
0 个回复 - 1994 次查看 Advances in Industrial Control 2013 Optimal Control and Optimization of Stochastic Supply Chain SystemsAuthors: [*]Dong-Ping Song [*]…show all 1hide ISBN: 978-1-4471-4723-7 (Print) 978-1-4471- ...2013-4-16 10:09 - Toyotomi - 运营管理(物流与供应链管理)
Optimal Control of Stochastic Partial Differential Equations
5 个回复 - 1268 次查看 【作者(必填)】 【文题(必填)】 【年份(必填)】 【全文链接或数据库名称(选填)】http://www.tandfonline.com/doi/abs/10.1081/SAP-2000444672012-6-29 21:10 - chaoyang712 - 求助成功区
求Deterministic and Stochastic Optimal Control 电子版
2 个回复 - 1628 次查看 Fleming Wendell H., and Raymond W. Rishel, “Deterministic and Stochastic Optimal Control”, Berlin: Springer, c1975 Thank you!2012-8-24 10:58 - yindi - 悬赏大厅
stochastic control & optimal control 的区别是什么?
4 个回复 - 2618 次查看 stochastic control & optimal control 的区别是什么?2009-5-22 01:57 - peijingda - 经济金融数学专区
Stochastic Optimal Control Problems and Parabolic Equations in Banach Spaces
1 个回复 - 1375 次查看 Stochastic Optimal Control Problems and Parabolic Equations in Banach Spaces2010-1-7 23:14 - zengyan1984 - 论文版
Optimal stochastic intervention control with application to the exchange rate
0 个回复 - 1543 次查看 Optimal stochastic intervention control with application to the exchange rate2010-1-7 23:49 - zengyan1984 - 论文版
Pathwise Stochastic Optimal Control
0 个回复 - 1145 次查看 Pathwise Stochastic Optimal Control2010-1-7 23:13 - zengyan1984 - 论文版
Pathwise stochastic optimal control
0 个回复 - 1500 次查看 Pathwise stochastic optimal control2009-10-17 10:39 - shuyushu - 经济金融数学专区
分享一篇文章Stochastic Control Theory for Optimal Investment
0 个回复 - 1508 次查看 Stochastic Control Theory for Optimal Investment Maritina T. Castillo School of Actuarial Studies Faculty of Commerce and Economics University of New South Wales E-mail: and Gilbert Parrocha ...2009-7-2 10:35 - 01261416 - 金融学(理论版)