结果：找到“Stochastic control”相关内容114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 - 9637 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
21 个回复 - 9637 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 Control in Insurance
2 个回复 - 1733 次查看 Stochastic Control in Insurance 保险中的随机控制2015-4-20 14:16 - xuecnu - 经济金融数学专区
2 个回复 - 1733 次查看 Stochastic Control in Insurance 保险中的随机控制2015-4-20 14:16 - xuecnu - 经济金融数学专区
stochastic optimal control in finance
4 个回复 - 2849 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
4 个回复 - 2849 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）
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
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
Mathematical Methods in Robust Control of Discrete-Time Linear Stochastic System
2 个回复 - 1628 次查看 In this monograph the authors develop a theory for the robust control of discrete-time stochastic systems, subjected to both independent random perturbations and to Markov chains. Such systems are wid ...2015-7-23 14:14 - nelsoncwlee - 量化投资
2 个回复 - 1628 次查看 In this monograph the authors develop a theory for the robust control of discrete-time stochastic systems, subjected to both independent random perturbations and to Markov chains. Such systems are wid ...2015-7-23 14:14 - nelsoncwlee - 量化投资
【PDF下载】Numerical methods for stochastic control problems in continuous time
33 个回复 - 9597 次查看 英文原版 Author: Harold J. Kushner, Paul Dupuis Year: 1992 Publisher: Springer References: p.423 Size: 20.8MB2013-5-23 04:57 - Shaolin1 - 经济金融数学专区
33 个回复 - 9597 次查看 英文原版 Author: Harold J. Kushner, Paul Dupuis Year: 1992 Publisher: Springer References: p.423 Size: 20.8MB2013-5-23 04:57 - Shaolin1 - 经济金融数学专区
[转帖]（免费，清晰PDF）Stochastic Processes, Optimization, and Control Theory
28 个回复 - 5741 次查看 <p>Stochastic Processes, Optimization, and Control Theory_ Applications in Financial Engineering, Queueing Networks, and Manufacturing Systems_ A Volume in &#8230; in Operations Research & ...2009-3-27 22:28 - okoup - 计量经济学与统计软件
28 个回复 - 5741 次查看 <p>Stochastic Processes, Optimization, and Control Theory_ Applications in Financial Engineering, Queueing Networks, and Manufacturing Systems_ A Volume in &#8230; in Operations Research & ...2009-3-27 22:28 - okoup - 计量经济学与统计软件
Applied Stochastic Models and Control for Finance and Insurance
5 个回复 - 2188 次查看 Applied Stochastic Models and Control for Finance and Insurance by Charles S. Tapiero Applied Stochastic Models and Control for Finance and Insurance presents at an introductory level some essentia ...2015-2-28 02:31 - SleepyTom - 金融工程（数量金融）与金融衍生品
5 个回复 - 2188 次查看 Applied Stochastic Models and Control for Finance and Insurance by Charles S. Tapiero Applied Stochastic Models and Control for Finance and Insurance presents at an introductory level some essentia ...2015-2-28 02:31 - SleepyTom - 金融工程（数量金融）与金融衍生品
Stochastic Models Estimation And Control(Maybeck) Volume 1,2,3
4 个回复 - 1639 次查看 Stochastic Models Estimation And Control(Maybeck) total Volume 1,2,3卷1,2,3 分享！2017-1-19 15:09 - feoy - R语言论坛
4 个回复 - 1639 次查看 Stochastic Models Estimation And Control(Maybeck) total Volume 1,2,3卷1,2,3 分享！2017-1-19 15:09 - feoy - R语言论坛
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
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
Lectures on BSDEs, Stochastic Control, and Stochastic Differential Games with F
5 个回复 - 1774 次查看 一本书解决在金融中遇到的所有跟随机控制有关的问题，包括HJB方程，倒向随机微分方程，以及现在基本找不到什么合适的资料的，随机微分博弈和Mean-Field game 至今为止最新最全最好的相关内容入门教材2019-3-29 11:25 - stoppingtime - 金融学（理论版）
5 个回复 - 1774 次查看 一本书解决在金融中遇到的所有跟随机控制有关的问题，包括HJB方程，倒向随机微分方程，以及现在基本找不到什么合适的资料的，随机微分博弈和Mean-Field game 至今为止最新最全最好的相关内容入门教材2019-3-29 11:25 - stoppingtime - 金融学（理论版）
Applied Stochastic Control of Jump Diffusions（by Bernt and Sulm）
6 个回复 - 2265 次查看 Applied Stochastic Control of Jump Diffusions 1 Stochastic Calculus with Jump diffusions . . . . . . . . . . . . . . . . . . 1 1.1 Basic definitions and results on L´evy Processes . . . ...2011-3-12 22:25 - 彭小帆 - 金融学（理论版）
6 个回复 - 2265 次查看 Applied Stochastic Control of Jump Diffusions 1 Stochastic Calculus with Jump diffusions . . . . . . . . . . . . . . . . . . 1 1.1 Basic definitions and results on L´evy Processes . . . ...2011-3-12 22:25 - 彭小帆 - 金融学（理论版）
Applied Stochastic Control of Jump Diffusions (Universitext系列)
2 个回复 - 2448 次查看 Here is a rigorous introduction to the most important and useful solution methods of various types of stochastic control problems for jump diffusions and its applications. Discussion includes the dyna ...2015-5-16 23:41 - lasgpope - 量化投资
2 个回复 - 2448 次查看 Here is a rigorous introduction to the most important and useful solution methods of various types of stochastic control problems for jump diffusions and its applications. Discussion includes the dyna ...2015-5-16 23:41 - lasgpope - 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
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
Estimation and Control Problems for Stochastic Partial Differential Equations
2 个回复 - 1220 次查看 Pavel S. Knopov • Olena N. Deriyeva Estimation and Control Problems for Stochastic Partial Differential Equations2014-10-24 21:00 - li_mao - 经济金融数学专区
2 个回复 - 1220 次查看 Pavel S. Knopov • Olena N. Deriyeva Estimation and Control Problems for Stochastic Partial Differential Equations2014-10-24 21:00 - li_mao - 经济金融数学专区
Continuous-time Stochastic Control and Optimization with Financial Applications
32 个回复 - 10086 次查看 <p></p><p>外部下载链接：</p><p><a href="http://rapidshare.com/files/239888587/Continuous-time_Stochastic_Control_and_Optimization_with_Financial_Applications.rar">http://ra ...2009-6-2 16:33 - wesker1999 - 经济金融数学专区
32 个回复 - 10086 次查看 <p></p><p>外部下载链接：</p><p><a href="http://rapidshare.com/files/239888587/Continuous-time_Stochastic_Control_and_Optimization_with_Financial_Applications.rar">http://ra ...2009-6-2 16:33 - wesker1999 - 经济金融数学专区
[下载]Applied Stochastic Control of Jump Diffeusions
19 个回复 - 5538 次查看 [此贴子已经被作者于2007-6-16 14:58:43编辑过]2007-1-10 23:35 - bh7616 - 计量经济学与统计软件
19 个回复 - 5538 次查看 [此贴子已经被作者于2007-6-16 14:58:43编辑过]2007-1-10 23:35 - bh7616 - 计量经济学与统计软件
StochasticProcesses, Estimation, and Control
1 个回复 - 2212 次查看 StochasticProcesses, Estimation, and Control 1 Probability Theory 1 1.1 Probability Theory as a Set of Outcomes 1.2 Set Theory . 1.3 Probability Space and the Probability Measure 1.4 Algebras ...2010-12-14 10:16 - mathmli - 金融工程（数量金融）与金融衍生品
1 个回复 - 2212 次查看 StochasticProcesses, Estimation, and Control 1 Probability Theory 1 1.1 Probability Theory as a Set of Outcomes 1.2 Set Theory . 1.3 Probability Space and the Probability Measure 1.4 Algebras ...2010-12-14 10:16 - mathmli - 金融工程（数量金融）与金融衍生品
Floyd Hanson_Applied Stochastic Processes and Control for Jump-Diffusions
1 个回复 - 2211 次查看 金融工程理论到实践必备的教科书： Floyd Hanson_Applied Stochastic Processes and Control for Jump-Diffusions Modeling, Analysis, and Computation2010-10-8 10:51 - hbpxp - 金融工程（数量金融）与金融衍生品
1 个回复 - 2211 次查看 金融工程理论到实践必备的教科书： Floyd Hanson_Applied Stochastic Processes and Control for Jump-Diffusions Modeling, Analysis, and Computation2010-10-8 10:51 - hbpxp - 金融工程（数量金融）与金融衍生品
Stochastic Calculus, Filtering, and Stochastic Control
1 个回复 - 1874 次查看 1 Review of Probability Theory 18 1.1 Probability spaces and events . . . . . . . . . . . . . . . . . . . . . . 19 1.2 Some elementary properties . . . . . . . . . . . . . . . . . . . . . . 22 1.3 ...2010-8-21 17:16 - mathmli - 经济金融数学专区
1 个回复 - 1874 次查看 1 Review of Probability Theory 18 1.1 Probability spaces and events . . . . . . . . . . . . . . . . . . . . . . 19 1.2 Some elementary properties . . . . . . . . . . . . . . . . . . . . . . 22 1.3 ...2010-8-21 17:16 - mathmli - 经济金融数学专区
Introduction to Stochastic Control Theory
1 个回复 - 2062 次查看 Introduction to Stochastic Control Theory Academic Press2010-8-21 17:04 - mathmli - 经济金融数学专区
1 个回复 - 2062 次查看 Introduction to Stochastic Control Theory Academic Press2010-8-21 17:04 - mathmli - 经济金融数学专区
Continuous-time Stochastic Control and Optimization with Financial Applications
1 个回复 - 1690 次查看 Continuous-time Stochastic Control and Optimization with Financial Applications2010-3-12 23:48 - bbsfrom - 经管考研
1 个回复 - 1690 次查看 Continuous-time Stochastic Control and Optimization with Financial Applications2010-3-12 23:48 - bbsfrom - 经管考研
[下载]springer---Stochastic Processes, Optimization, and Control Theory Applicatio
5 个回复 - 2943 次查看 SPRINGER---Stochastic Processes, Optimization, and Control Theory Applications in Financial Engineering, Queueing Networks, and Manufacturing Systems 2006SPINGER INTERNATIONAL SERIES IN OR AND MS2009-1-9 16:42 - BuaaLzd - 经济金融数学专区
5 个回复 - 2943 次查看 SPRINGER---Stochastic Processes, Optimization, and Control Theory Applications in Financial Engineering, Queueing Networks, and Manufacturing Systems 2006SPINGER INTERNATIONAL SERIES IN OR AND MS2009-1-9 16:42 - BuaaLzd - 经济金融数学专区
Nancy Stokey Economics of Inaction Stochastic Control Models With Fixed Costs
3 个回复 - 2454 次查看 Economics of Inaction: Stochastic Control Models with Fixed Costs by Stokey, NL, published by Princeton University Press 出版社正式电子版! In economic situations where action entails a fixed cost, ...2009-11-23 09:36 - ordinchung - 宏观经济学
3 个回复 - 2454 次查看 Economics of Inaction: Stochastic Control Models with Fixed Costs by Stokey, NL, published by Princeton University Press 出版社正式电子版! In economic situations where action entails a fixed cost, ...2009-11-23 09:36 - ordinchung - 宏观经济学
Applied Stochastic Processes and Control for Jump Diffusions
10 个回复 - 4528 次查看 这是一本有关跳-扩散方面的书2010-7-13 08:56 - qianyiping - 金融工程（数量金融）与金融衍生品
10 个回复 - 4528 次查看 这是一本有关跳-扩散方面的书2010-7-13 08:56 - qianyiping - 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
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 models, estimation, and control-Vol 01& 02&03
37 个回复 - 5842 次查看 麻烦下载前评个分，谢谢！ Stochastic models, estimation, and control-Vol 01 Stochastic models, estimation, and control-Vol 02 Stochastic models, estimation, and control-Vol 03 （已补传） 格式： ...2010-2-6 22:56 - hiderm - 经管书评
37 个回复 - 5842 次查看 麻烦下载前评个分，谢谢！ Stochastic models, estimation, and control-Vol 01 Stochastic models, estimation, and control-Vol 02 Stochastic models, estimation, and control-Vol 03 （已补传） 格式： ...2010-2-6 22:56 - hiderm - 经管书评
Stochastic Optimal Control The Discrete-Time Case 英文版 扫描件
4 个回复 - 1871 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
4 个回复 - 1871 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 Calculus and Control 讲义 Prof. Peter W. Glynn
9 个回复 - 1508 次查看 Stochastic Calculus and Control 讲义 Prof. Peter W. Glynn2018-3-17 20:50 - liuyuchun-cumt - 经济金融数学专区
9 个回复 - 1508 次查看 Stochastic Calculus and Control 讲义 Prof. Peter W. Glynn2018-3-17 20:50 - liuyuchun-cumt - 经济金融数学专区
Stochastic Control Theory Dynamic Programming Principle
2 个回复 - 1650 次查看 Stochastic Control TheoryDynamic Programming PrincipleAuthors: Nisio, Makiko Kobe University, Kobe, Japan ISBN 978-4-431-55122-5 Springer, 2015 This book offers a systematic introduction to ...2019-2-13 00:05 - SleepyTom - 金融工程（数量金融）与金融衍生品
2 个回复 - 1650 次查看 Stochastic Control TheoryDynamic Programming PrincipleAuthors: Nisio, Makiko Kobe University, Kobe, Japan ISBN 978-4-431-55122-5 Springer, 2015 This book offers a systematic introduction to ...2019-2-13 00:05 - SleepyTom - 金融工程（数量金融）与金融衍生品
Stochastic Optimal Control in Infinite Dimension Dynamic Programming and HJB Equ
1 个回复 - 1440 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
1 个回复 - 1440 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 Controls Hamiltonian Systems and HJB Equations (高清版)
12 个回复 - 7366 次查看 2012-4-28 17:45 - antoni09 - 金融工程（数量金融）与金融衍生品
12 个回复 - 7366 次查看 2012-4-28 17:45 - antoni09 - 金融工程（数量金融）与金融衍生品
【下载】Applied Stochastic Processes and Control for Jump-Diffusions
12 个回复 - 5136 次查看 原版PDF Applied Stochastic Processes and Control for Jump-Diffusions: Modeling, Analysis and Computation Floyd B. Hanson 2007 by the Society for Industrial and Applied Mathematics. Conte ...2010-7-11 23:10 - tmdzhu - 计量经济学与统计软件
12 个回复 - 5136 次查看 原版PDF Applied Stochastic Processes and Control for Jump-Diffusions: Modeling, Analysis and Computation Floyd B. Hanson 2007 by the Society for Industrial and Applied Mathematics. Conte ...2010-7-11 23:10 - tmdzhu - 计量经济学与统计软件
Stochastic models, estimation, and control-Vol 01& 02&03
4 个回复 - 714 次查看 [经典发布] Stochastic Models, Estimation, and Control Series Stochastic Models, Estimation, and Control Volume 1 (Mathematics in Science and Engineering)(1982) Stochastic Models, Estimation, and ...2016-9-12 12:34 - Wen(OFDM) - 经管书评
4 个回复 - 714 次查看 [经典发布] Stochastic Models, Estimation, and Control Series Stochastic Models, Estimation, and Control Volume 1 (Mathematics in Science and Engineering)(1982) Stochastic Models, Estimation, and ...2016-9-12 12:34 - Wen(OFDM) - 经管书评
Stochastic Control with Application in Insurance.pdf
6 个回复 - 1184 次查看 Stochastic Control with Application in Insurance.pdf2012-1-9 10:32 - lwqwh01 - 经管书评
6 个回复 - 1184 次查看 Stochastic Control with Application in Insurance.pdf2012-1-9 10:32 - lwqwh01 - 经管书评
重金求Stochastic Controls: Hamiltonian Systems And Hjb Equations
10 个回复 - 5421 次查看 【求助者email】2010-3-11 15:33 - xiangfyin - 求助成功区
10 个回复 - 5421 次查看 【求助者email】2010-3-11 15:33 - xiangfyin - 求助成功区
Applied Stochastic Control of Jump Diffusions
6 个回复 - 3481 次查看 仅供参考 注意版权 不要藏书 下载后学习2019-8-11 09:26 - greenaven - 金融学（理论版）
6 个回复 - 3481 次查看 仅供参考 注意版权 不要藏书 下载后学习2019-8-11 09:26 - greenaven - 金融学（理论版）
Stochastic Control In Discrete And Continuous Time
4 个回复 - 2609 次查看 Stochastic Control In Discrete And Continuous Time This book contains an introduction to three topics in stochastic control: discrete time stochastic control, i.e., stochastic dynamic programming, pi ...2020-11-22 17:13 - 8286_1605888594 - 新手入门区
4 个回复 - 2609 次查看 Stochastic Control In Discrete And Continuous Time This book contains an introduction to three topics in stochastic control: discrete time stochastic control, i.e., stochastic dynamic programming, pi ...2020-11-22 17:13 - 8286_1605888594 - 新手入门区
Continuous-time Stochastic Control and Optimization with Financial Applications
7 个回复 - 5016 次查看 Huyên Pham Continuous-time Stochastic Control and Optimization with Financial Applications2014-10-24 21:47 - li_mao - 经济金融数学专区
7 个回复 - 5016 次查看 Huyên Pham Continuous-time Stochastic Control and Optimization with Financial Applications2014-10-24 21:47 - li_mao - 经济金融数学专区
【随机控制和数学建模在经济中的应用】Stochastic Control and Mathematical Modeling
40 个回复 - 13475 次查看 Stochastic Control and Mathematical Modeling: Applications in Economics (Encyclopedia of Mathematics and its Applications) by Hiroaki Morimoto (Author) This is a concise and elementary intr ...2016-10-15 00:25 - cmwei333 - 金融学（理论版）
40 个回复 - 13475 次查看 Stochastic Control and Mathematical Modeling: Applications in Economics (Encyclopedia of Mathematics and its Applications) by Hiroaki Morimoto (Author) This is a concise and elementary intr ...2016-10-15 00:25 - cmwei333 - 金融学（理论版）
Two-Scale Stochastic Systems: Asymptotic Analysis and Control
2 个回复 - 1134 次查看 【作者(必填)】Yuri Kabanov, Sergei Pergamenshchikov 【文题(必填)】Two-Scale Stochastic Systems: Asymptotic Analysis and Control 【年份(必填)】2003 【全文链接或数据库名称(选填)】http://link.s ...2015-1-25 10:50 - violinangel - 求助成功区
2 个回复 - 1134 次查看 【作者(必填)】Yuri Kabanov, Sergei Pergamenshchikov 【文题(必填)】Two-Scale Stochastic Systems: Asymptotic Analysis and Control 【年份(必填)】2003 【全文链接或数据库名称(选填)】http://link.s ...2015-1-25 10:50 - violinangel - 求助成功区
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
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
【下载】MIT大牛Bertsekas的DynamicProgramming and Stochastic Control高清PDF15.3M
77 个回复 - 20608 次查看 随机控制论的经典传世佳作，中文书名是《动态规划和随机控制》。这是MIT的Bertsekas教授一系列著作中的第一本，其它著作在坛子上有广泛下载，可这本搜遍了也找不到，索性扫了一遍英文原版与大家共享。 Title: Dyn ...2013-5-18 04:16 - Shaolin1 - 经济金融数学专区
77 个回复 - 20608 次查看 随机控制论的经典传世佳作，中文书名是《动态规划和随机控制》。这是MIT的Bertsekas教授一系列著作中的第一本，其它著作在坛子上有广泛下载，可这本搜遍了也找不到，索性扫了一遍英文原版与大家共享。 Title: Dyn ...2013-5-18 04:16 - Shaolin1 - 经济金融数学专区
Optimization Over Time, Dynamic Programming and Stochastic Control
0 个回复 - 580 次查看 【作者(必填)】Peter Whittle 【文题(必填)】Optimization Over Time, Dynamic Programming and Stochastic Control 【年份(必填)】1982 【全文链接或数据库名称(选填)】2020-4-30 19:58 - kein强 - 文献求助专区
0 个回复 - 580 次查看 【作者(必填)】Peter Whittle 【文题(必填)】Optimization Over Time, Dynamic Programming and Stochastic Control 【年份(必填)】1982 【全文链接或数据库名称(选填)】2020-4-30 19:58 - kein强 - 文献求助专区
Stochastic Optimal Control The Discrete-Time Case(Dimitri P. Bertsekas and Steve
45 个回复 - 17360 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
45 个回复 - 17360 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
高价求书Stochastic Models of Control and Economic Dynamics
3 个回复 - 1000 次查看 【作者(必填)】V. I. Arkin[/backcolor] 【文题(必填)】 Stochastic Models of Control and Economic Dynamics[/backcolor]年份(必填)】1989 【全文链接或数据库名称(选填)】https://www.amazon.com/Stochast ...2018-11-17 12:27 - 0jzhang - 求助成功区
3 个回复 - 1000 次查看 【作者(必填)】V. I. Arkin[/backcolor] 【文题(必填)】 Stochastic Models of Control and Economic Dynamics[/backcolor]年份(必填)】1989 【全文链接或数据库名称(选填)】https://www.amazon.com/Stochast ...2018-11-17 12:27 - 0jzhang - 求助成功区
Numerical Methods for Stochastic Control Problems in Continuous Time【Second 】
6 个回复 - 1245 次查看 【作者(必填)】Harold J. Kushner, Paul Dupuis 【文题(必填)】Numerical Methods for Stochastic Control Problems in Continuous Time 【年份(必填)】2001 【全文链接或数据库名称(选填)】http://link.sp ...2017-6-11 20:30 - shuxue_ch - 求助成功区
6 个回复 - 1245 次查看 【作者(必填)】Harold J. Kushner, Paul Dupuis 【文题(必填)】Numerical Methods for Stochastic Control Problems in Continuous Time 【年份(必填)】2001 【全文链接或数据库名称(选填)】http://link.sp ...2017-6-11 20:30 - shuxue_ch - 求助成功区
Optimal stochastic intervention control with application to the exchange rate
7 个回复 - 516 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
7 个回复 - 516 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
dynamic programming and stochastic control
6 个回复 - 1964 次查看 Bertsekas 的经典动态规划教材。本人亲自挑选的完美版本。为了以后下载有币，收一个论坛币。2012-1-9 14:32 - lhyhnly - 经管书评
6 个回复 - 1964 次查看 Bertsekas 的经典动态规划教材。本人亲自挑选的完美版本。为了以后下载有币，收一个论坛币。2012-1-9 14:32 - lhyhnly - 经管书评
The Economics of Inaction: Stochastic Control Models with Fixed Costs
5 个回复 - 4554 次查看 Review The presentation of all these problems and solutions is impeccably precise, perfectly appropriate for textbook use in a taught course, and suitable for independent reading by readers with st ...2010-9-10 11:46 - terrytong - 国民经济管理
5 个回复 - 4554 次查看 Review The presentation of all these problems and solutions is impeccably precise, perfectly appropriate for textbook use in a taught course, and suitable for independent reading by readers with st ...2010-9-10 11:46 - terrytong - 国民经济管理
Applied Stochastic Control of Jump Diffusions
6 个回复 - 822 次查看 【作者(必填)】 【文题(必填)】Applied Stochastic Control of Jump Diffusions 【年份(必填)】2019 【全文链接或数据库名称(选填)】https://link.springer.com/book/10.1007/978-3-030-02781-02019-4-19 07:45 - nivastuli - 求助成功区
6 个回复 - 822 次查看 【作者(必填)】 【文题(必填)】Applied Stochastic Control of Jump Diffusions 【年份(必填)】2019 【全文链接或数据库名称(选填)】https://link.springer.com/book/10.1007/978-3-030-02781-02019-4-19 07:45 - nivastuli - 求助成功区
stochastic optimal control the discrete time case(bertsekas & shreve) 动态规划经典
33 个回复 - 9937 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
33 个回复 - 9937 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
Lectures on BSDEs, stochastic control, and stochastic differential games
0 个回复 - 731 次查看 【作者(必填)】Carmona.R 【文题(必填)】 Lectures on BSDEs, stochastic control, and stochastic differential games with financial applications【年份(必填)】2016 急求2019-3-13 15:57 - yibing0206 - 文献求助专区
0 个回复 - 731 次查看 【作者(必填)】Carmona.R 【文题(必填)】 Lectures on BSDEs, stochastic control, and stochastic differential games with financial applications【年份(必填)】2016 急求2019-3-13 15:57 - yibing0206 - 文献求助专区
Finite Approximations in Discrete-Time Stochastic Control: Quantized Models and
9 个回复 - 446 次查看 English | PDF | 2018 | 196 Pages | ISBN : 3319790323 In a unified form, this monograph presents fundamental results on the approximation of centralized and decentralized stochastic control proble ...2018-5-14 11:16 - igs816 - 经管书评
9 个回复 - 446 次查看 English | PDF | 2018 | 196 Pages | ISBN : 3319790323 In a unified form, this monograph presents fundamental results on the approximation of centralized and decentralized stochastic control proble ...2018-5-14 11:16 - igs816 - 经管书评
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
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
Almost sure convergence of iterative learning control for stochastic systems
0 个回复 - 451 次查看 摘要：This paper proposes an iterative learning control (lLC) algorithm with the purpose ofcontroling the output of a linear stochastic system presented in state space form to track a de-sired realiza ...2018-1-25 03:19 - 人工智能-AI - 人工智能论文版
0 个回复 - 451 次查看 摘要：This paper proposes an iterative learning control (lLC) algorithm with the purpose ofcontroling the output of a linear stochastic system presented in state space form to track a de-sired realiza ...2018-1-25 03:19 - 人工智能-AI - 人工智能论文版
Continuous-time Stochastic Control and Optimization with Financial Applications
4 个回复 - 2458 次查看 2010-2-20 01:22 - SleepyTom - 金融学（理论版）
4 个回复 - 2458 次查看 2010-2-20 01:22 - SleepyTom - 金融学（理论版）
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
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
[经典发布] Stochastic Models, Estimation, and Control Series
10 个回复 - 2082 次查看 [经典发布] Stochastic Models, Estimation, and Control Series Stochastic Models, Estimation, and Control Volume 1 (Mathematics in Science and Engineering)(1982) Stochastic Models, Estimation, and ...2012-12-7 15:22 - xiaozuwei - 休闲灌水
10 个回复 - 2082 次查看 [经典发布] Stochastic Models, Estimation, and Control Series Stochastic Models, Estimation, and Control Volume 1 (Mathematics in Science and Engineering)(1982) Stochastic Models, Estimation, and ...2012-12-7 15:22 - xiaozuwei - 休闲灌水
Numerical Methods for Stochastic Control Problems in Continuous Time
6 个回复 - 2021 次查看 【作者(必填)】Harold J. Kushner, Paul Dupuis 【文题(必填)】Numerical Methods for Stochastic Control Problems in Continuous Time 【年份(必填)】2001 【全文链接或数据库名称(选填)】http://link.sp ...2014-9-28 14:03 - violinangel - 求助成功区
6 个回复 - 2021 次查看 【作者(必填)】Harold J. Kushner, Paul Dupuis 【文题(必填)】Numerical Methods for Stochastic Control Problems in Continuous Time 【年份(必填)】2001 【全文链接或数据库名称(选填)】http://link.sp ...2014-9-28 14:03 - violinangel - 求助成功区
（书）Continuous-time Stochastic Control and Optimization with Financial Applica
4 个回复 - 1161 次查看 【作者(必填)】 【文题(必填)】Continuous-time Stochastic Control and Optimization with Financial Applications 【年份(必填)】 【全文链接或数据库名称(选填)】2016-12-14 13:55 - ssylzz - 求助成功区
4 个回复 - 1161 次查看 【作者(必填)】 【文题(必填)】Continuous-time Stochastic Control and Optimization with Financial Applications 【年份(必填)】 【全文链接或数据库名称(选填)】2016-12-14 13:55 - ssylzz - 求助成功区
[下载]Continuous-time Stochastic Control and Optimization with Financial Applicati
4 个回复 - 5842 次查看 Continuous-time Stochastic Control and Optimization with Financial ApplicationsSeries: Stochastic Modelling and Applied Probability , Vol. 61 Pham, Huyên Original French edition published as vol ...2009-6-3 16:36 - martinnyj - 金融学（理论版）
4 个回复 - 5842 次查看 Continuous-time Stochastic Control and Optimization with Financial ApplicationsSeries: Stochastic Modelling and Applied Probability , Vol. 61 Pham, Huyên Original French edition published as vol ...2009-6-3 16:36 - martinnyj - 金融学（理论版）
LECTURES ON BSDES, STOCHASTIC CONTROL, AND STOCHASTIC DIFFERENTIAL GAMES
0 个回复 - 1206 次查看 【作者(必填)】 RENÉ CARMONA 【文题(必填)】LECTURES ON BSDES, STOCHASTIC CONTROL, AND STOCHASTIC DIFFERENTIAL GAMES WITH FINANCIAL APPLICATIONS 【年份(必填)】2016 【全文链接或数据库名称 ...2016-11-27 14:33 - wangt_1997 - 文献求助专区
0 个回复 - 1206 次查看 【作者(必填)】 RENÉ CARMONA 【文题(必填)】LECTURES ON BSDES, STOCHASTIC CONTROL, AND STOCHASTIC DIFFERENTIAL GAMES WITH FINANCIAL APPLICATIONS 【年份(必填)】2016 【全文链接或数据库名称 ...2016-11-27 14:33 - wangt_1997 - 文献求助专区
求： Stochastic control and mathematical modeling : applications in economics
3 个回复 - 2301 次查看 求书： Stochastic control and mathematical modeling : applications in economics[/table][/td][/tr][/table][/td][/tr][/table][/td][/tr][/table][/td][/tr]2011-3-18 09:25 - tntboon - 悬赏大厅
3 个回复 - 2301 次查看 求书： Stochastic control and mathematical modeling : applications in economics[/table][/td][/tr][/table][/td][/tr][/table][/td][/tr][/table][/td][/tr]2011-3-18 09:25 - tntboon - 悬赏大厅
求书《Stochastic Stability and Control》
3 个回复 - 984 次查看 书名：Stochastic Stability and Contro 作者及出版社：Kushner, H. J. Academic Press, New York-London 19672016-5-31 17:15 - crossbone254 - 求助成功区
3 个回复 - 984 次查看 书名：Stochastic Stability and Contro 作者及出版社：Kushner, H. J. Academic Press, New York-London 19672016-5-31 17:15 - crossbone254 - 求助成功区
Applied Stochastic Controlof Jump Diffusions[清晰]
3 个回复 - 2324 次查看 随机分析和随机控制的经典文献！2010-6-2 18:25 - tony2012 - 金融工程（数量金融）与金融衍生品
3 个回复 - 2324 次查看 随机分析和随机控制的经典文献！2010-6-2 18:25 - tony2012 - 金融工程（数量金融）与金融衍生品
随机控制的好书：Applied Stochastic Control of Jump Diffusions
12 个回复 - 3515 次查看 随机控制著作：Applied Stochastic Control of Jump Diffusions ，B.Oksendal2009-10-21 19:26 - aping7132 - 计量经济学与统计软件
12 个回复 - 3515 次查看 随机控制著作：Applied Stochastic Control of Jump Diffusions ，B.Oksendal2009-10-21 19:26 - aping7132 - 计量经济学与统计软件
Books for Stochastic Control and financial application
1 个回复 - 2156 次查看 Stochastic Controls Hamiltonian Systems and HJB Equations Authors: Yong, Jiongmin, Zhou, Xun Yu As is well known, Pontryagin's maximum principle and Bellman's dynamic programming are the two princi ...2015-10-4 04:08 - SleepyTom - 金融工程（数量金融）与金融衍生品
1 个回复 - 2156 次查看 Stochastic Controls Hamiltonian Systems and HJB Equations Authors: Yong, Jiongmin, Zhou, Xun Yu As is well known, Pontryagin's maximum principle and Bellman's dynamic programming are the two princi ...2015-10-4 04:08 - SleepyTom - 金融工程（数量金融）与金融衍生品
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
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
求文献Stochastic impulse control with regime switching
5 个回复 - 726 次查看 【作者(必填)】Luz R. Sotomayora & Abel Cadenillasbc 【文题(必填)】Stochastic impulse control with regime switching for the optimal dividend policy when there are business cycles, taxes and fixed co ...2015-6-8 16:12 - macro-quant - 求助成功区
5 个回复 - 726 次查看 【作者(必填)】Luz R. Sotomayora & Abel Cadenillasbc 【文题(必填)】Stochastic impulse control with regime switching for the optimal dividend policy when there are business cycles, taxes and fixed co ...2015-6-8 16:12 - macro-quant - 求助成功区
Deterministic and Stochastic Optimal Control
2 个回复 - 1222 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
2 个回复 - 1222 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
200币求本书：Stochastic controls: Hamiltonian systems and HJB equations
10 个回复 - 1952 次查看 【作者(必填)】J Yong, XY Zhou 【文题(必填)】 Stochastic controls: Hamiltonian systems and HJB equations 【年份(必填)】 1999 【全文链接或数据库名称(选填)】2013-5-29 10:49 - lk1966mail - 求助成功区
10 个回复 - 1952 次查看 【作者(必填)】J Yong, XY Zhou 【文题(必填)】 Stochastic controls: Hamiltonian systems and HJB equations 【年份(必填)】 1999 【全文链接或数据库名称(选填)】2013-5-29 10:49 - lk1966mail - 求助成功区
When Are HJB-Equations in Stochastic Control of Delay Systems Finite Dimensional
1 个回复 - 778 次查看 【作者(必填)】Bjørnar Larssena* & Nils Henrik Risebrob 【文题(必填)】When Are HJB-Equations in Stochastic Control of Delay Systems Finite Dimensional? 【年份(必填)】 2 ...2014-3-3 13:32 - lk1966mail - 文献求助专区
1 个回复 - 778 次查看 【作者(必填)】Bjørnar Larssena* & Nils Henrik Risebrob 【文题(必填)】When Are HJB-Equations in Stochastic Control of Delay Systems Finite Dimensional? 【年份(必填)】 2 ...2014-3-3 13:32 - lk1966mail - 文献求助专区
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
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
Passive fuzzy controller design for stochastic
1 个回复 - 525 次查看 【作者(必填)】 Ku,C-C; Chang, W-J; Huang, P-H 【文题(必填)】 Passive fuzzy controller design for stochastic Takagi—Sugeno fuzzy systems with time-varying delay 【年份(必填)】 2011 【全文链接或数 ...2014-10-21 17:17 - lianghongjing - 求助成功区
1 个回复 - 525 次查看 【作者(必填)】 Ku,C-C; Chang, W-J; Huang, P-H 【文题(必填)】 Passive fuzzy controller design for stochastic Takagi—Sugeno fuzzy systems with time-varying delay 【年份(必填)】 2011 【全文链接或数 ...2014-10-21 17:17 - lianghongjing - 求助成功区
STOCHASTIC CONTROL FOR ECONOMIC MODELS-David A. Kendrick
2 个回复 - 2973 次查看 2006-5-27 02:58 - sunyi8227 - 宏观经济学
2 个回复 - 2973 次查看 2006-5-27 02:58 - sunyi8227 - 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
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
Spatial stochastic frontier models: controlling spatial global and local heterog
2 个回复 - 932 次查看 【作者(必填)】Elisa Fusco & Francesco Vidoli 【文题(必填)】Spatial stochastic frontier models: controlling spatial global and local heterogeneity 【年份(必填)】2013 【全文链接或数据库名称(选填) ...2013-10-12 18:25 - jasoning - 求助成功区
2 个回复 - 932 次查看 【作者(必填)】Elisa Fusco & Francesco Vidoli 【文题(必填)】Spatial stochastic frontier models: controlling spatial global and local heterogeneity 【年份(必填)】2013 【全文链接或数据库名称(选填) ...2013-10-12 18:25 - jasoning - 求助成功区
