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 problems, as well as to the corresponding theory of viscosity solutions. New chapters in this second edition introduce the role of stochastic optimal control in portfolio optimization and in pricing derivatives in incomplete markets and two-controller, zero-sum differential games.
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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 problems, as well as to the corresponding theory of viscosity solutions. New chapters in this second edition introduce the role of stochastic optimal control in portfolio optimization and in pricing derivatives in incomplete markets and two-controller, zero-sum differential games.
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Add this copy of Controlled Markov Processes and Viscosity Solutions to cart. $187.86, new condition, Sold by GreatBookPrices rated 4.0 out of 5 stars, ships from Columbia, MD, UNITED STATES, published 2010 by Springer-Verlag New York Inc..
Edition:
Softcover reprint of hardcover 2nd edition 2006
Publisher:
Springer-Verlag New York Inc.
Published:
2010
Language:
English
Alibris ID:
17988024311
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New. Stochastic Modelling and Applied Probability . XVII, 429 p. Intended for professional and scholarly audience. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
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Add this copy of Controlled Markov Processes and Viscosity Solutions to cart. $217.00, new condition, Sold by Ria Christie Books rated 5.0 out of 5 stars, ships from Uxbridge, MIDDLESEX, UNITED KINGDOM, published 2010 by Springer-Verlag New York Inc..
Add this copy of Controlled Markov Processes and Viscosity Solutions to cart. $217.43, like new condition, Sold by GreatBookPrices rated 4.0 out of 5 stars, ships from Columbia, MD, UNITED STATES, published 2010 by Springer-Verlag New York Inc..
Edition:
Softcover reprint of hardcover 2nd edition 2006
Publisher:
Springer-Verlag New York Inc.
Published:
2010
Language:
English
Alibris ID:
17987014825
Shipping Options:
Standard Shipping: $4.99
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
Fine. Stochastic Modelling and Applied Probability . XVII, 429 p. Intended for professional and scholarly audience. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
