Continuous-Time Markov Decision Processes

Titelbild

Continuous-Time Markov Decision Processes

Theory and Applications

von

Guo, XianpingHernández-Lerma, Onésimo

BuchGebunden

Verkaufsrang24234inMathematik

CHF132.90

BuchabCHF112.90

eBookCHF130.00

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Produktinformationen

This volume provides the first book entirely devoted to recent developments on the theory and applications of continuous-time Markov decision processes (MDPs). The MDPs presented here include most of the cases that arise in applications.

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Details

ISBN/GTIN978-3-642-02546-4

ProduktartBuch

EinbandGebunden

VerlagSpringer

Erscheinungsdatum01.10.2009

ReiheStochastic Modelling and Applied Probability

Reihen-Nr.62

Seiten234 Seiten

SpracheEnglisch

Gewicht529 g

IllustrationenXVIII, 234 p.

WarengruppeNaturwissenschaft

KategorieMathematik

Weitere Details

Reihe

Gaussian Random Processes

Optimal Stopping Rules

Game Theory

Stochastic Differential Equations, Backward SDEs, Partial Differential Equations

Stochastic Simulation and Monte Carlo Methods

Discretization of Processes

Stochastic Stability of Differential Equations

Numerical Solution of Stochastic Differential Equations with Jumps in Finance

Hybrid Switching Diffusions

Kritiken und Kommentare

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Über die Autorin/den Autor

Guo, XianpingHernández-Lerma, Onésimo

Onésimo Hernández-Lerma received the Science and Arts National Award from the Government of MEXICO in 2001, an honorary doctorate from the University of Sonora in 2003, and the Scopus Prize from Elsevier in 2008. Xianping Guo received the He-Pan-Qing-Yi Best Paper Award from the 7th Word Congress on Intelligent Control and Automation in 2008.