Markov decision processes with applications to finance N. Bauerle and U. Rieder
Material type:
TextLanguage: English Series: UniversitextPublication details: New York Springer 2010 Description: xvi, 388p. pbkISBN: 9783642183232Subject(s): MARKOV CHAINS | MARKOV PROCESSESDDC classification: 519.217
| Item type | Current library | Call number | Status | Date due | Barcode |
|---|---|---|---|---|---|
Book
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NISER LIBRARY | 519.217 BAU-M (Browse shelf(Opens below)) | Available | 11202 |
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| 519.217.2 KEM-F Finite markov chains | 519.217.4 HSU-S Stochastic Anlysis on Manifolds | 519.217.4 HSU-S Stochastic Anlysis on Manifolds | 519.217 BAU-M Markov decision processes with applications to finance | 519.217 BRE-M Markov chains:gibbs fields, monte carlo simulation, and queues | 519.217 KOM-F Fluctuations in markov processes: time symmetry and martingale approximation | 519.217 LIG-C Continuous time markov processes: an introduction |
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