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The theory of Markov decision processes focuses on controlled Markov chains in discrete time. The authors establish the theory for general state and action spac
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Type: BOOK - Published: 2001-01-10 - Publisher: World Scientific
This book contains lectures delivered at the celebrated Seminar in Mathematical Finance at the Courant Institute. The lecturers and presenters of papers are pro
Language: en
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Type: BOOK - Published: 2002-01-18 - Publisher: World Scientific
This invaluable book contains lectures presented at the Courant Institute's Mathematical Finance Seminar. The audience consisted of academics from New York Univ
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Type: BOOK - Published: 2021-10-25 - Publisher: Walter de Gruyter GmbH & Co KG
The De Gruyter Series in Probability and Stochastics is devoted to the publication of high-level monographs and specialized graduate texts in any branch of mode
