Markov Decision Processes with Applications to Finance pdf epub mobi txt 电子书下载 2025

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出版者:

作者:Bauerle, Nicole; Rieder, Ulrich;

出品人:

页数:406

译者:

出版时间:2011-6

价格:$ 84.69

装帧:

isbn号码:9783642183232

丛书系列:

图书标签:

数学
with
to
Springer
Processes
Markov
Finance
Decision
Markov Decision Processes
Reinforcement Learning
Finance
Stochastic Control
Dynamic Programming
Quantitative Finance
Mathematical Finance
Optimization
Financial Modeling
Decision Making

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具体描述

The theory of Markov decision processes focuses on controlled Markov chains in discrete time. The authors establish the theory for general state and action spaces and at the same time show its application by means of numerous examples, mostly taken from the fields of finance and operations research. By using a structural approach many technicalities (concerning measure theory) are avoided. They cover problems with finite and infinite horizons, as well as partially observable Markov decision processes, piecewise deterministic Markov decision processes and stopping problems. The book presents Markov decision processes in action and includes various state-of-the-art applications with a particular view towards finance. It is useful for upper-level undergraduates, Master's students and researchers in both applied probability and finance, and provides exercises (without solutions).