Let us wish you a happy birthday!
Date of Birth
Please fill in a complete birthday Enter a valid birthday
×
Markov Decision Processes with Applications to Finance by Nicole Bauerle, Ulrich Rieder - Paperback
385.10 AED

Markov Decision Processes with Applications to Finance by Nicole Bauerle, Ulrich Rieder - Paperback

Be the first to rate this product 

385.10 AED 

  - You Save -385.10 AED
All prices include VAT  Details
FREE Shipping Details
Category Type
Mathematics
ISBN
9783642183232
Author
Nicole Bauerle, Ulrich Rieder
Publisher
Springer
Description:

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. ...

Ships From United States
Ship to Dubai (Change city)
Delivered within Monday, Jul 9 - Wednesday, Jul 11 to Dubai

Condition:
New
Sold by:
InternationalBookStore (88% Positive Rating)

PRODUCT INFORMATION

  •  

    Specifications

    Category Type
    Mathematics
    ISBN
    9783642183232
    Languages
    English
    Item EAN
    2724437211683
    People
    Author
    Nicole Bauerle, Ulrich Rieder
    Category Type
    Mathematics
    ISBN
    9783642183232
    Languages
    English
    Item EAN
    2724437211683
    People
    Author
    Nicole Bauerle, Ulrich Rieder
    People
    Publisher
    Springer
    Technical Information
    Binding
    Paperback
    Languages and countries
    Book Language
    English
    Read more
  •  

    Description:

    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

    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).

    Product Features:
    • Category: Mathematics
    • Binding: Paperback
    • Language of Text: English
    • Author(s): Nicole Bauerle, Ulrich Rieder
    • Publisher: Springer
    • ISBN: 9783642183232
    • Number of Pages: 388
    • Dimensions: 9.2 x 6.21 x 0.93 inches
 

Customer Reviews

0
No ratings yet
Be the first to rate this product
Rate this product:

Sponsored products for you

×

Please verify your mobile number to complete your checkout

We will send you an SMS containing a verification code. Please double check your mobile number and click on "Send Verification Code".

+ Edit