Markov Decision Processes With Applications to Finance

Markov Decision Processes with Applications to Finance (Repost) eBooks & eLearning

Posted by DZ123 at April 26, 2018

Nicole Bäuerle, Ulrich Rieder, "Markov Decision Processes with Applications to Finance"
English | 2011 | ISBN: 3642183239 | PDF | pages: 405 | 3.5 mb

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Continuous-Time Markov Decision Processes: Borel Space Models and General Control Strategies eBooks & eLearning

Posted by roxul at Nov. 9, 2020

Alexey Piunovskiy, "Continuous-Time Markov Decision Processes: Borel Space Models and General Control Strategies"
English | ISBN: 3030549860 | 2020 | 608 pages | PDF | 6 MB

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Dynamic Optimization: Deterministic and Stochastic Models (Repost) eBooks & eLearning

Posted by AvaxGenius at Feb. 3, 2022

Dynamic Optimization: Deterministic and Stochastic Models by Karl Hinderer
English | PDF | 2016 | 530 Pages | ISBN : 3319488139 | 6.5 MB

This book explores discrete-time dynamic optimization and provides a detailed introduction to both deterministic and stochastic models. Covering problems with finite and infinite horizon, as well as Markov renewal programs, Bayesian control models and partially observable processes, the book focuses on the precise modelling of applications in a variety of areas, including operations research, computer science, mathematics, statistics, engineering, economics and finance.

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Continuous-Time Markov Decision Processes eBooks & eLearning

Posted by hill0 at Nov. 15, 2020

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Markov Chains: Models, Algorithms and Applications eBooks & eLearning

Posted by insetes at Feb. 4, 2019

Markov Chains: Models, Algorithms and Applications By Wai-Ki Ching, Ximin Huang, Michael K. Ng, Tak-Kuen Siu (auth.)
2013 | 243 Pages | ISBN: 1461463114 | PDF | 3 MB

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Applied Quantitative Finance eBooks & eLearning

Posted by insetes at April 5, 2019

Applied Quantitative Finance By Wolfgang Karl Härdle, Nikolaus Hautsch, Ludger Overbeck
2008 | 472 Pages | ISBN: 3540691774 | PDF | 5 MB

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Hidden Markov Models in Finance: Further Developments and Applications, Volume II (repost) eBooks & eLearning

Posted by libr at Oct. 22, 2017

Hidden Markov Models in Finance: Further Developments and Applications, Volume II by Rogemar S. Mamon and Robert J. Elliott
English | 2014 | ISBN: 1489974415 | 261 pages | PDF | 4,6 MB

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