標(biāo)題: Titlebook: Continuous-time Stochastic Control and Optimization with Financial Applications; Huyên Pham Textbook 2009 Springer-Verlag Berlin Heidelber [打印本頁(yè)] 作者: Forbidding 時(shí)間: 2025-3-21 17:07
書目名稱Continuous-time Stochastic Control and Optimization with Financial Applications影響因子(影響力)
書目名稱Continuous-time Stochastic Control and Optimization with Financial Applications影響因子(影響力)學(xué)科排名
書目名稱Continuous-time Stochastic Control and Optimization with Financial Applications網(wǎng)絡(luò)公開(kāi)度
書目名稱Continuous-time Stochastic Control and Optimization with Financial Applications網(wǎng)絡(luò)公開(kāi)度學(xué)科排名
書目名稱Continuous-time Stochastic Control and Optimization with Financial Applications被引頻次
書目名稱Continuous-time Stochastic Control and Optimization with Financial Applications被引頻次學(xué)科排名
書目名稱Continuous-time Stochastic Control and Optimization with Financial Applications年度引用
書目名稱Continuous-time Stochastic Control and Optimization with Financial Applications年度引用學(xué)科排名
書目名稱Continuous-time Stochastic Control and Optimization with Financial Applications讀者反饋
書目名稱Continuous-time Stochastic Control and Optimization with Financial Applications讀者反饋學(xué)科排名
作者: Bravura 時(shí)間: 2025-3-21 22:57 作者: flourish 時(shí)間: 2025-3-22 02:32 作者: flammable 時(shí)間: 2025-3-22 08:12
https://doi.org/10.1007/978-3-322-97079-4 to the HJB equation. This classical approach to the dynamic programming is called the verification step. We illustrate this method in Section 3.6 by solving three examples in finance. The main drawback of this approach is to suppose the existence of a regular solution to the HJB equation. This is n作者: 蝕刻 時(shí)間: 2025-3-22 10:27 作者: declamation 時(shí)間: 2025-3-22 12:55
Der Wirtschafts- und Sozialrat, suitable modeling framework for the evaluation of optimal investment decisions in capital for firms. Hence, it permits to capture the value of managerial flexibility to adapt decisions in response to unexpected markets developments, which is a key element in the modern theory of real options.作者: declamation 時(shí)間: 2025-3-22 17:16 作者: periodontitis 時(shí)間: 2025-3-23 00:35 作者: myalgia 時(shí)間: 2025-3-23 03:58 作者: 清晰 時(shí)間: 2025-3-23 08:14
Optimal switching and free boundary problems, suitable modeling framework for the evaluation of optimal investment decisions in capital for firms. Hence, it permits to capture the value of managerial flexibility to adapt decisions in response to unexpected markets developments, which is a key element in the modern theory of real options.作者: 治愈 時(shí)間: 2025-3-23 13:41
Die Regierung und die Verwaltungselite,theory of integration and probabilities (see e.g. Revuz [Rev94], [Rev97]). In the sequel, (.,?,.) denotes a probability space. For . ∈ [1,∞), we denote by .. = ..(.,?,.) the set of random variables ξ (valued in ?.) such that |ξ|. is integrable, i.e. .|ξ|. < +∞.作者: effrontery 時(shí)間: 2025-3-23 17:15 作者: GROWL 時(shí)間: 2025-3-23 20:29 作者: Resign 時(shí)間: 2025-3-24 00:03
https://doi.org/10.1007/978-3-540-89500-8Martingale; Optimization Methods; Stochastic Differential Equations; Stochastic Optimization; backward s作者: genuine 時(shí)間: 2025-3-24 05:04
978-3-642-10044-4Springer-Verlag Berlin Heidelberg 2009作者: 發(fā)炎 時(shí)間: 2025-3-24 08:50 作者: 陶器 時(shí)間: 2025-3-24 11:13 作者: 一個(gè)姐姐 時(shí)間: 2025-3-24 18:48
Gesellschaft und sozialer Wandel,acobi-Bellman equation. However, in the classical approach, the method is used only when it is assumed a priori that the value function is smooth enough. This is not necessarily true even in very simple cases.作者: 不合 時(shí)間: 2025-3-24 22:42
Der Wirtschafts- und Sozialrat,newed increasing interest due to its numerous and various applications in economy and finance, in particular for real options. Actually, it provides a suitable modeling framework for the evaluation of optimal investment decisions in capital for firms. Hence, it permits to capture the value of manage作者: ARY 時(shí)間: 2025-3-24 23:28 作者: 真繁榮 時(shí)間: 2025-3-25 04:03 作者: follicular-unit 時(shí)間: 2025-3-25 07:43
Continuous-time Stochastic Control and Optimization with Financial Applications978-3-540-89500-8Series ISSN 0172-4568 Series E-ISSN 2197-439X 作者: LIKEN 時(shí)間: 2025-3-25 12:24
Gesellschaft und sozialer Wandel,acobi-Bellman equation. However, in the classical approach, the method is used only when it is assumed a priori that the value function is smooth enough. This is not necessarily true even in very simple cases.作者: maroon 時(shí)間: 2025-3-25 18:15 作者: BRIBE 時(shí)間: 2025-3-25 22:55 作者: Misnomer 時(shí)間: 2025-3-26 02:41 作者: 有毛就脫毛 時(shí)間: 2025-3-26 08:11 作者: 遺忘 時(shí)間: 2025-3-26 11:01 作者: Carcinogenesis 時(shí)間: 2025-3-26 12:44 作者: fidelity 時(shí)間: 2025-3-26 20:21 作者: 流出 時(shí)間: 2025-3-27 00:43
Some elements of stochastic analysis,n this chapter. We mention among others Dellacherie and Meyer [DM80], Jacod [Jac79], Karatzas and Shreve [KaSh88], Protter [Pro90] or Revuz and Yor [ReY91], from which are quoted most of the results recalled here without proof. The reader is supposed to be familiar with the elementary notion of the 作者: NEXUS 時(shí)間: 2025-3-27 03:45
The classical PDE approach to dynamic programming, diffusion and the problem is formulated on finite or infinite horizon. The basic idea of the approach is to consider a family of control problems by varying the initial state values, and to derive some relations between the associated value functions. This principle, called the dynamic programming 作者: GRACE 時(shí)間: 2025-3-27 05:42 作者: Foregery 時(shí)間: 2025-3-27 10:06
Optimal switching and free boundary problems,newed increasing interest due to its numerous and various applications in economy and finance, in particular for real options. Actually, it provides a suitable modeling framework for the evaluation of optimal investment decisions in capital for firms. Hence, it permits to capture the value of manage作者: Colonnade 時(shí)間: 2025-3-27 16:13
Backward stochastic differential equations and optimal control,ortant field of research due to its connections with stochastic control, mathematical finance, and partial differential equations. BSDEs provide a probabilistic representation of nonlinear PDEs, which extends the famous Feynman-Kac formula for linear PDEs. As a consequence, BSDEs can be used for des作者: 全部逛商店 時(shí)間: 2025-3-27 20:42 作者: 斜 時(shí)間: 2025-3-28 01:46 作者: 曲解 時(shí)間: 2025-3-28 02:57
Drogenmissbrauch, Obdachlosigkeit, famili?re Gewalt, Umweltzerst?rung, Onlinesucht usw. Keine dieser kollektiven Notlagen – sei sie für die Betroffenen auch noch so bedrückend – erlangt von ?sich aus‘ ?ffentliche Aufmerksamkeit und politische Anerkennung. Vielen durchaus kritisierbaren Lebenslagen 作者: 排斥 時(shí)間: 2025-3-28 08:37
