Stochastic Dynamic Programming and Control of Markov Processes
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Publication:4626499
DOI10.1007/978-3-319-61282-9_9zbMath1420.93038OpenAlexW2754320306MaRDI QIDQ4626499
Publication date: 28 February 2019
Published in: Novel Methods in Computational Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-319-61282-9_9
Stochastic programming (90C15) Dynamic programming (90C39) Optimal stochastic control (93E20) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Actuarial science and mathematical finance (91G99)
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