Markov decision processes with applications to finance
Nicole Bäuerle ; Ulrich Rieder
| Year of publication: |
2011
|
|---|---|
| Authors: | Bäuerle, Nicole ; Rieder, Ulrich |
| Publisher: |
Berlin [u.a.] : Springer |
| Subject: | Markov-Entscheidungsprozess | Finanzmathematik |
| Extent: | XVI, 388 S. : graph. Darst. |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| ISBN: | 978-3-642-18323-2 |
| Source: |
Persistent link: https://www.econbiz.de/10009544078