Markov decision processes with applications to finance /
by Nicole Bauerle, Ulrich Rieder.
- New York : Springer, 2011.
- xvi, 388 p.
- Universitext series. .
Includes bibliographical references (p. [369]-384) and index.
9783642183232 (pbk.) : Rs.4,280.00
Markov processes Programming (Mathematics) Stochastic control theory Finance--Mathematical models