Bauerle, Nicole

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

519.23 / BAU