Markov Decision Processes with Applications to Finance |
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| Author:
| Bäuerle, Nicole
Rieder, Ulrich |
| Series title: | Universitext Ser. |
| ISBN: | 978-3-642-18324-9 |
| Publication Date: | Jun 2011 |
| Publisher: | Springer Berlin / Heidelberg
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| Imprint: | Springer |
| Book Format: | Ebook |
| List Price: | USD $74.95 |
Book Description:
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The theory of Markov Decision Processes focuses on controlled Markov chains in discrete time. The authors establish the theory for general state and action spaces, illustrating its application through examples in finance and operations research.
The theory of Markov Decision Processes focuses on controlled Markov chains in discrete time. The authors establish the theory for general state and action spaces, illustrating its application through examples in finance and operations research.