Markov decision processes with applications to finance /

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Bäuerle, Nicole.

    Markov decision processes with applications to finance / Nicole Bäuerle, Ulrich Rieder.
    Heidelberg : Springer, cop. 2011. XVI, 388 s. : il. ; 24 cm.
    (Universitext.)
    (Universitext - Springer-Verlag ISSN 0172-5939)
    ISBN 978-3-642-18323-2     ISBN 978-3-642-18324-9 (e-ISBN)

   
T.12083        UKD: 519.21:519.8:330.45 ](075.8)=111