Dynamic Stochastic Optimization with Applications in Finance

Editora:

KS OmniScriptum Publishing

Código:

491_9783639294408

Vendido e entregue por Um Livro

Sinopse
Características

A lot of problems in real life require optimal decisions to be made and therefore optimization is a fundamental issue. As a lot of the underlying models, especially in finance, involve uncertainty, there is a clear need for a theory of how to handle such systems and make optimal decisions in a stochastic environment. This book will give an overview of the problem under consideration and interpret the concept of optimality of stochastic systems to find methods and algorithms to derive optimal solutions.

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