文档介绍：Markov Decision Processes
with Applications to Finance
Universitext
Series Editors:
Sheldon Axler
San Francisco State University
Vincenzo Capasso
Università degli Studi di Milano
Carles Casacuberta
Universitat de Barcelona
Angus J. MacIntyre
Queen Mary, University of London
h Ribet
University of California, Berkeley
Claude Sabbah
CNRS, École Polytechnique
Endre Süli
University of Oxford
Wojbor A. Woyczynski
Case Western Reserve University
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Nicole Bäuerle • Ulrich Rieder
Markov Decision Processes
with Applications to Finance
123
Nicole Bäuerle Ulrich Rieder
Institute for Stochastics Institute of Optimization
Karlsruhe Institute of Technology and Operations Research
76128 Karlsruhe University of Ulm
Germany 89069 Ulm
nicole.******@ Germany
ulrich.******@uni-
ISBN 978-3-642-18323-2 e-ISBN 978-3-642-18324-9
DOI -3-642-18324-9
Springer Heidelberg Dordrecht London New York
Library of Congress Control Number: 2011929506
Mathematics Subject Classification (2010): 90C40, 93E20, 60J05, 91G10, 93E35, 60G40
© Springer-Verlag Berlin Heidelberg 2011
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