Markov models and optimization
Year of publication: |
1993 ; 1. ed.
|
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Authors: | Davis, Mark H. A. |
Publisher: |
London [u.a.] : Chapman & Hall |
Subject: | Markov-Modell | Optimierung |
Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
Extent: | XIV, 295 S. : graph. Darst. |
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Series: | Monographs on statistics and applied probability. - Boca Raton [u.a.] : CRC Press. - Vol. 49 |
Type of publication: | Book / Working Paper |
Language: | English |
ISBN: | 0-412-31410-X |
Source: |
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On the Mean of the Second Largest Eigenvalueon the Convergence Rate of Genetic Algorithms
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Backward SDEs with Superquadratic Growth
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Tiňo, Peter, (2000)
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Linear estimation and stochastic control
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Installment Options and Static Hedging
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