Ebooks de Mariana Khapko en PDF et EPUB

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Télécharger le livre : Time-Inconsistent Control Theory with Finance Applications
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Time-Inconsistent Control Theory with Finance Applications
Tomas Björk , Mariana Khapko , Agatha Murgoci
This book is devoted to problems of stochastic control and stopping that are time inconsistent in the sense that they do not admit a Bellman optimality principle. These problems are cast in a game-theoretic framework, with the focus on subgame-perfect Nash equilibrium...

Editeur : Springer
Parution : 2021-11-02

PDF, ePub

126,59 €