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003 - CONTROL NUMBER IDENTIFIER |
control field |
OSt |
005 - DATE AND TIME OF LATEST TRANSACTION |
control field |
20140310151456.0 |
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION |
fixed length control field |
cr nn 008mamaa |
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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110606s2011 gw | s |||| 0|eng d |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
International Standard Book Number |
9783642183249 |
|
978-3-642-18324-9 |
050 #4 - LIBRARY OF CONGRESS CALL NUMBER |
Classification number |
QA273.A1-274.9 |
|
Classification number |
QA274-274.9 |
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
Classification number |
519.2 |
Edition number |
23 |
264 #1 - |
-- |
Berlin, Heidelberg : |
-- |
Springer Berlin Heidelberg, |
-- |
2011. |
912 ## - |
-- |
ZDB-2-SMA |
100 1# - MAIN ENTRY--PERSONAL NAME |
Personal name |
Bäuerle, Nicole. |
Relator term |
author. |
245 10 - IMMEDIATE SOURCE OF ACQUISITION NOTE |
Title |
Markov Decision Processes with Applications to Finance |
Medium |
[electronic resource] / |
Statement of responsibility, etc |
by Nicole Bäuerle, Ulrich Rieder. |
300 ## - PHYSICAL DESCRIPTION |
Extent |
XVI, 388p. 24 illus. |
Other physical details |
online resource. |
440 1# - SERIES STATEMENT/ADDED ENTRY--TITLE |
Title |
Universitext, |
International Standard Serial Number |
0172-5939 |
505 0# - FORMATTED CONTENTS NOTE |
Formatted contents note |
Preface -- 1.Introduction and First Examples -- Part I Finite Horizon Optimization Problems and Financial Markets -- 2.Theory of Finite Horizon Markov Decision Processes -- 3.The Financial Markets -- 4.Financial Optimization Problems -- Part II Partially Observable Markov Decision Problems -- 5.Partially Observable Markov Decision Processes -- 6.Partially Observable Markov Decision Problems in Finance -- Part III Infinite Horizon Optimization Problems -- 7.Theory of Infinite Horizon Markov Decision Processes -- 8.Piecewise Deterministic Markov Decision Processes -- 9.Optimization Problems in Finance and Insurance -- Part IV Stopping Problems -- 10.Theory of Optimal Stopping Problems -- 11.Stopping Problems in Finance -- Part V Appendix -- A.Tools from Analysis -- B.Tools from Probability -- C.Tools from Mathematical Finance -- References -- Index. |
520 ## - SUMMARY, ETC. |
Summary, etc |
The theory of Markov decision processes focuses on controlled Markov chains in discrete time. The authors establish the theory for general state and action spaces and at the same time show its application by means of numerous examples, mostly taken from the fields of finance and operations research. By using a structural approach many technicalities (concerning measure theory) are avoided. They cover problems with finite and infinite horizons, as well as partially observable Markov decision processes, piecewise deterministic Markov decision processes and stopping problems. The book presents Markov decision processes in action and includes various state-of-the-art applications with a particular view towards finance. It is useful for upper-level undergraduates, Master's students and researchers in both applied probability and finance, and provides exercises (without solutions). |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name as entry element |
Mathematics. |
|
Topical term or geographic name as entry element |
Finance. |
|
Topical term or geographic name as entry element |
Distribution (Probability theory). |
|
Topical term or geographic name as entry element |
Mathematics. |
|
Topical term or geographic name as entry element |
Probability Theory and Stochastic Processes. |
|
Topical term or geographic name as entry element |
Quantitative Finance. |
|
Topical term or geographic name as entry element |
Applications of Mathematics. |
700 1# - ADDED ENTRY--PERSONAL NAME |
Personal name |
Rieder, Ulrich. |
Relator term |
author. |
710 2# - ADDED ENTRY--CORPORATE NAME |
Corporate name or jurisdiction name as entry element |
SpringerLink (Online service) |
773 0# - HOST ITEM ENTRY |
Title |
Springer eBooks |
776 08 - ADDITIONAL PHYSICAL FORM ENTRY |
Display text |
Printed edition: |
International Standard Book Number |
9783642183232 |
856 40 - ELECTRONIC LOCATION AND ACCESS |
Uniform Resource Identifier |
http://dx.doi.org/10.1007/978-3-642-18324-9 |
942 ## - ADDED ENTRY ELEMENTS (KOHA) |
Source of classification or shelving scheme |
|
Item type |
E-Book |