Bookcover of Dynamic Stochastic Optimization with Applications in Finance
Booktitle:

Dynamic Stochastic Optimization with Applications in Finance

Theory of Stochastic Optimization and Numerical Methods

VDM Verlag Dr. Müller (2010-10-17 )

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ISBN-13:

978-3-639-29440-8

ISBN-10:
3639294408
EAN:
9783639294408
Book language:
English
Blurb/Shorttext:
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.
Publishing house:
VDM Verlag Dr. Müller
Website:
http://www.vdm-verlag.de
By (author) :
Matthias Moch
Number of pages:
84
Published on:
2010-10-17
Stock:
Available
Category:
Theory of probability, stochastics, mathematical statistics
Price:
49.00 €
Keywords:
Optimization, Optimal control, Dynamic programming, dynamic stochastic optimization, Stochastic programming, dynamic portfolio optimization

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