Elementary Introduction to Stochastic Finance in Discrete Time.
Peter JaegerPublished in: Formaliz. Math. (2012)
Keyphrases
- markov processes
- optimal control problems
- monte carlo
- markov chain
- optimal control
- stochastic processes
- stochastic process
- computational intelligence
- stochastic model
- real world
- stochastic optimization
- stochastic models
- image sequences
- markov process
- information systems
- stochastic programming
- linear quadratic
- artificial intelligence