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Howard, Ronald A. [Author] ; Künzi, Hans P. [Adapter]

Dynamische Programmierung und Markov-Prozesse

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Zürich: Verl. Industrielle Organisation, 1965
Mine, Hisashi [Author]; Osaki, Shunji [Author]

Markovian decision processes

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New York [u.a.]: American Elsevier Publ. [u.a.], 1970

Published in: Modern analytic and computational methods in science and mathematics ; 25
Powell, Warren B. [Author]

Approximate dynamic programming : solving the curses of dimensionality

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Hoboken, NJ: Wiley-Interscience, 2007

Published in: Wiley series in probability and statistics
Schäl, Manfred [Author]

Markoffsche Entscheidungsprozesse - [Überarb. Fassg. e. Vorlesungsausarb.]

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Stuttgart: Teubner, 1990

Published in: Teubner-Skripten zur mathematischen Stochastik
Girlich, Hans-Joachim [Author]; Köchel, Peter [Author]; Küenle, Heinz-Uwe [Author]

Steuerung dynamischer Systeme : mehrstufige Entscheidungen bei Unsicherheit ; [Markovsche Entscheidungsmodelle ; Theorie und Anwendungen] - [1. Aufl.]

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Leipzig: Fachbuchverl., 1990

Published in: Mathematik für Ingenieure
Puterman, Martin L. [Author]

Markov decision processes : discrete stochastic dynamic programming

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New York [u.a.]: Wiley, 1994

Published in: Wiley series in probability and mathematical statistics ; Applied probability and statistics- A Wiley-Interscience publication
Janssen, Jacques [Author]; Manca, Raimondo [Author]

Semi-Markov risk models for finance, insurance and reliability

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New York, NY: Springer, 2007
Barndorff-Nielsen, Ole E. [Author]; Širjaev, Alʹbert N. [Author]

Change of time and change of measure

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New Jersey; London; Singapore [u.a.]: World Scientific, c 2010

Published in: Advanced series on statistical science & applied probability ; 13
Yor, Marc [Author]

Exponential functionals of Brownian motion and related processes

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Berlin; Heidelberg [u.a.]: Springer, 2001

Published in: Springer finance
Schoutens, Wim [Author]; Cariboni, Jessica [Author]

Lévy processes in credit risk

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Chichester: Wiley, 2009

Published in: Wiley financy series
Cont, Rama [Author]; Tankov, Peter [Author]

Financial modelling with jump processes

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Boca Raton, Fla. [u.a.]: Chapman & Hall/CRC, 2004

Published in: Chapman & Hall/CRC financial mathematics series
Ross, Sheldon M. [Author]

An introduction to mathematical finance : options and other topics - [1. publ.]

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Cambridge [u.a.]: Cambridge Univ. Press, 1999
Romero Reyes, Ronald [Author] ; Technische Universität Chemnitz

Online resource allocation in dynamic optical networks

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Chemnitz, 2019
Gandy, Ralf [Author]

Portfolio optimization with risk constraints

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2005
Rostek, Stefan [Other]; Schöbel, Rainer [Other]

Risk preference based option pricing in a fractional Brownian market

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[S.l.]: Universität Tübingen, Jan. 2006

Published in: Tübinger Diskussionsbeitrag ; 299
Sophon Tunyavetchakit [Author] ; Dahlhaus, Rainer [Degree supervisor]

Volatility decomposition and nonparametric estimation of spot volatility of models with poisson sampling under market microstructure noise

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Heidelberg, 2016
Yor, Marc [Author]

Exponential Functionals of Brownian Motion and Related Processes

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Berlin, Heidelberg: Springer, 2001

Published in: Springer Finance- Springer Finance Lecture Notes- SpringerLink ; Bücher- Springer eBook Collection ; Mathematics and Statistics

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