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£126.08
About as cheap as it gets — within 5% of the all-time low it hit 2 months ago.
£126 today · all-time low £123 (Sep 2026) · usually £126
Springer Controlled Markov Processes and Viscosity Solutions
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Price distribution over 87 days • 4 price levels
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Most common price: £126 (42 days, 48.3%)
Price range: £123 - £126
Price levels: 4 different prices over 87 days
Description
Key Features
This Springer book offers an introduction to optimal stochastic control for continuous time Markov processes.
The text uses the method of dynamic programming to approach stochastic control problems.
New chapters cover the role of stochastic optimal control in portfolio optimization and derivative pricing in incomplete markets.
Content includes detailed coverage of two-controller, zero-sum differential games and controlled Markov diffusions.
This volume is part of the Stochastic Modelling and Applied Probability series, number 25.
Product Specifications
- Brand
- Springer
- Format
- paperback
- ASIN
- 1441920781
- Domain
- Amazon UK
- Release Date
- 19 November 2010
- Listed Since
- 06 July 2010
Barcode
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