Universitext - Markov Decision Processes with Applications to Finance
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Published By Springer Berlin Heidelberg

9783642183232, 9783642183249

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Partially Observable Markov Decision Processes

Universitext - Markov Decision Processes with Applications to Finance ◽

10.1007/978-3-642-18324-9_5 ◽

2011 ◽

pp. 147-174

Author(s):

Nicole Bäuerle ◽

Ulrich Rieder

Keyword(s):

Markov Decision Processes ◽

Decision Processes ◽

Markov Decision ◽

Partially Observable Markov ◽

Partially Observable

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Tools from Probability

Universitext - Markov Decision Processes with Applications to Finance ◽

10.1007/978-3-642-18324-9_13 ◽

2011 ◽

pp. 355-363

Author(s):

Nicole Bäuerle ◽

Ulrich Rieder

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Tools from Analysis

Universitext - Markov Decision Processes with Applications to Finance ◽

10.1007/978-3-642-18324-9_12 ◽

2011 ◽

pp. 347-354

Author(s):

Nicole Bäuerle ◽

Ulrich Rieder

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Introduction and First Examples

Universitext - Markov Decision Processes with Applications to Finance ◽

10.1007/978-3-642-18324-9_1 ◽

2011 ◽

pp. 1-9

Author(s):

Nicole Bäuerle ◽

Ulrich Rieder

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Theory of Infinite Horizon Markov Decision Processes

Universitext - Markov Decision Processes with Applications to Finance ◽

10.1007/978-3-642-18324-9_7 ◽

2011 ◽

pp. 193-242

Author(s):

Nicole Bäuerle ◽

Ulrich Rieder

Keyword(s):

Markov Decision Processes ◽

Infinite Horizon ◽

Decision Processes ◽

Markov Decision

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Piecewise Deterministic Markov Decision Processes

Universitext - Markov Decision Processes with Applications to Finance ◽

10.1007/978-3-642-18324-9_8 ◽

2011 ◽

pp. 243-265 ◽

Author(s):

Nicole Bäuerle ◽

Ulrich Rieder

Keyword(s):

Markov Decision Processes ◽

Decision Processes ◽

Markov Decision

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Stopping Problems in Finance

Universitext - Markov Decision Processes with Applications to Finance ◽

10.1007/978-3-642-18324-9_11 ◽

2011 ◽

pp. 331-343

Author(s):

Nicole Bäuerle ◽

Ulrich Rieder

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Optimization Problems in Finance and Insurance

Universitext - Markov Decision Processes with Applications to Finance ◽

10.1007/978-3-642-18324-9_9 ◽

2011 ◽

pp. 267-299

Author(s):

Nicole Bäuerle ◽

Ulrich Rieder

Keyword(s):

Optimization Problems

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Partially Observable Markov Decision Problems in Finance

Universitext - Markov Decision Processes with Applications to Finance ◽

10.1007/978-3-642-18324-9_6 ◽

2011 ◽

pp. 175-189

Author(s):

Nicole Bäuerle ◽

Ulrich Rieder

Keyword(s):

Decision Problems ◽

Markov Decision Problems ◽

Markov Decision ◽

Partially Observable Markov ◽

Partially Observable

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Financial Optimization Problems

Universitext - Markov Decision Processes with Applications to Finance ◽

10.1007/978-3-642-18324-9_4 ◽

2011 ◽

pp. 75-144

Author(s):

Nicole Bäuerle ◽

Ulrich Rieder

Keyword(s):

Optimization Problems ◽

Financial Optimization

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