剧情简介：Stochastic optimization problems arise in decision-making problems under uncertainty, and find various applications in economics and finance. On the other hand, problems in finance have recently led to new developments in the theory of stochastic control. This volume provides a systematic treatment of stochastic optimization problems applied to finance by presenting the differ...(展开全部)
作者：Huyen Pham
出版社：Springer
ISBN：9783540894995
