MARC details
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u375705 |
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SIRSI |
| 005 - FECHA Y HORA DE LA ULTIMA TRANSACCIÓN |
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20160812084337.0 |
| 007 - CAMPO FIJO DE DESCRIPCIÓN FIJA--INFORMACIÓN GENERAL |
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cr nn 008mamaa |
| 008 - ELEMENTOS DE LONGITUD FIJA -- INFORMACIÓN GENERAL |
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110606s2011 gw | s |||| 0|eng d |
| 020 ## - NÚMERO INTERNACIONAL NORMALIZADO PARA LIBROS |
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| International Standard Book Number |
9783642183249 |
| -- |
978-3-642-18324-9 |
| 040 ## - FUENTE DE CATALOGACIÓN |
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| Transcribing agency |
MX-MeUAM |
| 050 #4 - SIGNATURA TOPOGRÁFICA DE LA BIBLIOTECA DEL CONGRESO |
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| Classification number |
QA273.A1-274.9 |
| 050 #4 - SIGNATURA TOPOGRÁFICA DE LA BIBLIOTECA DEL CONGRESO |
|---|
| Classification number |
QA274-274.9 |
| 082 04 - NÚMERO DE CLASIFICACIÓN DECIMAL DEWEY |
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| Classification number |
519.2 |
| Edition number |
23 |
| 100 1# - ASIENTO PRINCIPAL--NOMBRE PERSONAL |
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| Personal name |
Bäuerle, Nicole. |
| Relator term |
author. |
| 245 10 - MENCIÓN DE TITULO |
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| Title |
Markov Decision Processes with Applications to Finance |
| Medium |
[recurso electrónico] / |
| Statement of responsibility, etc. |
by Nicole Bäuerle, Ulrich Rieder. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
|---|
| Place of production, publication, distribution, manufacture |
Berlin, Heidelberg : |
| Name of producer, publisher, distributor, manufacturer |
Springer Berlin Heidelberg, |
| Date of production, publication, distribution, manufacture, or copyright notice |
2011. |
| 300 ## - DESCRIPCIÓN FÍSICA |
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| Extent |
XVI, 388p. 24 illus. |
| Other physical details |
online resource. |
| 336 ## - CONTENT TYPE |
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| Content type term |
text |
| Content type code |
txt |
| Source |
rdacontent |
| 337 ## - MEDIA TYPE |
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| Media type term |
computer |
| Media type code |
c |
| Source |
rdamedia |
| 338 ## - CARRIER TYPE |
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| Carrier type term |
online resource |
| Carrier type code |
cr |
| Source |
rdacarrier |
| 347 ## - DIGITAL FILE CHARACTERISTICS |
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| File type |
text file |
| Encoding format |
PDF |
| Source |
rda |
| 490 1# - MENCIÓN DE SERIE |
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| Series statement |
Universitext, |
| International Standard Serial Number |
0172-5939 |
| 505 0# - NOTA DE CONTENIDO |
|---|
| Formatted contents note |
Preface -- 1.Introduction and First Examples -- Part I Finite Horizon Optimization Problems and Financial Markets -- 2.Theory of Finite Horizon Markov Decision Processes -- 3.The Financial Markets -- 4.Financial Optimization Problems -- Part II Partially Observable Markov Decision Problems -- 5.Partially Observable Markov Decision Processes -- 6.Partially Observable Markov Decision Problems in Finance -- Part III Infinite Horizon Optimization Problems -- 7.Theory of Infinite Horizon Markov Decision Processes -- 8.Piecewise Deterministic Markov Decision Processes -- 9.Optimization Problems in Finance and Insurance -- Part IV Stopping Problems -- 10.Theory of Optimal Stopping Problems -- 11.Stopping Problems in Finance -- Part V Appendix -- A.Tools from Analysis -- B.Tools from Probability -- C.Tools from Mathematical Finance -- References -- Index. |
| 520 ## - NOTA DE RESUMEN, ETC. |
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| Summary, etc. |
The theory of Markov decision processes focuses on controlled Markov chains in discrete time. The authors establish the theory for general state and action spaces and at the same time show its application by means of numerous examples, mostly taken from the fields of finance and operations research. By using a structural approach many technicalities (concerning measure theory) are avoided. They cover problems with finite and infinite horizons, as well as partially observable Markov decision processes, piecewise deterministic Markov decision processes and stopping problems. The book presents Markov decision processes in action and includes various state-of-the-art applications with a particular view towards finance. It is useful for upper-level undergraduates, Master's students and researchers in both applied probability and finance, and provides exercises (without solutions). |
| 596 ## - |
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| -- |
19 |
| 650 #0 - ASIENTO SECUNDARIO DE MATERIA - TERMINO TEMÁTICO |
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| Topical term or geographic name as entry element |
Mathematics. |
| 650 #0 - ASIENTO SECUNDARIO DE MATERIA - TERMINO TEMÁTICO |
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| Topical term or geographic name as entry element |
Finance. |
| 650 #0 - ASIENTO SECUNDARIO DE MATERIA - TERMINO TEMÁTICO |
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| Topical term or geographic name as entry element |
Distribution (Probability theory). |
| 650 14 - ASIENTO SECUNDARIO DE MATERIA - TERMINO TEMÁTICO |
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| Topical term or geographic name as entry element |
Mathematics. |
| 650 24 - ASIENTO SECUNDARIO DE MATERIA - TERMINO TEMÁTICO |
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| Topical term or geographic name as entry element |
Probability Theory and Stochastic Processes. |
| 650 24 - ASIENTO SECUNDARIO DE MATERIA - TERMINO TEMÁTICO |
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| Topical term or geographic name as entry element |
Quantitative Finance. |
| 650 24 - ASIENTO SECUNDARIO DE MATERIA - TERMINO TEMÁTICO |
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| Topical term or geographic name as entry element |
Applications of Mathematics. |
| 700 1# - ASIENTO SECUNDARIO - NOMBRE PERSONAL |
|---|
| Personal name |
Rieder, Ulrich. |
| Relator term |
author. |
| 710 2# - ASIENTO SECUNDARIO - NOMBRE CORPORATIVO |
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| Corporate name or jurisdiction name as entry element |
SpringerLink (Online service) |
| 773 0# - HOST ITEM ENTRY |
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| Title |
Springer eBooks |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY |
|---|
| Relationship information |
Printed edition: |
| International Standard Book Number |
9783642183232 |
| 830 #0 - ASIENTO SECUNDARIO DE SERIE--TITULO UNIFORME |
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| Uniform title |
Universitext, |
| International Standard Serial Number |
0172-5939 |
| 856 40 - LOCALIZACIÓN Y ACCESO ELECTRÓNICOS |
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| Public note |
Libro electrónico |
| Uniform Resource Identifier |
<a href="http://148.231.10.114:2048/login?url=http://link.springer.com/book/10.1007/978-3-642-18324-9">http://148.231.10.114:2048/login?url=http://link.springer.com/book/10.1007/978-3-642-18324-9</a> |
| 942 ## - TIPO DE MATERIAL (KOHA) |
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| Koha item type |
Libro Electrónico |
