LIBROS DEL AUTOR: tomas bjork

2 resultados para LIBROS DEL AUTOR: tomas bjork

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  • Time-Inconsistent Control Theory with Finance Applications
    Agatha Murgoci / Mariana Khapko / Tomas Björk
    This book is devoted to problems of stochastic control and stopping that are time inconsistent in the sense that they do not admit a Bellman optimality principle. These problems are cast in a game-theoretic framework, with the focus on subgame-perfect Nash equilibrium strategies. The general theory is illustrated with a number of finance applications.In dynamic choice problems,...
    Disponible

    121,36 €

  • Time-Inconsistent Control Theory with Finance Applications
    Agatha Murgoci / Mariana Khapko / Tomas Björk
    This book is devoted to problems of stochastic control and stopping that are time inconsistent in the sense that they do not admit a Bellman optimality principle. These problems are cast in a game-theoretic framework, with the focus on subgame-perfect Nash equilibrium strategies. The general theory is illustrated with a number of finance applications.In dynamic choice problems,...
    Disponible

    47,58 €