Semi-Markov Processes In Dynamic Games And Finance
Two different sets of problems are addressed in this thesis. The first one is on partially observed semi-Markov Games (POSMG) and the second one is on semi-Markov modulated financial market model. In this thesis we study a partially observable semi-Markov game in the infinite time horizon. The stu...
| Main Author: | |
|---|---|
| Other Authors: | |
| Language: | en_US |
| Published: |
2010
|
| Subjects: | |
| Online Access: | http://hdl.handle.net/2005/727 |