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: | Goswami, Anindya |
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Other Authors: | Ghosh, M K |
Language: | en_US |
Published: |
2010
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Subjects: | |
Online Access: | http://hdl.handle.net/2005/727 |
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