Deterministic and Stochastic Bellman's Optimality Principles on Isolated Time Domains and Their Applications in Finance
The concept of dynamic programming was originally used in late 1949, mostly during the 1950s, by Richard Bellman to describe decision making problems. By 1952, he refined this to the modern meaning, referring specifically to nesting smaller decision problems inside larger decisions. Also, the Bellma...
| Main Author: | |
|---|---|
| Format: | Others |
| Published: |
TopSCHOLAR®
2011
|
| Subjects: | |
| Online Access: | http://digitalcommons.wku.edu/theses/1045 http://digitalcommons.wku.edu/cgi/viewcontent.cgi?article=2048&context=theses |