NDLTD Global ETD Search
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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.

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Problèmes de premier passage et de commande optimale pour des chaînes de Markov à temps discret

Kounta, Moussa 03 1900 (has links)
No description available.
Chaînes de Markov en temps discret
Mathématiques financières
Processus de diffusion
Problèmes d’absorption
Équations aux différences
Processus de Wiener
Fonctions spéciales
Contrôle optimal
Principe d’optimalité
Discrete-time Markov chains
Fnancial mathematics
Diffusion processes
Absorption problems
Difference equations
Wiener process
Special functions
Optimal control
Principle of optimality

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