Path Dependent Stochastic Models and Their Applications in Financeand Communications

stochastic control;relative convergence;wireless communication;pricing MBS;time delay;controlled Markov Chain

Yang, Yipeng ; Zhilin Li, Committee Member,Min Kang, Committee Member,Robert T. Buche, Committee Co-Chair,Tao Pang, Committee Chair,Yang, Yipeng ; Zhilin Li ; Committee Member ; Min Kang ; Committee Member ; Robert T. Buche ; Committee Co-Chair ; Tao Pang ; Committee Chair

University:North Carolina State University

关键词: stochastic control;    relative convergence;    wireless communication;    pricing MBS;    time delay;    controlled Markov Chain;   

Others  :  https://repository.lib.ncsu.edu/bitstream/handle/1840.16/4699/etd.pdf?sequence=1&isAllowed=y

美国|英语

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