Here is a rigorous introduction to solution methods of stochastic control problems for jump diffusions. The 2nd edition adds a chapter on optimal control of stochastic partial differential equations driven by L???vy processes, and a section on optimal stopping with delayed information.
Read More
Here is a rigorous introduction to solution methods of stochastic control problems for jump diffusions. The 2nd edition adds a chapter on optimal control of stochastic partial differential equations driven by L???vy processes, and a section on optimal stopping with delayed information.
Read Less
Add this copy of Applied Stochastic Control of Jump Diffusions to cart. £27.58, new condition, Sold by discount_scientific_books rated 5.0 out of 5 stars, ships from Sterling Heights, MI, UNITED STATES, published 2005 by Springer.
Add this copy of Applied Stochastic Control of Jump Diffusions to cart. £44.53, new condition, Sold by discount_scientific_books rated 5.0 out of 5 stars, ships from Sterling Heights, MI, UNITED STATES, published 2005 by Springer.
