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.
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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. $33.85, 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. $34.85, new condition, Sold by Media Smart rated 4.0 out of 5 stars, ships from Hawthorne, CA, UNITED STATES, published 2005 by Springer.
Add this copy of Applied Stochastic Control of Jump Diffusions to cart. $34.98, 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. $44.45, 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. $44.73, good condition, Sold by BooksRun rated 4.0 out of 5 stars, ships from Philadelphia, PA, UNITED STATES, published 2019 by Springer.