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Applied Stochastic Control of Jump Diffusions
Description
(Universitext) 3rd ed. 2019 Edition
by Bernt Øksendal (Author), Agnès Sulem (Contributor)
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 Lévy processes, and a section on optimal stopping with delayed information.
Details
Year:
2019
Pages:
439
Language:
English
Format:
PDF
Size:
6 MB
ISBN-10:
3030027791
ISBN-13:
978-3030027797
