9783030027797-3030027791-Applied Stochastic Control of Jump Diffusions (Universitext)

Applied Stochastic Control of Jump Diffusions (Universitext)

ISBN-13: 9783030027797
ISBN-10: 3030027791
Edition: 3rd ed. 2019
Author: Agnès Sulem
Publication date: 2019
Publisher: Springer
Format: Paperback 452 pages
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Book details

ISBN-13: 9783030027797
ISBN-10: 3030027791
Edition: 3rd ed. 2019
Author: Agnès Sulem
Publication date: 2019
Publisher: Springer
Format: Paperback 452 pages

Summary

Applied Stochastic Control of Jump Diffusions (Universitext) (ISBN-13: 9783030027797 and ISBN-10: 3030027791), written by authors Agnès Sulem, was published by Springer in 2019. With an overall rating of 3.6 stars, it's a notable title among other Operations Research (Processes & Infrastructure) books. You can easily purchase or rent Applied Stochastic Control of Jump Diffusions (Universitext) (Paperback) from BooksRun, along with many other new and used Operations Research books and textbooks. And, if you're looking to sell your copy, our current buyback offer is $1.74.

Description

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.

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