
Applied Stochastic Control of Jump Diffusions (Universitext)
ISBN-13:
9783030027797
ISBN-10:
3030027791
Edition:
3rd ed. 2019
Author:
Øksendal, Bernt, Sulem, Agnès
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:
Øksendal, Bernt, Sulem, Agnès
Publication date:
2019
Publisher:
Springer
Format:
Paperback
452 pages
Summary
Acknowledged authors
Øksendal,
Bernt,
Sulem,
Agnès
wrote Applied Stochastic Control of Jump Diffusions (Universitext)
comprising 452 pages back in 2019.
Textbook and eTextbook are published under ISBN 3030027791 and 9783030027797.
Since then Applied Stochastic Control of Jump Diffusions (Universitext) textbook
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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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