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: 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 was available to sell back to BooksRun online for the top buyback price or rent at the marketplace.

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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