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Applied Stochastic Control of Jump Diffusions - Universitext Bernt Oksendal 2nd ed. 2007 edition
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Applied Stochastic Control of Jump Diffusions - Universitext
Bernt Oksendal
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 Levy processes, and a section on optimal stopping with delayed information.
280 pages, 27 black & white illustrations, biography
| Medij | Knjige Paperback Book (Knjiga z mehkimi platnicami in lepljenim hrbtom) |
| Izdano | 1. julija 2007 |
| ISBN13 | 9783540698258 |
| Založniki | Springer-Verlag Berlin and Heidelberg Gm |
| Strani | 262 |
| Dimenzije | 156 × 235 × 17 mm · 421 g |