Applied Stochastic Control of Jump Diffusions

Applied Stochastic Control of Jump Diffusions

Prix: (au – Details) Notre avis: 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. Éditeur ‏ : ‎ Springer;