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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.
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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.
schovat popis
- Nakladatel: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
- Kód:
- Rok vydání: 2007
- Jazyk: Angličtina
- Vazba: Taschenbuch
- Počet stran: 262
- Šířka balení: 15.6 cm
- Výška balení: 23.5 cm
- Hloubka balení: 1.7 cm
- Váha balení: 436 g
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