Applied Stochastic Control of Jump Diffusions - Universitext - Bernt Oksendal - Books - Springer-Verlag Berlin and Heidelberg Gm - 9783540698258 - July 1, 2007
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Bernt Oksendal
Applied Stochastic Control of Jump Diffusions - Universitext 2nd ed. 2007 edition

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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.

280 pages, 27 black & white illustrations, biography

Media Books     Paperback Book   (Book with soft cover and glued back)
Released July 1, 2007
ISBN13 9783540698258
Publishers Springer-Verlag Berlin and Heidelberg Gm
Pages 262
Dimensions 156 × 235 × 17 mm   ·   421 g

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