Applied Stochastic Control of Jump Diffusions
The main purpose of the book is to give a rigorous, yet mostly nontechnical, introduction to the most important and useful solution methods of various types of stochastic control problems for jump diffusions and its applications. The types of control problems covered include classical stochastic con...
| Main Authors: | , |
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| Corporate Author: | |
| Language: | English |
| Published: |
Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer,
2007.
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| Edition: | 2nd ed. 2007. |
| Series: | Universitext,
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| Subjects: | |
| Online Access: | https://doi.org/10.1007/978-3-540-69826-5 |