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  • af Bernt Oksendal & Agnes Sulem
    730,95 kr.

    Here is a rigorous introduction to the most important and useful solution methods of various types of stochastic control problems for jump diffusions and its applications.

  • af Bernt Oksendal & Agnes Sulem
    860,95 kr.

    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.