Cargando…
Applied stochastic control of jump diffusions
The main purpose of the book is to give a rigorous introduction to the most important and useful solution methods of various types of stochastic control problems for jump diffusions and their applications. Both the dynamic programming method and the stochastic maximum principle method are discussed,...
| Autores principales: | , |
|---|---|
| Lenguaje: | eng |
| Publicado: |
Springer
2019
|
| Materias: | |
| Acceso en línea: | https://dx.doi.org/10.1007/978-3-030-02781-0 http://cds.cern.ch/record/2673458 |