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436 pages • missing pub info (editions)
ISBN/UID: 9783030027797
Format: Paperback
Language: English
Publisher: Springer
Publication date: 02 May 2019
Description
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. Discussion includes the dynamic programming method and the maximum principl...
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436 pages • missing pub info (editions)
ISBN/UID: 9783030027797
Format: Paperback
Language: English
Publisher: Springer
Publication date: 02 May 2019
Description
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. Discussion includes the dynamic programming method and the maximum principl...
Community Reviews
Content Warnings