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Verlag: Springer-Verlag Berlin and Heidelberg GmbH & Co. K, 2004
ISBN 10: 3540140239ISBN 13: 9783540140238
Anbieter: Ammareal, Morangis, Frankreich
Buch
Softcover. Zustand: Très bon. Ancien livre de bibliothèque. Traces d'usure sur la couverture. Edition 2004. Ammareal reverse jusqu'à 15% du prix net de cet article à des organisations caritatives. ENGLISH DESCRIPTION Book Condition: Used, Very good. Former library book. Signs of wear on the cover. Edition 2004. Ammareal gives back up to 15% of this item's net price to charity organizations.
Verlag: Springer International Publishing, 2019
ISBN 10: 3030027791ISBN 13: 9783030027797
Anbieter: AHA-BUCH, Einbeck, Deutschland
Buch
Taschenbuch. Zustand: Gebraucht. Gebraucht - Sehr gut SG - leichte Beschädigungen oder Verschmutzungen, ungelesenes Mängelexemplar, gestempelt - 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 principle method, and their relationship. The text emphasises real-world applications, primarily in finance. Results are illustrated by examples, with end-of-chapter exercises including complete solutions. The 2nd edition adds a chapter on optimal control of stochastic partial differential equations driven by Lévy processes, and a new section on optimal stopping with delayed information. Basic knowledge of stochastic analysis, measure theory and partial differential equations is assumed.