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· 제목 : Applied Stochastic Control of Jump Diffusions (Paperback, 2)
· 분류 : 외국도서 > 경제경영 > 운영분석
· ISBN : 9783540698258
· 쪽수 : 257쪽
· 출판일 : 2007-07-01
· 분류 : 외국도서 > 경제경영 > 운영분석
· ISBN : 9783540698258
· 쪽수 : 257쪽
· 출판일 : 2007-07-01
목차
Stochastic Calculus with Jump Diffusions.- Optimal Stopping of Jump Diffusions.- Stochastic Control of Jump Diffusions.- Combined Optimal Stopping and Stochastic Control of Jump Diffusions.- Singular Control for Jump Diffusions.- Impulse Control of Jump Diffusions.- Approximating Impulse Control by Iterated Optimal Stopping.- Combined Stochastic Control and Impulse Control of Jump Diffusions.- Viscosity Solutions.- Optimal Control of Random Jump Fields and Partial Information Control.- Solutions of Selected Exercises.
