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 ap
This self-contained, practical, entry-level text integrates the basic principles of applied mathematics, applied probability, and computational science for a cl
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 ap
Stochastic control is a very active area of research. This monograph, written by two leading authorities in the field, has been updated to reflect the latest de