Applied stochastic control of jump diffusions /

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Bibliographic Details
Author / Creator:	Øksendal, B. K. (Bernt Karsten), 1945- author.
Edition:	Third edition.
Imprint:	Cham, Switzerland : Springer, 2019.
Description:	1 online resource (xvi, 436 pages) : illustrations (some color)
Language:	English
Series:	Universitext, 0172-5939 Universitext,
Subject:	Stochastic control theory. Stochastic processes. Viscosity solutions. Stochastic control theory. Stochastic processes. Viscosity solutions.
Format:	E-Resource Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/11873831

Hidden Bibliographic Details
Other authors / contributors:	Sulem, Agnès, author.
ISBN:	9783030027810 3030027813 9783030027797 3030027791
Notes:	Includes bibliographical references and index. Online resource; title from PDF title page (SpringerLink, viewed May 2, 2019).
Summary:	Here is a rigorous introduction to solution methods of stochastic control problems for jump diffusions. The 2nd edition adds a chapter on optimal control of stochastic partial differential equations driven by Lévy processes, and a section on optimal stopping with delayed information.
Other form:	Print version: Øksendal, B.K. (Bernt Karsten), 1945- Applied stochastic control of jump diffusions. Third edition. Cham, Switzerland : Springer, 2019 3030027791 9783030027797
Standard no.:	10.1007/978-3-030-02781-0

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