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Applied stochastic control of jump diffusions
Bernt Øksendal, Agnès Sulem · Springer
257 sayfa · 2007
Stochastic control theory / Stochastic processes / Viscosity solutions
Applied Stochastic Control of Jump Diffusions
Bernt Øksendal, Agnès Sulem · Springer
452 sayfa · 2019
Stochastic processes / Viscosity / Control theory
Applied Stochastic Control of Jump Diffusions (Universitext)
Bernt Øksendal, Agnès Sulem-Bialobroda · Springer
262 sayfa · 2007
Stochastic processes / Viscosity / Control theory / Operator theory / Mathematics
Applied Stochastic Control of Jump Diffusions (Universitext)
Bernt Øksendal, Agnès Sulem-Bialobroda · Springer
260 sayfa · 2006
Stochastic processes / Viscosity / Control theory / Operator theory / Mathematics
Optimal control and partial differential equations
Alain Bensoussan, Agnès Sulem · IOS Press
750 sayfa · 2000
Control theory / Partial Differential equations / Mathematical optimization / Congresses / Differential equations, partial