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Applied Stochastic Control of Jump Diffusions

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Applied Stochastic Control of Jump Diffusions - Øksendal, Bernt, and Sulem, Agnès
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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 L???vy processes, and a section on optimal stopping with delayed information.

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Applied Stochastic Control of Jump Diffusions 2019, Springer, Cham

ISBN-13: 9783030027797

3rd 2019 edition

Trade paperback

Applied Stochastic Control of Jump Diffusions 2005, Springer, Berlin, Germany

ISBN-13: 9783540140238

Trade paperback