Agnès Sulem – författare

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4 produkter

1. 

   Applied Stochastic Control of Jump Diffusions

   Av Bernt Øksendal, Agnès Sulem

   Häftad, 2019

   767 kr

   Lägg i varukorg

   The main purpose of the book is to give a rigorous introduction to the most important and useful solution methods of various types of stochastic control problems for jump diffusions and their applications. Both the dynamic programming method and the stochastic maximum principle method are …

2. 

   Applied Stochastic Control of Jump Diffusions

   Av Agnes Sulem, Bernt oksendal

   E-bok, 2019

   877 kr

   Lägg i varukorg

   The main purpose of the book is to give a rigorous introduction to the most important and useful solution methods of various types of stochastic control problems for jump diffusions and their applications. Both the dynamic programming method and the stochastic maximum principle method are …

3. 

   Applied Stochastic Control of Jump Diffusions

   Av Agnes Sulem, Bernt oksendal

   E-bok, 2005

   522 kr

   Lägg i varukorg

   This book offers a rigorous introduction to the most important and useful solution methods of various types of stochastic control problems for jump diffusions and its applications. Discussion extends to both the dynamic programming method and the maximum principle method, as well as the relation …

4. 

   Applied Stochastic Control of Jump Diffusions

   Av Agnes Sulem, Bernt oksendal

   E-bok, 2007

   978 kr

   Lägg i varukorg

   This book offers a rigorous introduction to the most important and useful solution methods of various types of stochastic control problems for jump diffusions and its applications. Discussion extends to both the dynamic programming method and the maximum principle method, as well as the relation …