$10.37
Today
APPLIED STOCHASTIC CONTROL OF
$39.50
or
pay in installments as low as
$10.37
with
Quantity:
Details
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 applications. Discussion includes the dynamic programming method and the maximum principle method, and their relationship. The text emphasises real-world applications, primarily in finance. Results are illustrated by examples, with end-of-chapter exercises including complete solutions. The 2nd edition adds a chapter on optimal control of stochastic partial differential equations driven by Levy processes, and a new section on optimal stopping with delayed information. Basic knowledge of stochastic analysis, measure theory and partial differential equations is assumed.
| Author: | OKSENDAL |
|---|---|
| ISBN-13: | 9783540140238 |
| ISBN-10: | 9783540140238 |
| Publisher: | SPRINGER-VERLAG |
|---|
Shipping Info
Once the order has been picked and packed, it will be sent via Standard, 2nd Business Day, or Next Business Day delivery. Arrival times are dependent on item availability and ship-from location. Saturday deliveries in most areas. Severe weather, natural disasters, and other conditions beyond our control can occasionally disrupt shipping services.
- Standard (arrives in 4-7 days)
- 2nd Business Day (arrives in 3-4 days)
- Next Business Day (arrives in 2-3 days)
For ONLINE ONLY items, shipping is not available to PO Boxes, APO/ FPO/ DPO, or international addresses. Ships to Continental U.S. only. View Description & Details for additional shipping details related to the item.
Return Policy
A valid receipt or packing slip is required for all refunds or exchanges. Shipping and handling fees are not refundable.
Graduation Regalia
Graduation Regalia (cap & gown) must be in new condition and will not be returnable if worn or altered in any way. Product must be unused in order to receive a refund. The last day for a full refund is 30 days after the purchase date on your receipt.
Hardware & Software
Unopened computer hardware and software must be returned within 14 days of purchase for a full refund.
Electronic Software Download (ESD) purchases are Final and Non-Returnable.
Other Merchandise
For questions related to ONLINE ONLY product returns or items received, contact your Campus Store or Customer Service at 1-888-279-8008.
All other merchandise that is unopened and in original condition can be returned within 30 days of purchase.