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Applied Stochastic Control of Jump Diffusions / Bernt Øksendal, Agnès Sulem
| Applied Stochastic Control of Jump Diffusions / Bernt Øksendal, Agnès Sulem |
| Autore | Øksendal, Bernt K. |
| Edizione | [3. ed] |
| Pubbl/distr/stampa | Cham, : Springer, 2019 |
| Descrizione fisica | xvi, 436 p. : ill. ; 24 cm |
| Altri autori (Persone) | Sulem, Agnès |
| Soggetto topico |
93E20 - Optimal stochastic control [MSC 2020]
49J40 - Variational inequalities [MSC 2020] 91Gxx - Actuarial science and mathematical finance [MSC 2020] 65Mxx - Numerical methods for partial differential equations, initial value and time-dependent initial-boundary value problems [MSC 2020] 91A23 - Differential games (aspects of game theory) [MSC 2020] 60G40 - Stopping times; optimal stopping problems; gambling theory [MSC 2020] 47J20 - Variational and other types of inequalities involving nonlinear operators (general) [MSC 2020] |
| Soggetto non controllato |
Backward Stochastic Differential Equations
Convex risk measures Financial Markets Modelled by Jump Diffusions Forward-Backward SDEs Impulse control Jump Diffusions Lévy processes Mean-Field SDEs Optimal Control of SPDEs Optimal stopping Partial Information Control Quantitative Finance Stochastic Controls Stochastic Differential Games |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0126732 |
Øksendal, Bernt K.
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| Cham, : Springer, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Stochastic Control Theory : Dynamic Programming Principle / Makiko Nisio
| Stochastic Control Theory : Dynamic Programming Principle / Makiko Nisio |
| Autore | Nisio, Makiko |
| Edizione | [2. ed] |
| Pubbl/distr/stampa | Tokyo, : Springer, 2015 |
| Descrizione fisica | xv, 250 p. ; 24 cm |
| Soggetto topico |
93E20 - Optimal stochastic control [MSC 2020]
60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020] |
| Soggetto non controllato |
Dynamic programming principle
Nonlinear semigroup Partial differential equations Stochastic Differential Games Stochastic optimal control Viscosity solutions |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0125370 |
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Nisio, Makiko
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| Tokyo, : Springer, 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Subgame consistent cooperation : a comprehensive treatise / David W. K. Yeung, Leon A. Petrosyan
| Subgame consistent cooperation : a comprehensive treatise / David W. K. Yeung, Leon A. Petrosyan |
| Autore | Yeung, David W. K. |
| Pubbl/distr/stampa | Singapore, : Springer, 2016 |
| Descrizione fisica | XIV, 520 p. : ill. ; 24 cm |
| Altri autori (Persone) | Petrosyan, Leon A. |
| Soggetto topico |
91A12 - Cooperative games [MSC 2020]
91A35 - Decision theory for games [MSC 2020] 91A80 - Applications of game theory [MSC 2020] 49N70 - Differential games and control [MSC 2020] 91A25 - Dynamic games [MSC 2020] |
| Soggetto non controllato |
Asynchronous Players’ Horizons
Differential games Dynamic Games Furcating Payoffs NTU Differential Games Public Goods Provision Random Horizon Dynamic Games Randomly-Furcating Stochastic Differential Games Technology Switching |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0115399 |
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Yeung, David W. K.
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| Singapore, : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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