Applied Stochastic Control of Jump Diffusions
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Published By Springer Berlin Heidelberg

9783540698258, 9783540698265

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Approximating Impulse Control by Iterated Optimal Stopping

Applied Stochastic Control of Jump Diffusions ◽

10.1007/978-3-540-69826-5_7 ◽

2007 ◽

pp. 107-122

Keyword(s):

Optimal Stopping ◽

Impulse Control

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Optimal Control of Random Jump Fields and Partial Information Control

Applied Stochastic Control of Jump Diffusions ◽

10.1007/978-3-540-69826-5_10 ◽

2007 ◽

pp. 161-181

Keyword(s):

Optimal Control ◽

Partial Information ◽

Information Control ◽

Random Jump

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Optimal Stopping of Jump Diffusions

Applied Stochastic Control of Jump Diffusions ◽

10.1007/978-3-540-69826-5_2 ◽

2007 ◽

pp. 27-44

Keyword(s):

Optimal Stopping ◽

Jump Diffusions

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Stochastic Control of Jump Diffusions

Applied Stochastic Control of Jump Diffusions ◽

10.1007/978-3-540-69826-5_3 ◽

2007 ◽

pp. 45-63

Keyword(s):

Stochastic Control ◽

Jump Diffusions

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Viscosity Solutions

Applied Stochastic Control of Jump Diffusions ◽

10.1007/978-3-540-69826-5_9 ◽

2007 ◽

pp. 135-160

Keyword(s):

Viscosity Solutions

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Singular Control for Jump Diffusions

Applied Stochastic Control of Jump Diffusions ◽

10.1007/978-3-540-69826-5_5 ◽

2007 ◽

pp. 77-89

Keyword(s):

Singular Control ◽

Jump Diffusions

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Combined Optimal Stopping and Stochastic Control of Jump Diffusions

Applied Stochastic Control of Jump Diffusions ◽

10.1007/978-3-540-69826-5_4 ◽

2007 ◽

pp. 65-76

Keyword(s):

Stochastic Control ◽

Optimal Stopping ◽

Jump Diffusions

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Stochastic Calculus with Jump Diffusions

Applied Stochastic Control of Jump Diffusions ◽

10.1007/978-3-540-69826-5_1 ◽

2007 ◽

pp. 1-25

Keyword(s):

Stochastic Calculus ◽

Jump Diffusions

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Solutions of Selected Exercises

Applied Stochastic Control of Jump Diffusions ◽

10.1007/978-3-540-69826-5_11 ◽

2007 ◽

pp. 183-241

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Impulse Control of Jump Diffusions

Applied Stochastic Control of Jump Diffusions ◽

10.1007/978-3-540-69826-5_6 ◽

2007 ◽

pp. 91-105

Keyword(s):

Impulse Control ◽

Jump Diffusions

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