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Applied Stochastic Control of Jump Diffusions

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Cover of 'Applied Stochastic Control of Jump Diffusions'

Table of Contents

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    Book Overview
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    Chapter 1 Stochastic Calculus with Jump Diffusions
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    Chapter 2 Optimal Stopping of Jump Diffusions
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    Chapter 3 Stochastic Control of Jump Diffusions
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    Chapter 4 Combined Optimal Stopping and Stochastic Control of Jump Diffusions
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    Chapter 5 Singular Control for Jump Diffusions
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    Chapter 6 Impulse Control of Jump Diffusions
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    Chapter 7 Approximating Impulse Control by Iterated Optimal Stopping
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    Chapter 8 Combined Stochastic Control and Impulse Control of Jump Diffusions
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    Chapter 9 Viscosity Solutions
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    Chapter 10 Optimal Control of Random Jump Fields and Partial Information Control
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    Chapter 11 Solutions of Selected Exercises
Attention for Chapter 4: Combined Optimal Stopping and Stochastic Control of Jump Diffusions
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