{"product_id":"continuous-time-stochastic-control-and-optimization-huyn-pham-9783642100444","title":"Continuous-Time Stochastic Control and Optimization with Financial Applications","description":"Some elements of stochastic analysis.- Stochastic optimization problems. Examples in finance.- The classical PDE approach to dynamic programming.- The viscosity solutions approach to stochastic control problems.- Optimal switching and free boundary problems.- Backward stochastic differential equations and optimal control.- Martingale and convex duality methods.\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAuthor:\u003c\/b\u003e Huy麩 Pham\u003cbr\u003e\u003cb\u003eISBN-10:\u003c\/b\u003e 3642100449\u003cbr\u003e\u003cb\u003eISBN-13:\u003c\/b\u003e 9783642100444\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e Springer\u003cbr\u003e\u003cb\u003eLanguage:\u003c\/b\u003e English\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 10\/19\/2010\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 232\u003cbr\u003e\u003cb\u003eFormat:\u003c\/b\u003e Paperback\u003cbr\u003e\u003cb\u003eWeight:\u003c\/b\u003e 0.79lbs\u003cbr\u003e\u003cb\u003eSize:\u003c\/b\u003e 9.21h x 6.14w x 0.53d","brand":"Huy麩 Pham","offers":[{"title":"Paperback","offer_id":44052979548415,"sku":"9783642100444","price":79.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0662\/2982\/9887\/files\/img_7438dbda-e64c-472b-be49-91043a0fb593.jpg?v=1685021710","url":"https:\/\/www.whiterainbookhouse.com\/products\/continuous-time-stochastic-control-and-optimization-huyn-pham-9783642100444","provider":"WR Book House","version":"1.0","type":"link"}