BOOKS

Applied Stochastic Processes and Control for Jump-Diffusions:
Modeling, Analysis, and Computation

by Floyd B. Hanson

Advances in Design and Control 13

2007 / xxviii + 441 pages / Softcover / ISBN 978-0-898716-33-7
List Price $104.00 / SIAM Member Price $72.80 / Order Code DC13

Appendix A: Deterministic Optimal Control [PDF, 542KB]

Appendix B: Preliminaries in Probability and Analysis [PDF, 678KB]

Appendix C: MATLAB Code [PDF, 285KB]

 

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