Applied Stochastic Processes
and Control for Jump-Diffusions:
|
Appendix A: Deterministic Optimal Control [PDF, 542KB]
Appendix B: Preliminaries in Probability and Analysis [PDF, 678KB]
Appendix C: MATLAB Code [PDF, 285KB]
Applied Stochastic Processes
and Control for Jump-Diffusions:
|
Appendix A: Deterministic Optimal Control [PDF, 542KB]
Appendix B: Preliminaries in Probability and Analysis [PDF, 678KB]
Appendix C: MATLAB Code [PDF, 285KB]