Titlebook: Managing a Hospital; How to Succeed as a Otto Armin Smiseth Book 2023 The Editor(s) (if applicable) and The Author(s), under exclusive lic

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nt of them provides a detailed solution, while a few are left as an exercise to the reader. Every chapter includes a brief resume of the main theoretical results to apply. This textbook is the result of several years of teaching experience of both the authors.978-3-031-28377-2978-3-031-28378-9Series ISSN 2038-5714 Series E-ISSN 2532-3318

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Otto Armin Smisethnt of them provides a detailed solution, while a few are left as an exercise to the reader. Every chapter includes a brief resume of the main theoretical results to apply. This textbook is the result of several years of teaching experience of both the authors.978-3-031-28377-2978-3-031-28378-9Series ISSN 2038-5714 Series E-ISSN 2532-3318

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Otto Armin Smiseths and mathematics of finance.. .Graduate students, researchers as well as practitioners will benefit from this monograph. .978-3-030-26108-5978-3-030-26106-1Series ISSN 1616-0533 Series E-ISSN 2195-0687

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Otto Armin Smiseth stochastic game of optimal stopping (or Dynkin game). We establish a well-known relation between both problems for this general situation, namely that the partial derivative of the value of the control problem . equals the value of the Dynkin game u, and a saddle point for this game can be derived

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Otto Armin Smisethurn triggered a demand for university courses on the relevant topics and at the same time confronted the mathematical community with an interesting field of application for many techniques that had originally been developed for other purposes. Most probably this development was accelerated by an ever more app978-3-7643-6921-7978-3-0348-8041-1

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Otto Armin Smisethela [5] for examples of such models. These three classes of models have been developed extensively; a thorough survey would be outside the aims of this paper, but we refer the reader to the excellent recent monograph of Musiela & Rutkowski [11] for more details and references.