An Introduction to Optimal Control of FBSDE with Incomplete Information Wang 1st ed. 2018 edition
An Introduction to Optimal Control of FBSDE with Incomplete Information
Wang
1st ed. 2018 edition
This book focuses on maximum principle and verification theorem for incomplete information forward-backward stochastic differential equations (FBSDEs) and their applications in linear-quadratic optimal controls and mathematical finance.
118 pages, XI, 118 p.
| Medios de comunicación | Libros Book |
| Publicado | 25 de mayo de 2018 |
| ISBN13 | 9783319790381 |
| Editores | Springer International Publishing AG |
| Páginas | 116 |
| Dimensiones | 150 × 220 × 20 mm · 250 g (Peso (estimado)) |
| Lengua | Alemán |
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