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An Introduction to Optimal Control of FBSDE with Incomplete Information 1st ed. 2018 edition
Wang
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An Introduction to Optimal Control of FBSDE with Incomplete Information 1st ed. 2018 edition
Wang
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.
| Mídia | Livros Book |
| Lançado | 25 de maio de 2018 |
| ISBN13 | 9783319790381 |
| Editoras | Springer International Publishing AG |
| Páginas | 116 |
| Dimensões | 190 g |
| Idioma | German |
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