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An Introduction to Optimal Control of FBSDE with Incomplete Information Wang 1st ed. 2018 edition
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An Introduction to Optimal Control of FBSDE with Incomplete Information
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.
| メディア | 書籍 Book |
| リリース済み | 2018年5月25日 |
| ISBN13 | 9783319790381 |
| 出版社 | Springer International Publishing AG |
| ページ数 | 116 |
| 寸法 | 150 × 220 × 20 mm · 250 g (重量（概算）) |
| 言語 | ドイツ語 |
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