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An Introduction to Optimal Control of FBSDE with Incomplete Information 1st ed. 2018 edition
Wang
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.
Media | Książki Book |
Wydane | 25 maja 2018 |
ISBN13 | 9783319790381 |
Wydawcy | Springer International Publishing AG |
Strony | 116 |
Wymiary | 190 g |
Język | German |
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