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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.
| Media | Books Book |
| Released | May 25, 2018 |
| ISBN13 | 9783319790381 |
| Publishers | Springer International Publishing AG |
| Pages | 116 |
| Dimensions | 150 × 220 × 20 mm · 250 g (Weight (estimated)) |
| Language | German |
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