Lectures On Bsdes, Stochastic Control, And Stochastic Differential Games With Fi - Rene Carmona - Books - Society for Industrial & Applied Mathema - 9781611974232 - October 31, 2016
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Rene Carmona
Lectures On Bsdes, Stochastic Control, And Stochastic Differential Games With Fi

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The goal of this textbook is to introduce students to the stochastic analysis tools that play an increasing role in the probabilistic approach to optimization problems, including stochastic control and stochastic differential games.

366 pages

Media Books     Book
Released October 31, 2016
ISBN13 9781611974232
Publishers Society for Industrial & Applied Mathema
Pages 274
Dimensions 259 × 181 × 19 mm   ·   779 g   (Weight (estimated))

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