An Introduction to Optimal Control of FBSDE with Incomplete Information - Wang - Books - Springer International Publishing AG - 9783319790381 - May 25, 2018
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An Introduction to Optimal Control of FBSDE with Incomplete Information 1st ed. 2018 edition


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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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