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Introduction to Optimal Control of FBSDE with Incomplete Information - Jie Xiong - Bog

Bag om Introduction to Optimal Control of FBSDE with Incomplete Information

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.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9783319790381
  • Indbinding:
  • Paperback
  • Sideantal:
  • 116
  • Udgivet:
  • 25. Maj 2018
  • Udgave:
  • 12018
  • Vægt:
  • 209 g.
  • Ukendt - mangler pt..

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Prøv i 30 dage for 45 kr.
Herefter fra 79 kr./md. Ingen binding.

Beskrivelse af Introduction to Optimal Control of FBSDE with Incomplete Information

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.

Brugerbedømmelser af Introduction to Optimal Control of FBSDE with Incomplete Information



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