Ebooks de Jie Xiong en PDF

1 Livre(s)
Télécharger le livre : An Introduction to Optimal Control of FBSDE with Incomplete Information
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An Introduction to Optimal Control of FBSDE with Incomplete Information
Guangchen Wang , Zhen Wu , Jie Xiong
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.  ?Lots of interesting...

Editeur : Springer
Parution : 2018-05-16
Collection : SpringerBriefs in Mathematics
PDF

56,14 €