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An Introduction to Optimal Control of FBSDE with Incomplete Information
Original price was: ₹5,511.00.₹4,410.00Current price is: ₹4,410.00.
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.
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.
Additional information
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Book information
Edition
1st Edition
ISBN [Softcover]
9783319790381
Publisher
Springer
Year
2018
Pages
XI, 116 p.
Series Title
SpringerBriefs in Mathematics
Language
English
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