Springerbriefs in mathematics - 9783319790381 - an introduction to optimal control of fbsde with incomplete information (springerbriefs in mathematics) von wang, guangchen; wu, zhen; xiong, jie (2 Ergebnisse)
Sprache: Englisch
Verlag: Springer, Berlin, Springer, 2018
- Softcover
Anbieter: AHA-BUCH GmbH, Einbeck, DeutschlandAHA-BUCH GmbH
Verkäufer/-in kontaktierenVerkäufer/-in mit 5 SternenZustand: Neu
EUR 71,58
EUR 30,50 VersandVersand von Deutschland nach USAAnzahl: 2 verfügbar
Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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 inter…esting phenomena arising from the area of mathematical finance can be described by FBSDEs. Optimal control problems of FBSDEs are theoretically important and practically relevant. A standard assumption in the literature is that the stochastic noises in the model are completely observed. However, this is rarely the case in real world situations. The optimal control problems under complete information are studied extensively. Nevertheless, very little is known about these problems when the information is not complete.The aim of this book is to fill this gap.This book is written in a style suitable for graduate students and researchers in mathematics and engineering with basic knowledge of stochastic process, optimal control and mathematical finance.
Sprache: Englisch
Verlag: Springer Verlag, 2018
- Softcover
Anbieter: Revaluation Books, Exeter, Vereinigtes KönigreichRevaluation Books
Verkäufer/-in kontaktierenVerkäufer/-in mit 5 SternenZustand: Neu
EUR 98,54
EUR 11,63 VersandVersand von Vereinigtes Königreich nach USAAnzahl: 1 verfügbar
Paperback. Zustand: Brand New. 128 pages. 9.25x6.10x0.32 inches. In Stock.
