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An Introduction to Optimal Control of FBSDE with Incomplete Information
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Bester Preis: € 1,86 (vom 12.09.2019)An Introduction to Optimal Control of FBSDE with Incomplete Information
ISBN: 9783319790381 bzw. 3319790382, vermutlich in Englisch, Springer Shop, Taschenbuch, neu.
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 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. Soft cover.
An Introduction to Optimal Control of FBSDE with Incomplete Information (2018)
ISBN: 9783319790381 bzw. 3319790382, vermutlich in Englisch, Springer, Taschenbuch, neu.
An 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. Lots of interesting 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. 25.05.2018, Taschenbuch.
An Introduction to Optimal Control of FBSDE with Incomplete Information
ISBN: 9783319790398 bzw. 3319790390, vermutlich in Englisch, Springer Shop, neu, E-Book, elektronischer Download.
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 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. eBook.
An Introduction to Optimal Control of FBSDE with Incomplete Information
ISBN: 9783319790398 bzw. 3319790390, vermutlich in Englisch, Springer International Publishing, neu, E-Book, elektronischer Download.
An 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. ¿Lots of interesting 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. Englisch, Ebook.
An Introduction to Optimal Control of FBSDE with Incomplete Information
ISBN: 9783319790381 bzw. 3319790382, vermutlich in Englisch, neu, Hörbuch.
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 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.
An Introduction to Optimal Control of FBSDE with Incomplete Information
ISBN: 9783319790381 bzw. 3319790382, vermutlich in Englisch, Springer-Verlag Gmbh, Taschenbuch, neu.
An 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. Lots of interesting 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. Englisch, Taschenbuch.
An Introduction to Optimal Control of FBSDE with Incomplete Information (2018)
ISBN: 3319790382 bzw. 9783319790381, vermutlich in Englisch, neu.
An Introduction to Optimal Control of FBSDE with Incomplete Information (SpringerBriefs in Mathematics) (2018)
ISBN: 9783319790381 bzw. 3319790382, in Englisch, 118 Seiten, Springer, Taschenbuch, neu, Erstausgabe.
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