Guangchen Wang – författare
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2 produkter
Introduction to Optimal Control of FBSDE with Incomplete Information
Av Guangchen Wang, Zhen Wu m. fl.
Häftad, 2018
659 kr
Lägg i varukorg
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 …
Introduction to Optimal Control of FBSDE with Incomplete Information
E-bok, 2018
868 kr
Lägg i varukorg
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 …
