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Taschenbuch. Zustand: Neu. An Introduction to Optimal Control of FBSDE with Incomplete Information | Guangchen Wang (u. a.) | Taschenbuch | xi | Englisch | 2018 | Springer | EAN 9783319790381 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.
Sprache: Englisch
Verlag: Springer, Berlin, Springer, 2018
ISBN 10: 3319790382 ISBN 13: 9783319790381
Anbieter: AHA-BUCH GmbH, Einbeck, Deutschland
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 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.
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Zustand: New. 1st edition NO-PA16APR2015-KAP.
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In den WarenkorbPaperback. Zustand: Brand New. 541 pages. 9.00x6.00x9.02 inches. In Stock.
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Anbieter: Brook Bookstore On Demand, Napoli, NA, Italien
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In den WarenkorbZustand: new. Questo è un articolo print on demand.
Sprache: Englisch
Verlag: Springer, Berlin, Springer International Publishing, Springer Mai 2018, 2018
ISBN 10: 3319790382 ISBN 13: 9783319790381
Anbieter: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Deutschland
Taschenbuch. Zustand: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. 116 pp. Englisch.
Sprache: Englisch
Verlag: Springer International Publishing, 2018
ISBN 10: 3319790382 ISBN 13: 9783319790381
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In den WarenkorbZustand: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Introduces new backward separation approach with maximum principle and optimal filteringMany worked-out examples included to help the reader understand theories Provides a concise introduction to forward-ba.
Sprache: Englisch
Verlag: Elsevier - Health Sciences Division, 2026
ISBN 10: 0443275785 ISBN 13: 9780443275784
Anbieter: Brook Bookstore On Demand, Napoli, NA, Italien
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In den WarenkorbZustand: new. Questo è un articolo print on demand.