Isbn: 9781611974232 - lectures on bsdes, stochastic control, and stochastic differential games with financial applications (siam financial mathematics, band 1) (15 Ergebnisse)

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Zustand: good. This is a pre-loved book that shows moderate signs of wear from previous reading. You may notice creases, edge wear, or a cracked spine, but it remains in solid, readable condition. Please note: -May include library or rental stickers, stamps, or markings. -Supplemental materials e.g., CDs, access codes, inserts are not guaranteed. -Box sets may not come with the original outer box. If it does, the box will not be in perfect condition. Your satisfaction is our top priority! If you have any questions or concerns about your order, please don't hesitate to reach out. Thank you for shopping with us and supporting small businessâ"happy reading.…

Paperback. Zustand: Brand New. 275 pages. 10.00x7.00x0.70 inches. In Stock.

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Paperback. Zustand: New. The goal of this textbook is to introduce students to the stochastic analysis tools that play an increasing role in the probabilistic approach to optimization problems, including stochastic control and stochastic differential games. While optimal control is taught in many graduate programs in applied mathematics and operations research, the author was intrigued by the lack of coverage of the theory of stochastic differential games.This is the first title in SIAM's Financial Mathematics book series and is based on the author's lecture notes. It will be helpful to students who are interested in stochastic differential equations (forward, backward, forward-backward); the probabilistic approach to stochastic control (dynamic programming and the stochastic maximum principle); and mean field games and control of McKean-Vlasov dynamics.The theory is illustrated by applications to models of systemic risk, macroeconomic growth, flocking/schooling, crowd behavior, and predatory trading, among others.…

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Paperback. Zustand: New. The goal of this textbook is to introduce students to the stochastic analysis tools that play an increasing role in the probabilistic approach to optimization problems, including stochastic control and stochastic differential games. While optimal control is taught in many graduate programs in applied mathematics and operations research, the author was intrigued by the lack of coverage of the theory of stochastic differential games.This is the first title in SIAM's Financial Mathematics book series and is based on the author's lecture notes. It will be helpful to students who are interested in stochastic differential equations (forward, backward, forward-backward); the probabilistic approach to stochastic control (dynamic programming and the stochastic maximum principle); and mean field games and control of McKean-Vlasov dynamics.The theory is illustrated by applications to models of systemic risk, macroeconomic growth, flocking/schooling, crowd behavior, and predatory trading, among others.…