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Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE

Bag om Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE

This book collects some recent developments in stochastic control theory with applications to financial mathematics. We next address the class of stochastic target problems which extends in a nontrivial way the standard stochastic control problems.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9781493900428
  • Indbinding:
  • Paperback
  • Sideantal:
  • 214
  • Udgivet:
  • 15. Oktober 2014
  • Udgave:
  • 2013
  • Størrelse:
  • 235x155x12 mm.
  • Vægt:
  • 349 g.
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Leveringstid: 2-3 uger
Forventet levering: 23. Oktober 2024

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This book collects some recent developments in stochastic control theory with applications to financial mathematics. We next address the class of stochastic target problems which extends in a nontrivial way the standard stochastic control problems.

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