An Introduction to Optimal Control of Fbsde with Incomplete Information

By Guangchen Wang

This book focuses on maximum principle and verification theorem for incomplete information forward-backward stochastic differential equations (FBSDEs) and their applications in linear-quadratic... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 3319790382
• ISBN13: 9783319790381
• Release Date: May 2018
• Publisher: Springer
• Length: 116 Pages
• Weight: 0.42 lbs.
• Dimensions: 0.3" x 6.1" x 9.2"