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Optimal Stochastic Control, Stochastic Target P...
By Nizar Touzi and Touzi
Edition Description
This book collects some recent developments in stochastic control theory with applications to financial mathematics. We first address standard stochastic control problems from the viewpoint of the recently developed weak dynamic programming principle. A special emphasis is put...
Edition Details
Format:Hardcover
Language:English
ISBN:1461442850
Format: Hardcover
Condition:
$
129.99
Optimal Stochastic Control, Stochastic Target P...
By Nizar Touzi and Touzi
Edition Description
This book collects some recent developments in stochastic control theory with applications to financial mathematics. We first address standard stochastic control problems from the viewpoint of the recently developed weak dynamic programming principle. A special emphasis is put...
Edition Details
Format:Paperback
Language:English
ISBN:1493900420
Format: Paperback
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