Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE
by
 
Touzi, Nizar. author.

Title
: 
Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE

Author
: 
Touzi, Nizar. author.

ISBN
: 
9781461442868

Physical Description
: 
X, 214 p. online resource.

Series
: 
Fields Institute Monographs, 29

Subject Term
: 
Mathematics.
 
Differential equations, partial.
 
Finance.
 
Mathematical optimization.
 
Distribution (Probability theory).
 
Quantitative Finance.
 
Probability Theory and Stochastic Processes.
 
Partial Differential Equations.
 
Calculus of Variations and Optimal Control; Optimization.

Added Corporate Author
: 
SpringerLink (Online service)

Electronic Access
: 
http://dx.doi.org/10.1007/978-1-4614-4286-8


LibraryMaterial TypeItem BarcodeShelf Number[[missing key: search.ChildField.HOLDING]]Status
Online LibraryE-Book331466-1001ONLINE(331466.1)Elektronik Kütüphane