Condizione: New. pp. 127.
Da: Revaluation Books, Exeter, Regno Unito
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Aggiungi al carrelloPaperback. Condizione: Brand New. 128 pages. 9.25x6.10x0.32 inches. In Stock.
Da: preigu, Osnabrück, Germania
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Aggiungi al carrelloTaschenbuch. Condizione: Neu. An Introduction to Optimal Control of FBSDE with Incomplete Information | Guangchen Wang (u. a.) | Taschenbuch | xi | Englisch | 2018 | Springer | EAN 9783319790381 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.
Lingua: Inglese
Editore: Springer, Berlin, Springer, 2018
ISBN 10: 3319790382 ISBN 13: 9783319790381
Da: AHA-BUCH GmbH, Einbeck, Germania
EUR 69,27
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Aggiungi al carrelloTaschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book focuses on maximum principle and verification theorem for incomplete information forward-backward stochastic differential equations (FBSDEs) and their applications in linear-quadratic optimal controls and mathematical finance. Lots of interesting phenomena arising from the area of mathematical finance can be described by FBSDEs. Optimal control problems of FBSDEs are theoretically important and practically relevant. A standard assumption in the literature is that the stochastic noises in the model are completely observed. However, this is rarely the case in real world situations. The optimal control problems under complete information are studied extensively. Nevertheless, very little is known about these problems when the information is not complete.The aim of this book is to fill this gap.This book is written in a style suitable for graduate students and researchers in mathematics and engineering with basic knowledge of stochastic process, optimal control and mathematical finance.
EUR 185,61
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Aggiungi al carrelloCondizione: New.
EUR 188,90
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Aggiungi al carrelloPaperback. Condizione: Brand New. 541 pages. 9.00x6.00x9.02 inches. In Stock.
Condizione: New. 1st edition NO-PA16APR2015-KAP.
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Aggiungi al carrelloCondizione: New.
Da: Brook Bookstore On Demand, Napoli, NA, Italia
EUR 54,23
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Aggiungi al carrelloCondizione: new. Questo è un articolo print on demand.
Lingua: Inglese
Editore: Springer, Berlin, Springer, 2018
ISBN 10: 3319790382 ISBN 13: 9783319790381
Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germania
EUR 64,19
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Aggiungi al carrelloTaschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This book focuses on maximum principle and verification theorem for incomplete information forward-backward stochastic differential equations (FBSDEs) and their applications in linear-quadratic optimal controls and mathematical finance. Lots of interesting phenomena arising from the area of mathematical finance can be described by FBSDEs. Optimal control problems of FBSDEs are theoretically important and practically relevant. A standard assumption in the literature is that the stochastic noises in the model are completely observed. However, this is rarely the case in real world situations. The optimal control problems under complete information are studied extensively. Nevertheless, very little is known about these problems when the information is not complete.The aim of this book is to fill this gap.This book is written in a style suitable for graduate students and researchers in mathematics and engineering with basic knowledge of stochastic process, optimal control and mathematical finance. 116 pp. Englisch.
Da: Majestic Books, Hounslow, Regno Unito
EUR 89,68
Quantità: 4 disponibili
Aggiungi al carrelloCondizione: New. Print on Demand pp. 127.
Da: Biblios, Frankfurt am main, HESSE, Germania
EUR 91,02
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Aggiungi al carrelloCondizione: New. PRINT ON DEMAND pp. 127.
Lingua: Inglese
Editore: Springer International Publishing, 2018
ISBN 10: 3319790382 ISBN 13: 9783319790381
Da: moluna, Greven, Germania
EUR 57,59
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Aggiungi al carrelloCondizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Introduces new backward separation approach with maximum principle and optimal filteringMany worked-out examples included to help the reader understand theories Provides a concise introduction to forward-ba.
Lingua: Inglese
Editore: Elsevier - Health Sciences Division, 2026
ISBN 10: 0443275785 ISBN 13: 9780443275784
Da: Brook Bookstore On Demand, Napoli, NA, Italia
EUR 165,86
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Aggiungi al carrelloCondizione: new. Questo è un articolo print on demand.