9783319790381 - an introduction to optimal control of fbsde with incomplete information di wang, guangchen; wu, zhen; xiong, jie (8 risultati)
Lingua: Inglese
Editore: Springer, 2018
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Da: Books Puddle, New York, NY, U.S.A.Books Puddle
Contatta il venditoreVenditore con 4 stelleCondizione: Nuovo
EUR 89,37
EUR 3,43 spedizioneSpedito in U.S.A.Quantità: 4 disponibili
Condizione: New. pp. 127.
Lingua: Inglese
Editore: Springer, Berlin, Springer, 2018
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Da: AHA-BUCH GmbH, Einbeck, GermaniaAHA-BUCH GmbH
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 71,58
EUR 30,50 spedizioneSpedito da Germania a U.S.A.Quantità: 2 disponibili
Taschenbuch. 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 in…teresting 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.
Lingua: Inglese
Editore: Springer Verlag, 2018
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Da: Revaluation Books, Exeter, Regno UnitoRevaluation Books
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EUR 98,54
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Paperback. Condizione: Brand New. 128 pages. 9.25x6.10x0.32 inches. In Stock.
Lingua: Inglese
Editore: Springer, 2018
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- Print on Demand
Da: Brook Bookstore On Demand, Napoli, NA, ItaliaBrook Bookstore On Demand
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EUR 54,23
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Condizione: new. Questo è un articolo print on demand.
Lingua: Inglese
Editore: Springer, Berlin, Springer, 2018
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- Print on Demand
Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermaniaBuchWeltWeit Ludwig Meier e.K.
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EUR 64,19
EUR 23,00 spedizioneSpedito da Germania a U.S.A.Quantità: 2 disponibili
Taschenbuch. 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 fin…ance. 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.
Lingua: Inglese
Editore: Springer, 2018
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- Print on Demand
Da: Majestic Books, Hounslow, Regno UnitoMajestic Books
Contatta il venditoreVenditore con 4 stelleCondizione: Nuovo
EUR 90,26
EUR 7,56 spedizioneSpedito da Regno Unito a U.S.A.Quantità: 4 disponibili
Condizione: New. Print on Demand pp. 127.
Lingua: Inglese
Editore: Springer, 2018
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- Print on Demand
Da: Biblios, frankfurt am main, HESSE, GermaniaBiblios
Contatta il venditoreVenditore con 4 stelleCondizione: Nuovo
EUR 93,25
EUR 9,95 spedizioneSpedito da Germania a U.S.A.Quantità: 4 disponibili
Condizione: New. PRINT ON DEMAND pp. 127.
Lingua: Inglese
Editore: Springer International Publishing, 2018
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- Print on Demand
Da: moluna, Greven, Germaniamoluna
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 57,59
EUR 48,99 spedizioneSpedito da Germania a U.S.A.Quantità: Più di 20 disponibili
Condizione: 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.
