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Introduction to Optimal Control of FBSDE with Incomplete Information (1st ed. 2018.)

Part of the Springerbriefs in Mathematics series
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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.

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£15.99
Product Details
3319790390 / 9783319790398
eBook (Adobe Pdf, EPUB)
16/05/2018
English
115 pages
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