01818nam0 2200385 i 450 SUN012456620191022041703.2630.00N978-3-319-79039-820191021d2018 |0engc50 baengCH|||| |||||An *Introduction to Optimal Control of FBSDE with Incomplete InformationGuangchen Wang, Zhen Wu, Jie XiongCham : Springer, 2018xi116 p. ; 24 cmPubblicazione in formato elettronico001SUN01025962001 *SpringerBriefs in mathematics210 BerlinSpringer2011-.93E20Optimal stochastic control [MSC 2020]MFSUNC01994660H10Stochastic ordinary differential equations [MSC 2020]MFSUNC02068260G35Signal detection and filtering (aspects of stochastic processes) [MSC 2020]MFSUNC02148593E11Filtering in stochastic control theory [MSC 2020]MFSUNC02265349N10Linear-quadratic optimal control problems [MSC 2020]MFSUNC02278491G80Financial applications of other theories [MSC 2020]MFSUNC031013CHChamSUNL001889Wang, GuangchenSUNV095987768204Wu, ZhenSUNV095988768205Xiong, JieSUNV095989736517SpringerSUNV000178650ITSOL20210503RICAhttp://doi.org/10.1007/978-3-319-79039-8SUN0124566UFFICIO DI BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08CONS e-book 1028 08eMF1028 20191021 Introduction to Optimal Control of FBSDE with Incomplete Information1564652UNICAMPANIA