02426nam0 2200493 i 450 VAN012456620230628105222.776N978331979039820191021d2018 |0itac50 baengCH|||| |||||ˆAn ‰Introduction to Optimal Control of FBSDE with Incomplete InformationGuangchen Wang, Zhen Wu, Jie XiongChamSpringer2018xi, 116 p.24 cm001VAN01025962001 SpringerBriefs in mathematics210 Berlin [etc.]SpringerVAN0236123ˆAn ‰Introduction to Optimal Control of FBSDE with Incomplete Information156465293E20Optimal stochastic control [MSC 2020]VANC019946MF60H10Stochastic ordinary differential equations [MSC 2020]VANC020682MF60G35Signal detection and filtering (aspects of stochastic processes) [MSC 2020]VANC021485MF93E11Filtering in stochastic control theory [MSC 2020]VANC022653MF49N10Linear-quadratic optimal control problems [MSC 2020]VANC022784MF91G80Financial applications of other theories [MSC 2020]VANC031013MFBackward Separation ApproachKW:KBackward Stochastic Differential EquationKW:KClosed-form Optimal SolutionKW:KLQ Optimal ControlKW:KMathematical FinanceKW:KOptimal FilteringKW:KStochastic Maximum PrincipleKW:KVerification TheoremKW:KCHChamVANL001889WangGuangchenVANV095987768204WuZhenVANV095988768205XiongJieVANV095989736517Springer <editore>VANV108073650ITSOL20240614RICAhttp://doi.org/10.1007/978-3-319-79039-8E-book – Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o ShibbolethBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICAIT-CE0120VAN08NVAN0124566BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08CONS e-book 1028 08eMF1028 20191021 Introduction to Optimal Control of FBSDE with Incomplete Information1564652UNICAMPANIA