LEADER 02426nam0 2200493 i 450 001 VAN0124566 005 20230628105222.776 017 70$2N$a9783319790398 100 $a20191021d2018 |0itac50 ba 101 $aeng 102 $aCH 105 $a|||| ||||| 200 1 $aˆAn ‰Introduction to Optimal Control of FBSDE with Incomplete Information$fGuangchen Wang, Zhen Wu, Jie Xiong 210 $aCham$cSpringer$d2018 215 $axi, 116 p.$d24 cm 410 1$1001VAN0102596$12001 $aSpringerBriefs in mathematics$1210 $aBerlin [etc.]$cSpringer 500 1$3VAN0236123$aˆAn ‰Introduction to Optimal Control of FBSDE with Incomplete Information$91564652 606 $a93E20$xOptimal stochastic control [MSC 2020]$3VANC019946$2MF 606 $a60H10$xStochastic ordinary differential equations [MSC 2020]$3VANC020682$2MF 606 $a60G35$xSignal detection and filtering (aspects of stochastic processes) [MSC 2020]$3VANC021485$2MF 606 $a93E11$xFiltering in stochastic control theory [MSC 2020]$3VANC022653$2MF 606 $a49N10$xLinear-quadratic optimal control problems [MSC 2020]$3VANC022784$2MF 606 $a91G80$xFinancial applications of other theories [MSC 2020]$3VANC031013$2MF 610 $aBackward Separation Approach$9KW:K 610 $aBackward Stochastic Differential Equation$9KW:K 610 $aClosed-form Optimal Solution$9KW:K 610 $aLQ Optimal Control$9KW:K 610 $aMathematical Finance$9KW:K 610 $aOptimal Filtering$9KW:K 610 $aStochastic Maximum Principle$9KW:K 610 $aVerification Theorem$9KW:K 620 $aCH$dCham$3VANL001889 700 1$aWang$bGuangchen$3VANV095987$0768204 701 1$aWu$bZhen$3VANV095988$0768205 701 1$aXiong$bJie$3VANV095989$0736517 712 $aSpringer $3VANV108073$4650 801 $aIT$bSOL$c20240614$gRICA 856 4 $uhttp://doi.org/10.1007/978-3-319-79039-8$zE-book ? Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o Shibboleth 899 $aBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA$1IT-CE0120$2VAN08 912 $fN 912 $aVAN0124566 950 $aBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA$d08CONS e-book 1028 $e08eMF1028 20191021 996 $aIntroduction to Optimal Control of FBSDE with Incomplete Information$91564652 997 $aUNICAMPANIA