LEADER 01101nam0-22003491i-450- 001 990003226340403321 005 20090529130855.0 035 $a000322634 035 $aFED01000322634 035 $a(Aleph)000322634FED01 035 $a000322634 100 $a20030910d1977----km-y0itay50------ba 101 0 $aita 200 1 $aPer una svolta nella politica fiscale$fdi Giorgio Benvenuto...[et al.]$ginterventi di Mario G. Besana...[et al.]$ga cura di Giancarlo Fornari 210 $aMilano$cFranco Angeli$d1977 215 $a277 p.$c22 cm 610 0 $aPolitica fiscale$aItalia 676 $a343.04$v11 rid.$zita 701 1$aBenvenuto,$bGiorgio$f<1937- >$033102 701 1$aBesana,$bMario G.$0376352 701 1$aFornari,$bGiancarlo$0120447 801 0$aIT$bUNINA$gRICA$2UNIMARC 901 $aBK 912 $a990003226340403321 952 $aN/2.321 FOR$b19548$fSES 952 $aN/2.321 FOR$b7857/I$fSES 952 $aH 1359$bs.i.$fDSS 952 $aH2.167$b7130$fDECTS 959 $aSES 959 $aDECTS 996 $aPer una svolta nella politica fiscale$9454840 997 $aUNINA LEADER 03597nam 22006015 450 001 9910300102003321 005 20200706192346.0 010 $a3-319-79039-0 024 7 $a10.1007/978-3-319-79039-8 035 $a(CKB)4100000004243903 035 $a(DE-He213)978-3-319-79039-8 035 $a(MiAaPQ)EBC5396657 035 $z(PPN)258862688 035 $a(PPN)227404300 035 $a(EXLCZ)994100000004243903 100 $a20180516d2018 u| 0 101 0 $aeng 135 $aurnn|008mamaa 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 13$aAn Introduction to Optimal Control of FBSDE with Incomplete Information /$fby Guangchen Wang, Zhen Wu, Jie Xiong 205 $a1st ed. 2018. 210 1$aCham :$cSpringer International Publishing :$cImprint: Springer,$d2018. 215 $a1 online resource (XI, 116 p.) 225 1 $aSpringerBriefs in Mathematics,$x2191-8198 311 $a3-319-79038-2 327 $aIntroduction -- Filtering of BSDE and FBSDE -- Optimal Control of Fully Coupled FBSDE with Partial Information -- Optimal Control of FBSDE with Partially Observable Information -- LQ Optimal Control Models with Incomplete Information -- Appendix: BSDE and FBSDE. 330 $aThis book focuses on maximum principle and verification theorem for incomplete information forward-backward stochastic differential equations (FBSDEs) and their applications in linear-quadratic optimal controls and mathematical finance. Lots of interesting phenomena arising from the area of mathematical finance can be described by FBSDEs. Optimal control problems of FBSDEs are theoretically important and practically relevant. A standard assumption in the literature is that the stochastic noises in the model are completely observed. However, this is rarely the case in real world situations. The optimal control problems under complete information are studied extensively. Nevertheless, very little is known about these problems when the information is not complete. The aim of this book is to fill this gap. This book is written in a style suitable for graduate students and researchers in mathematics and engineering with basic knowledge of stochastic process, optimal control and mathematical finance. 410 0$aSpringerBriefs in Mathematics,$x2191-8198 606 $aCalculus of variations 606 $aProbabilities 606 $aActuarial science 606 $aCalculus of Variations and Optimal Control; Optimization$3https://scigraph.springernature.com/ontologies/product-market-codes/M26016 606 $aProbability Theory and Stochastic Processes$3https://scigraph.springernature.com/ontologies/product-market-codes/M27004 606 $aActuarial Sciences$3https://scigraph.springernature.com/ontologies/product-market-codes/M13080 615 0$aCalculus of variations. 615 0$aProbabilities. 615 0$aActuarial science. 615 14$aCalculus of Variations and Optimal Control; Optimization. 615 24$aProbability Theory and Stochastic Processes. 615 24$aActuarial Sciences. 676 $a532.5015192 700 $aWang$b Guangchen$4aut$4http://id.loc.gov/vocabulary/relators/aut$0768204 702 $aWu$b Zhen$4aut$4http://id.loc.gov/vocabulary/relators/aut 702 $aXiong$b Jie$4aut$4http://id.loc.gov/vocabulary/relators/aut 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910300102003321 996 $aAn Introduction to Optimal Control of FBSDE with Incomplete Information$92240076 997 $aUNINA