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An Introduction to Optimal Control of FBSDE with Incomplete Information / / by Guangchen Wang, Zhen Wu, Jie Xiong
| An Introduction to Optimal Control of FBSDE with Incomplete Information / / by Guangchen Wang, Zhen Wu, Jie Xiong |
| Autore | Wang Guangchen |
| Edizione | [1st ed. 2018.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2018 |
| Descrizione fisica | 1 online resource (XI, 116 p.) |
| Disciplina | 532.5015192 |
| Collana | SpringerBriefs in Mathematics |
| Soggetto topico |
Calculus of variations
Probabilities Actuarial science Calculus of Variations and Optimal Control; Optimization Probability Theory and Stochastic Processes Actuarial Sciences |
| ISBN | 3-319-79039-0 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Introduction -- 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. |
| Record Nr. | UNINA-9910300102003321 |
Wang Guangchen
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Stochastic differential equations in infinite dimensional spaces / / Gopinath Kallianpur, Jie Xiong [[electronic resource]]
| Stochastic differential equations in infinite dimensional spaces / / Gopinath Kallianpur, Jie Xiong [[electronic resource]] |
| Autore | Kallianpur G |
| Pubbl/distr/stampa | Hayward, Calif., : Institute of Mathematical Statistics, c1995 |
| Descrizione fisica | 1 online resource (vi, 345 p. ) |
| Disciplina | 519.2 |
| Altri autori (Persone) | XiongJie |
| Collana |
Lecture notes-monograph series Stochastic differential equations in infinite dimensional spaces
Lecture notes-monograph series |
| Soggetto topico |
Stochastic differential equations
Mathematics Physical Sciences & Mathematics Mathematical Statistics |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISA-996210102703316 |
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Kallianpur G
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| Hayward, Calif., : Institute of Mathematical Statistics, c1995 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
Stochastic differential equations in infinite dimensional spaces / / Gopinath Kallianpur, Jie Xiong [[electronic resource]]
| Stochastic differential equations in infinite dimensional spaces / / Gopinath Kallianpur, Jie Xiong [[electronic resource]] |
| Autore | Kallianpur G |
| Pubbl/distr/stampa | Hayward, Calif., : Institute of Mathematical Statistics, c1995 |
| Descrizione fisica | 1 online resource (vi, 345 p. ) |
| Disciplina | 519.2 |
| Altri autori (Persone) | XiongJie |
| Collana |
Lecture notes-monograph series Stochastic differential equations in infinite dimensional spaces
Lecture notes-monograph series |
| Soggetto topico |
Stochastic differential equations
Mathematics Physical Sciences & Mathematics Mathematical Statistics |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910482890003321 |
|
Kallianpur G
|
||
| Hayward, Calif., : Institute of Mathematical Statistics, c1995 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||