12. Symposium of Probability and Stochastic Processes : Merida, Mexico, November 16–20, 2015 / Daniel Hernández-Hernández, Juan Carlos Pardo, Victor Rivero editors |
Edizione | [Cham : Springer, 2018] |
Pubbl/distr/stampa | xi, 234 p., : ill. ; 24 cm |
Descrizione fisica | Pubblicazione in formato elettronico |
Soggetto topico |
60Jxx - Markov processes [MSC 2020]
93E20 - Optimal stochastic control [MSC 2020] 91B05 - Risk models (general) [MSC 2020] 60G51 - Processes with independent increments; Lévy processes [MSC 2020] 60F17 - Functional limit theorems; invariance principles [MSC 2020] 91A15 - Stochastic games, stochastic differential games [MSC 2020] |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-SUN0125079 |
xi, 234 p., : ill. ; 24 cm | ||
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Lo trovi qui: Univ. Vanvitelli | ||
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1: Mean Field FBSDEs, Control, and Games / René Carmona, François Delarue |
Autore | Carmona, René A. |
Pubbl/distr/stampa | Cham, : Springer, 2018 |
Descrizione fisica | xxv, 713 p. : ill. ; 24 cm |
Altri autori (Persone) | Delarue, François |
Soggetto topico |
93E20 - Optimal stochastic control [MSC 2020]
91Axx - Game theory [MSC 2020] 60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020] 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] |
Soggetto non controllato |
Analysis on Wasserstein Space
Applications in Economics and Social Science Forward-Backward Stochastic Differential Equations Game Theory Master Equations Mean field games Mean-field Control Optimal Stochastic Control Partial differential equations |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0124941 |
Carmona, René A.
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Cham, : Springer, 2018 | ||
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Lo trovi qui: Univ. Vanvitelli | ||
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1: Mean Field FBSDEs, Control, and Games / René Carmona, François Delarue |
Autore | Carmona, René A. |
Edizione | [Cham : Springer, 2018] |
Pubbl/distr/stampa | xxv, 713 p., : ill. ; 24 cm |
Descrizione fisica | Pubblicazione in formato elettronico |
Altri autori (Persone) | Delarue, François |
Soggetto topico |
93E20 - Optimal stochastic control [MSC 2020]
91Axx - Game theory [MSC 2020] 60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020] 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-SUN0124941 |
Carmona, René A.
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xxv, 713 p., : ill. ; 24 cm | ||
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Lo trovi qui: Univ. Vanvitelli | ||
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An Introduction to Optimal Control of FBSDE with Incomplete Information / Guangchen Wang, Zhen Wu, Jie Xiong |
Autore | Wang, Guangchen |
Pubbl/distr/stampa | Cham, : Springer, 2018 |
Descrizione fisica | xi, 116 p. ; 24 cm |
Altri autori (Persone) |
Wu, Zhen
Xiong, Jie |
Soggetto topico |
93E20 - Optimal stochastic control [MSC 2020]
60H10 - Stochastic ordinary differential equations [MSC 2020] 60G35 - Signal detection and filtering (aspects of stochastic processes) [MSC 2020] 93E11 - Filtering in stochastic control theory [MSC 2020] 49N10 - Linear-quadratic optimal control problems [MSC 2020] 91G80 - Financial applications of other theories [MSC 2020] |
Soggetto non controllato |
Backward Separation Approach
Backward Stochastic Differential Equation Closed-form Optimal Solution LQ Optimal Control Mathematical Finance Optimal Filtering Stochastic Maximum Principle Verification Theorem |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0124566 |
Wang, Guangchen
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Cham, : Springer, 2018 | ||
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Lo trovi qui: Univ. Vanvitelli | ||
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An Introduction to Optimal Control of FBSDE with Incomplete Information / Guangchen Wang, Zhen Wu, Jie Xiong |
Autore | Wang, Guangchen |
Edizione | [Cham : Springer, 2018] |
Descrizione fisica | Pubblicazione in formato elettronico |
Altri autori (Persone) |
Wu, Zhen
Xiong, Jie |
Soggetto topico |
93E20 - Optimal stochastic control [MSC 2020]
60H10 - Stochastic ordinary differential equations [MSC 2020] 60G35 - Signal detection and filtering (aspects of stochastic processes) [MSC 2020] 93E11 - Filtering in stochastic control theory [MSC 2020] 49N10 - Linear-quadratic optimal control problems [MSC 2020] 91G80 - Financial applications of other theories [MSC 2020] |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-SUN0124566 |
Wang, Guangchen
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Lo trovi qui: Univ. Vanvitelli | ||
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Applied Stochastic Control of Jump Diffusions / Bernt Øksendal, Agnès Sulem |
Autore | Øksendal, Bernt |
Edizione | [3. ed] |
Pubbl/distr/stampa | Cham, : Springer, 2019 |
Descrizione fisica | xvi, 436 p. : ill. ; 24 cm |
Altri autori (Persone) | Sulem, Agnès |
Soggetto topico |
93E20 - Optimal stochastic control [MSC 2020]
49J40 - Variational inequalities [MSC 2020] 91Gxx - Actuarial science and mathematical finance [MSC 2020] 65Mxx - Numerical methods for partial differential equations, initial value and time-dependent initial-boundary value problems [MSC 2020] 91A23 - Differential games (aspects of game theory) [MSC 2020] 60G40 - Stopping times; optimal stopping problems; gambling theory [MSC 2020] 47J20 - Variational and other types of inequalities involving nonlinear operators (general) [MSC 2020] |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-SUN0126732 |
Øksendal, Bernt
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Cham, : Springer, 2019 | ||
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Lo trovi qui: Univ. Vanvitelli | ||
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Applied Stochastic Control of Jump Diffusions / Bernt Øksendal, Agnès Sulem |
Autore | Øksendal, Bernt K. |
Edizione | [3. ed] |
Pubbl/distr/stampa | Cham, : Springer, 2019 |
Descrizione fisica | xvi, 436 p. : ill. ; 24 cm |
Altri autori (Persone) | Sulem, Agnès |
Soggetto topico |
93E20 - Optimal stochastic control [MSC 2020]
49J40 - Variational inequalities [MSC 2020] 91Gxx - Actuarial science and mathematical finance [MSC 2020] 65Mxx - Numerical methods for partial differential equations, initial value and time-dependent initial-boundary value problems [MSC 2020] 91A23 - Differential games (aspects of game theory) [MSC 2020] 60G40 - Stopping times; optimal stopping problems; gambling theory [MSC 2020] 47J20 - Variational and other types of inequalities involving nonlinear operators (general) [MSC 2020] |
Soggetto non controllato |
Backward Stochastic Differential Equations
Convex risk measures Financial Markets Modelled by Jump Diffusions Forward-Backward SDEs Impulse control Jump Diffusions Lévy processes Mean-Field SDEs Optimal Control of SPDEs Optimal stopping Partial Information Control Quantitative Finance Stochastic Controls Stochastic Differential Games |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0126732 |
Øksendal, Bernt K.
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Cham, : Springer, 2019 | ||
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Lo trovi qui: Univ. Vanvitelli | ||
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Controlled Diffusion Processes / Nicolai V. Krylov ; Transl. by A. B. Aries |
Autore | Krylov, Nikolaj Vladimirovich |
Pubbl/distr/stampa | Berlin, : Springer, 1980 |
Descrizione fisica | xii, 310 p. ; 24 cm |
Soggetto topico |
93E20 - Optimal stochastic control [MSC 2020]
60J60 - Diffusion processes [MSC 2020] 35K55 - Nonlinear parabolic equations [MSC 2020] 35J60 - Nonlinear elliptic equations [MSC 2020] 93-XX - Systems theory; control [MSC 2020] |
Soggetto non controllato |
Diffusion
Diffusion Processes Fully nonlinear equations Linear optimization Optimal Control Stochastic differential equations |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0261525 |
Krylov, Nikolaj Vladimirovich
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Berlin, : Springer, 1980 | ||
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Lo trovi qui: Univ. Vanvitelli | ||
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Deterministic and Stochastic Optimal Control / Wendell H. Fleming, Raymond Rishel |
Autore | Fleming, Wendell H. |
Pubbl/distr/stampa | New York, : Springer-Verlag, 1975 |
Descrizione fisica | xi, 222 p. : ill. ; 24 cm |
Altri autori (Persone) | Rishel, Raymond |
Soggetto topico |
49-XX - Calculus of variations and optimal control; optimization [MSC 2020]
93E20 - Optimal stochastic control [MSC 2020] 60J60 - Diffusion processes [MSC 2020] 49Lxx - Hamilton-Jacobi theories [MSC 2020] 49J15 - Existence theories for optimal control problems involving ordinary differential equations [MSC 2020] 49K15 - Optimality conditions for problems involving ordinary differential equations [MSC 2020] 93-XX - Systems theory; control [MSC 2020] |
Soggetto non controllato |
Brownian Motion
Calculus of variations Diffusion Processes Linear optimization Markov Processes Nonlinear optimization Optimal Control Stochastic processes |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-VAN0267844 |
Fleming, Wendell H.
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New York, : Springer-Verlag, 1975 | ||
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Lo trovi qui: Univ. Vanvitelli | ||
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Dynamic optimization : deterministic and stochastic models / Karl Hinderer, Ulrich Rieder, Michael Stieglitz |
Autore | Hinderer, Karl |
Pubbl/distr/stampa | [Cham], : Springer, 2016 |
Descrizione fisica | XXII, 530 p. : ill. ; 24 cm |
Altri autori (Persone) |
Rieder, Ulrich
Stieglitz, Michael |
Soggetto topico |
93E20 - Optimal stochastic control [MSC 2020]
90B10 - Deterministic network models in operations research [MSC 2020] 90-XX - Operations research, mathematical programming [MSC 2020] 60J20 - Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) [MSC 2020] 90C40 - Markov and semi-Markov decision processes [MSC 2020] 90C39 - Dynamic programming [MSC 2020] |
Soggetto non controllato |
Bayesian control models
Discrete-time multi-stage optimization Dynamic Programming Markov decision processes Markov renewal programs Networks Partially observable processes Stochastic optimal control |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0114646 |
Hinderer, Karl
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[Cham], : Springer, 2016 | ||
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Lo trovi qui: Univ. Vanvitelli | ||
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