Info
- Utilizzare la checkbox di selezione a fianco di ciascun documento per attivare le funzionalità di stampa, invio email, download nei formati disponibili del (i) record.
An Introduction to Optimal Control of FBSDE with Incomplete Information / Guangchen Wang, Zhen Wu, Jie Xiong
| 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
|
||
| Cham, : Springer, 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Stochastic Differential Equations : An Introduction with Applications / Bernt Øksendal
| Stochastic Differential Equations : An Introduction with Applications / Bernt Øksendal |
| Autore | Øksendal, Bernt K. |
| Edizione | [2. ed] |
| Pubbl/distr/stampa | Berlin, : Springer, 1989 |
| Descrizione fisica | xv, 188 p. : ill. ; 24 cm |
| Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
93E20 - Optimal stochastic control [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 60G35 - Signal detection and filtering (aspects of stochastic processes) [MSC 2020] |
| Soggetto non controllato |
Applications
Differential equations Equations Filtering problems Filtering theory Measure Theory Optimal Filtering Random variables Rang Stochastic Analysis Stochastic Calculus Stochastic Controls Stochastic differential equations |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0266002 |
|
Øksendal, Bernt K.
|
||
| Berlin, : Springer, 1989 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Stochastic Differential Equations : An Introduction with Applications / Bernt Øksendal
| Stochastic Differential Equations : An Introduction with Applications / Bernt Øksendal |
| Autore | Øksendal, Bernt K. |
| Pubbl/distr/stampa | Berlin, : Springer, 1985 |
| Descrizione fisica | xiii, 208 p. : ill. ; 24 cm |
| Soggetto non controllato |
Applications
Differential equations Equations Filtering problems Filtering theory Measure Theory Optimal Filtering Random variables Rang Stochastic Analysis Stochastic Calculus Stochastic Controls Stochastic differential equations |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0263667 |
|
Øksendal, Bernt K.
|
||
| Berlin, : Springer, 1985 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||