An introduction to optimal control of FBSDE with incomplete information
This 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 mathemat...
Full description
Saved in:
| Main Author: |
Wang, Guangchen, |
| Other Authors: |
Wu, Zhen,, Xiong, Jie,, SpringerLink (Online service) |
| Format: |
eBook
|
| Language: |
English
|
| Published: |
Cham, Switzerland :
Springer,
[2018]
|
| Physical Description: |
1 online resource.
|
| Series: |
SpringerBriefs in mathematics.
|
| Subjects: |
|