All ebooks by Zhen Wu in PDF

1 Book(s)


Add to my wish list An Introduction to Optimal Control of FBSDE with Incomplete Information Guangchen Wang , Zhen Wu , Jie Xiong 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... Publication date: 2018-05-16 Format: PDF Publisher: Springer Collection: SpringerBriefs in Mathematics Add to basket £49,99

Add to my wish list

An Introduction to Optimal Control of FBSDE with Incomplete Information

Guangchen Wang , Zhen Wu , Jie Xiong

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...

Publication date: 2018-05-16

Format: PDF

Publisher: Springer

Collection: SpringerBriefs in Mathematics

Add to basket

£49,99

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