An Introduction to Optimal Control of FBSDE with Incomplete Information (Springerbriefs in Mathematics)

Wang, Guangchen/ Wu, Zhen/ Xiong, Jie

Springer International Publishing AG（2018/05発売）

• 製本 Paperback:紙装版/ペーパーバック版／ページ数 116 p.
• 商品コード 9783319790381

Full Description

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.