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Optimal stochastic control, stochastic target problems, and backward SDE : softcover

Optimal stochastic control, stochastic target problems, and backward SDE : softcover
Paper図書
Nizar Touzi ; with chapter 13 by Agnès TourinFields Institute for Research in the Mathematical Sciencesc2013
Other Libraries in Japan

Optimal stochastic control, stochastic target problems, and backward SDE

Optimal stochastic control, stochastic target problems, and backward SDE
Paper図書
Nizar Touzi ; with chapter 13 by Agnès TourinFields Institute for Research in Mathematical Sciencesc2013
Other Libraries in Japan

Fields Institute monographs

Fields Institute monographs
Paper図書
American Mathematical Society
Other Libraries in Japan
  • Related Material...dule structure Optimal stochastic control, stochastic target problems, and backward SDE Shape, smoothness and invaria...

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