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Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE Cover Image E-book E-book

Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE [electronic resource] / by Nizar Touzi.

Touzi, Nizar. (author.). SpringerLink (Online service) (Added Author).

Record details

  • ISBN: 9781461442868
  • Physical Description: X, 214 p. 1 illus. online resource.
  • Publisher: New York, NY : Springer New York : 2013.
Subject: Mathematics.
Differential equations, partial.
Finance.
Mathematical optimization.
Distribution (Probability theory).
Mathematics.
Quantitative Finance.
Probability Theory and Stochastic Processes.
Partial Differential Equations.
Calculus of Variations and Optimal Control; Optimization.

Electronic resources


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24510. ‡aOptimal Stochastic Control, Stochastic Target Problems, and Backward SDE ‡h[electronic resource] / ‡cby Nizar Touzi.
264 1. ‡aNew York, NY : ‡bSpringer New York : ‡bImprint: Springer, ‡c2013.
300 . ‡aX, 214 p. 1 illus. ‡bonline resource.
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4901 . ‡aFields Institute Monographs, ‡x1069-5273 ; ‡v29
650 0. ‡aMathematics.
650 0. ‡aDifferential equations, partial.
650 0. ‡aFinance.
650 0. ‡aMathematical optimization.
650 0. ‡aDistribution (Probability theory).
65014. ‡aMathematics.
65024. ‡aQuantitative Finance.
65024. ‡aProbability Theory and Stochastic Processes.
65024. ‡aPartial Differential Equations.
65024. ‡aCalculus of Variations and Optimal Control; Optimization.
7102 . ‡aSpringerLink (Online service)
7730 . ‡tSpringer eBooks
77608. ‡iPrinted edition: ‡z9781461442851
830 0. ‡aFields Institute Monographs, ‡x1069-5273 ; ‡v29
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