An introduction to optimal control of FBSDE with incomplete information. ([2018])

• Record Type: Book
• Other Titles: Introduction to optimal control of forward-backward stochastic differential equations with incomplete information
• Further Information: Note: Guangchen Wang, Zhen Wu, Jie Xiong.
• Authors: Wang, Guangchen; Wu, Zhen; Xiong, Jie
• Contents: Introduction -- Filtering of BSDE and FBSDE -- Optimal control of fully coupled FBSDE with partial information -- Optimal control of FBSDE with partially observable information -- LQ optimal control models with incomplete information.
• Publisher Details: Cham, Switzerland : Springer
• Publication Date: 2018
• Extent: 1 online resource
• Subjects: 519.353; Mathematics; Stochastic partial differential equations; MATHEMATICS -- Applied; MATHEMATICS -- Probability & Statistics -- General; Stochastic partial differential equations; Business & Economics -- Insurance -- General; Probability & statistics; Insurance & actuarial studies; Mathematical optimization; Distribution (Probability theory); Mathematics -- Calculus; Calculus of variations; Electronic books
• Languages: English
• ISBNs: 9783319790398; 3319790390
• Related ISBNs: 3319790382; 9783319790381
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.