Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE
By: by Nizar Touzi
Contributors: SpringerLink (Online service)
Series: Fields Institute Monographs -- 29
Publisher: Springer New York; Imprint: Springer
Published: 2013
Place of publication: New York, NY
Language: eng
Format: [electronic resource] /
ISBN-13: 9781461442868
Subjects: Probability Theory and Stochastic Processes; Quantitative Finance; Finance; Distribution (Probability theory); Calculus of Variations and Optimal Control; Optimization; Partial Differential equations; Mathematics; Mathematical optimization