Title: Continuous-time stochastic control and optimization with financial applications
Subjects: Mathematical optimization, Business mathematics, Stochastic control theory, Probabilities, Stochastic analysis, Control theory, Finanzmathematik, Stochastische Optimierung, Kontrolltheorie, Stochastischer Prozess, Dynamische Optimierung, Portfolio-Management, Theorie, Mathematics, Finance, Systems theory, Distribution (Probability theory), Calculus of Variations and Optimal Control; Optimization, Game Theory, Economics, Social and Behav. Sciences, Control Systems Theory, Probability Theory and Stochastic Processes, Quantitative Finance