Title: Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE
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, Stochastic analysis, Differential equations, partial, Stochastic processes, Stochastic control theory, Stochastic partial differential equations, Control theory, Differential equations