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Lectures On Bsdes, Stochastic Control, And Stochastic Differential Games With Fi Rene Carmona
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Lectures On Bsdes, Stochastic Control, And Stochastic Differential Games With Fi
Rene Carmona
The goal of this textbook is to introduce students to the stochastic analysis tools that play an increasing role in the probabilistic approach to optimization problems, including stochastic control and stochastic differential games.
366 pages
| Mediji | Grāmatas Book |
| Izlaists | 2016. gada 31. oktobris |
| ISBN13 | 9781611974232 |
| Izdevēji | Society for Industrial & Applied Mathema |
| Lapas | 274 |
| Izmēri | 259 × 181 × 19 mm · 779 g (Svars (aptuveni)) |
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