An Introduction to Optimal Control of FBSDE with Incomplete Information - Softcover

Book 108 of 155: SpringerBriefs in Mathematics

Wang, Guangchen; Wu, Zhen; Xiong, Jie

 
9783319790404: An Introduction to Optimal Control of FBSDE with Incomplete Information
Softcover
ISBN 10: 3319790404 ISBN 13: 9783319790404
Publisher: Springer, 2018

This specific ISBN edition is currently not available.

Synopsis

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.- Appendix: BSDE and FBSDE.

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Publisher
Springer
Publication date
2018
Language
English
ISBN 10 
3319790404
ISBN 13 
9783319790404
Binding
Paperback
Number of pages
130

Other Popular Editions of the Same Title

9783319790381: An Introduction to Optimal Control of FBSDE with Incomplete Information (SpringerBriefs in Mathematics)

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ISBN 10:  3319790382 ISBN 13:  9783319790381
Publisher: Springer, 2018
Softcover