Optimal stochastic control, stochastic target problems, and backward SDE
This book collects some recent developments in stochastic control theory with applications to financial mathematics. In the first part of the volume, standard stochastic control problems are addressed from the viewpoint of the recently developed weak dynamic programming principle. A special emphasis...
Salvato in:
| Autori principali: | , |
|---|---|
| Natura: | Livre numérique |
| Lingua: | Anglais |
| Pubblicazione: |
New York, NY :
Springer New York : Imprint: Springer
[20..].
Cham : Springer Nature |
| Serie: | Fields Institute Monographs
29 |
| Soggetti: | |
| Accesso online: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Nota: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Optimal stochastic control, stochastic target problem, and backward SDE, Nizar Touzi, New York, Springer, 2013, 1 vol. (X-214 p.), Fields institute monographs, 978-1-4614-4285-1 |