Optimal stochastic control, stochastic target problems, and backward SDE :: SCD d'Orléans

Optimal stochastic control, stochastic target problems, and backward SDE

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...

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Autors principals:	Touzi, Nizar, 1968-, Tourin, Agnès, 19..- (Autor)
Format:	Livre numérique
Idioma:	Anglais
Publicat:	New York, NY : Springer New York : Imprint: Springer [20..]. Cham : Springer Nature
Col·lecció:	Fields Institute Monographs 29
Matèries:	Probabilités Équations différentielles stochastiques
Accés en línia:	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

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