Optimal stochastic control, stochastic target problems, and backward SDE / Nizar Touzi
Type de document : Livre numériqueCollection : Fields Institute monographs, 29Langue : anglais.Éditeur : New York : Springer, cop. 2013ISBN: 9781461442851.ISSN: 1069-5273.Sujet MSC : 93E20, Systems theory; control, Optimal stochastic control35D40, Generalized solutions to partial differential equations, Viscosity solutions to PDEs
37N40, Applications of dynamical systems, Dynamical systems in optimization and economics
65M06, Numerical analysis, Finite difference methods for initial value and initial-boundary value problems involving PDEs
60H10, Probability theory and stochastic processes - Stochastic analysis, Stochastic ordinary differential equationsEn-ligne : Springerlink | MSN | zbMath
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