Cargando…
Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE
| Autor principal: | |
|---|---|
| Lenguaje: | eng |
| Publicado: |
Springer
2013
|
| Materias: | |
| Acceso en línea: | https://dx.doi.org/10.1007/978-1-4614-4286-8 http://cds.cern.ch/record/1499473 |
| _version_ | 1780926801185341440 |
|---|---|
| author | Touzi, Nizar |
| author_facet | Touzi, Nizar |
| author_sort | Touzi, Nizar |
| collection | CERN |
| id | cern-1499473 |
| institution | Organización Europea para la Investigación Nuclear |
| language | eng |
| publishDate | 2013 |
| publisher | Springer |
| record_format | invenio |
| spelling | cern-14994732021-04-22T00:03:59Zdoi:10.1007/978-1-4614-4286-8http://cds.cern.ch/record/1499473engTouzi, NizarOptimal Stochastic Control, Stochastic Target Problems, and Backward SDEMathematical Physics and MathematicsSpringeroai:cds.cern.ch:14994732013 |
| spellingShingle | Mathematical Physics and Mathematics Touzi, Nizar Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE |
| title | Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE |
| title_full | Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE |
| title_fullStr | Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE |
| title_full_unstemmed | Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE |
| title_short | Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE |
| title_sort | optimal stochastic control, stochastic target problems, and backward sde |
| topic | Mathematical Physics and Mathematics |
| url | https://dx.doi.org/10.1007/978-1-4614-4286-8 http://cds.cern.ch/record/1499473 |
| work_keys_str_mv | AT touzinizar optimalstochasticcontrolstochastictargetproblemsandbackwardsde |