مؤلف: Guangchen Wang

الدعم

1 كتب إلكترونية بواسطة Guangchen Wang

Guangchen Wang & Zhen Wu: An Introduction to Optimal Control of FBSDE with Incomplete Information
This book focuses on maximum principle and verification theorem for incomplete information forward-backward stochastic differential equations (FBSDEs) and their applications in linear-quadratic optim …
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€58.84