Optimal stochastic control, stochastic target problems, and backward SDE

著者

    • Touzi, Nizar
    • Tourin, Agnès

書誌事項

Optimal stochastic control, stochastic target problems, and backward SDE

Nizar Touzi ; with chapter 13 by Agnès Tourin

(Fields Institute monographs, v. 29)

Fields Institute for Research in the Mathematical Sciences , Springer, c2013

  • : softcover

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注記

Softcover reprint of the hardcover 1st ed. 2013

Includes bibliographical references (p. 213-214)

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