An edition of General Pontryagin-Type Stochastic Maximum Principle and Backward Stochastic Evolution Equations in Infinite Dimensions (2014)
General Pontryagin-Type Stochastic Maximum Principle and Backward Stochastic Evolution Equations in Infinite Dimensions
By Qi Lü,Xu Zhang
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Publish Date
2014
Publisher
Springer London, Limited
Language
eng
Pages
156
Description:
subjects: Differential topology, Duality theory (mathematics), Topological manifolds, Differential equations, Control theory, Mathematics, Distribution (Probability theory), System theory, Finance, Mathematical optimization, Statistics, Control Systems Theory, Calculus of Variations and Optimal Control; Optimization, Probability Theory and Stochastic Processes, Quantitative Finance, Statistics, general