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  • An Introduction to Optimal Control of FBSDE with Incomplete Information

    by Guangchen Wang, Zhen Wu, Jie Xiong ...
    Series series Mathematics and Statistics (R0)
    This book focuses on maximum principle and verification theorem for incomplete information forward-backward stochastic differential equations (FBSDEs) and their applications in linear-quadratic optimal controls and mathematical finance. Lots of interesting phenomena arising from the area of mathematical finance can be described by FBSDEs. Optimal control problems of FBSDEs are theoretically ... Read more

    $58.49 USD