Stochastic linear-quadratic optimal control theory: open-loop and closed-loop solutions von Sun, Jingrui, Yong, Jiongmin 1958-

Optimization theory a concise introduction von Yong, Jiongmin 1958-

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Forward-backward stochastic differential equations and their applications von Ma, Jin 1956-, Yong, Jiongmin 1958-

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Mathematical analysis a concise introduction von Yong, Jiongmin 1958-

Differential games a concise introduction von Yong, Jiongmin 1958-

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Forward backward stochastic differential equations and their applications von Ma, Jin 1956-, Yong, Jiongmin 1958-

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Forward-backward stochastic differential equations and their applications von Ma, Jin 1956-, Yong, Jiongmin 1958-

Stochastic linear-quadratic optimal control theory: differential games and mean-field problems von Sun, Jingrui, Yong, Jiongmin 1958-

Differential games a concise introduction von Yong, Jiongmin 1958-

Inhaltsverzeichnis

Forward-backward stochastic differential equations and their applications von Ma, Jin 1956-, Yong, Jiongmin 1958-

Stochastic controls Hamiltonian systems and HJB equations von Yong, Jiongmin 1958-, Zhou, Xun Yu

Optimal control theory for infinite dimensional systems von Li, Xunjing, Yong, Jiongmin 1958-

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Recent developments in mathematical finance International Conference on Mathematical Finance, Shanghai, China, 10-13 May 2001

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Control theory and related topics in memory of Xunjing Li : Fudan University, China, 3-5 June 2005

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