Optimal stochastic control, stochastic target problems, and backward SDE:
Gespeichert in:
1. Verfasser: | |
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Format: | Buch |
Sprache: | English |
Veröffentlicht: |
New York [u.a.]
Springer
2013
|
Schriftenreihe: | Fields Institute monographs
29 |
Schlagworte: | |
Beschreibung: | X, 214 S. |
ISBN: | 1461442850 9781461442851 |
Internformat
MARC
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020 | |a 9781461442851 |c Hbk. |9 978-1-4614-4285-1 | ||
035 | |a (OCoLC)812256460 | ||
035 | |a (DE-599)BVBBV040399523 | ||
040 | |a DE-604 |b ger |e rakwb | ||
041 | 0 | |a eng | |
049 | |a DE-91G |a DE-384 |a DE-824 |a DE-11 |a DE-188 |a DE-83 | ||
082 | 0 | |a 629.8312 | |
084 | |a SK 880 |0 (DE-625)143266: |2 rvk | ||
084 | |a 93E20 |2 msc | ||
084 | |a MAT 606f |2 stub | ||
084 | |a 35D40 |2 msc | ||
084 | |a MAT 496f |2 stub | ||
100 | 1 | |a Touzi, Nizar |0 (DE-588)171244451 |4 aut | |
245 | 1 | 0 | |a Optimal stochastic control, stochastic target problems, and backward SDE |c Nizar Touzi. With chapter 13 by Agnès Tourin |
264 | 1 | |a New York [u.a.] |b Springer |c 2013 | |
300 | |a X, 214 S. | ||
336 | |b txt |2 rdacontent | ||
337 | |b n |2 rdamedia | ||
338 | |b nc |2 rdacarrier | ||
490 | 1 | |a Fields Institute monographs |v 29 | |
650 | 0 | 7 | |a Finanzmathematik |0 (DE-588)4017195-4 |2 gnd |9 rswk-swf |
650 | 0 | 7 | |a Nichtlineare partielle Differentialgleichung |0 (DE-588)4128900-6 |2 gnd |9 rswk-swf |
650 | 0 | 7 | |a Stochastische Differentialgleichung |0 (DE-588)4057621-8 |2 gnd |9 rswk-swf |
650 | 0 | 7 | |a Stochastische optimale Kontrolle |0 (DE-588)4207850-7 |2 gnd |9 rswk-swf |
689 | 0 | 0 | |a Stochastische optimale Kontrolle |0 (DE-588)4207850-7 |D s |
689 | 0 | 1 | |a Finanzmathematik |0 (DE-588)4017195-4 |D s |
689 | 0 | 2 | |a Stochastische Differentialgleichung |0 (DE-588)4057621-8 |D s |
689 | 0 | 3 | |a Nichtlineare partielle Differentialgleichung |0 (DE-588)4128900-6 |D s |
689 | 0 | |5 DE-604 | |
776 | 0 | 8 | |i Erscheint auch als |n Online-Ausgabe |z 978-1-4614-4286-8 |
830 | 0 | |a Fields Institute monographs |v 29 |w (DE-604)BV009737926 |9 29 | |
999 | |a oai:aleph.bib-bvb.de:BVB01-025252743 |
Datensatz im Suchindex
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any_adam_object | |
author | Touzi, Nizar |
author_GND | (DE-588)171244451 |
author_facet | Touzi, Nizar |
author_role | aut |
author_sort | Touzi, Nizar |
author_variant | n t nt |
building | Verbundindex |
bvnumber | BV040399523 |
classification_rvk | SK 880 |
classification_tum | MAT 606f MAT 496f |
ctrlnum | (OCoLC)812256460 (DE-599)BVBBV040399523 |
dewey-full | 629.8312 |
dewey-hundreds | 600 - Technology (Applied sciences) |
dewey-ones | 629 - Other branches of engineering |
dewey-raw | 629.8312 |
dewey-search | 629.8312 |
dewey-sort | 3629.8312 |
dewey-tens | 620 - Engineering and allied operations |
discipline | Mathematik Mess-/Steuerungs-/Regelungs-/Automatisierungstechnik / Mechatronik |
format | Book |
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id | DE-604.BV040399523 |
illustrated | Not Illustrated |
indexdate | 2024-07-10T00:23:11Z |
institution | BVB |
isbn | 1461442850 9781461442851 |
language | English |
oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-025252743 |
oclc_num | 812256460 |
open_access_boolean | |
owner | DE-91G DE-BY-TUM DE-384 DE-824 DE-11 DE-188 DE-83 |
owner_facet | DE-91G DE-BY-TUM DE-384 DE-824 DE-11 DE-188 DE-83 |
physical | X, 214 S. |
publishDate | 2013 |
publishDateSearch | 2013 |
publishDateSort | 2013 |
publisher | Springer |
record_format | marc |
series | Fields Institute monographs |
series2 | Fields Institute monographs |
spelling | Touzi, Nizar (DE-588)171244451 aut Optimal stochastic control, stochastic target problems, and backward SDE Nizar Touzi. With chapter 13 by Agnès Tourin New York [u.a.] Springer 2013 X, 214 S. txt rdacontent n rdamedia nc rdacarrier Fields Institute monographs 29 Finanzmathematik (DE-588)4017195-4 gnd rswk-swf Nichtlineare partielle Differentialgleichung (DE-588)4128900-6 gnd rswk-swf Stochastische Differentialgleichung (DE-588)4057621-8 gnd rswk-swf Stochastische optimale Kontrolle (DE-588)4207850-7 gnd rswk-swf Stochastische optimale Kontrolle (DE-588)4207850-7 s Finanzmathematik (DE-588)4017195-4 s Stochastische Differentialgleichung (DE-588)4057621-8 s Nichtlineare partielle Differentialgleichung (DE-588)4128900-6 s DE-604 Erscheint auch als Online-Ausgabe 978-1-4614-4286-8 Fields Institute monographs 29 (DE-604)BV009737926 29 |
spellingShingle | Touzi, Nizar Optimal stochastic control, stochastic target problems, and backward SDE Fields Institute monographs Finanzmathematik (DE-588)4017195-4 gnd Nichtlineare partielle Differentialgleichung (DE-588)4128900-6 gnd Stochastische Differentialgleichung (DE-588)4057621-8 gnd Stochastische optimale Kontrolle (DE-588)4207850-7 gnd |
subject_GND | (DE-588)4017195-4 (DE-588)4128900-6 (DE-588)4057621-8 (DE-588)4207850-7 |
title | Optimal stochastic control, stochastic target problems, and backward SDE |
title_auth | Optimal stochastic control, stochastic target problems, and backward SDE |
title_exact_search | Optimal stochastic control, stochastic target problems, and backward SDE |
title_full | Optimal stochastic control, stochastic target problems, and backward SDE Nizar Touzi. With chapter 13 by Agnès Tourin |
title_fullStr | Optimal stochastic control, stochastic target problems, and backward SDE Nizar Touzi. With chapter 13 by Agnès Tourin |
title_full_unstemmed | Optimal stochastic control, stochastic target problems, and backward SDE Nizar Touzi. With chapter 13 by Agnès Tourin |
title_short | Optimal stochastic control, stochastic target problems, and backward SDE |
title_sort | optimal stochastic control stochastic target problems and backward sde |
topic | Finanzmathematik (DE-588)4017195-4 gnd Nichtlineare partielle Differentialgleichung (DE-588)4128900-6 gnd Stochastische Differentialgleichung (DE-588)4057621-8 gnd Stochastische optimale Kontrolle (DE-588)4207850-7 gnd |
topic_facet | Finanzmathematik Nichtlineare partielle Differentialgleichung Stochastische Differentialgleichung Stochastische optimale Kontrolle |
volume_link | (DE-604)BV009737926 |
work_keys_str_mv | AT touzinizar optimalstochasticcontrolstochastictargetproblemsandbackwardsde |