Optimal stochastic control, stochastic target problems, and backward SDE:
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
New York [u.a.]
Springer
2013
|
| Series: | Fields Institute monographs
29 |
| Subjects: | |
| Physical Description: | X, 214 S. |
| ISBN: | 1461442850 9781461442851 |
Staff View
MARC
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| 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 | |
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Record in the Search Index
| _version_ | 1804149448222179328 |
|---|---|
| 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 |
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| 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 |