Verfügbarkeit: Optimal stochastic control, stochastic target problems, and backward SDE

Optimal stochastic control, stochastic target problems, and backward SDE:

Gespeichert in:

Bibliographische Detailangaben
1. Verfasser:	Touzi, Nizar (VerfasserIn)
Format:	Elektronisch E-Book
Sprache:	English
Veröffentlicht:	New York [u.a.] Springer 2013
Schriftenreihe:	Fields Institute monographs 29
Schlagworte:	Nichtlineare partielle Differentialgleichung Finanzmathematik Stochastische optimale Kontrolle Stochastische Differentialgleichung
Online-Zugang:	BTU01 TUM01 UBA01 UBM01 UBT01 UBW01 UPA01 Volltext Inhaltsverzeichnis Abstract
Beschreibung:	1 Online-Ressource (X, 214 S.)
ISBN:	1461442850 9781461442868
DOI:	10.1007/978-1-4614-4286-8

Internformat

MARC


LEADER	00000nmm a2200000 cb4500
001	BV040591852
003	DE-604
005	20180213
007	cr\|uuu---uuuuu
008	121127s2013 \|\|\|\| o\|\|u\| \|\|\|\|\|\|eng d
020			\|a 1461442850 \|9 1-4614-4285-0
020			\|a 9781461442868 \|c eBook \|9 978-1-4614-4286-8
024	7		\|a 10.1007/978-1-4614-4286-8 \|2 doi
035			\|a (OCoLC)812053679
035			\|a (DE-599)BVBBV040591852
040			\|a DE-604 \|b ger \|e rakwb
041	0		\|a eng
049			\|a DE-634 \|a DE-20 \|a DE-703 \|a DE-19 \|a DE-91 \|a DE-739 \|a DE-384 \|a DE-83
084			\|a SK 880 \|0 (DE-625)143266: \|2 rvk
084			\|a MAT 000 \|2 stub
084			\|a MAT 606f \|2 stub
084			\|a MAT 496f \|2 stub
100	1		\|a Touzi, Nizar \|e Verfasser \|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 1 Online-Ressource (X, 214 S.)
336			\|b txt \|2 rdacontent
337			\|b c \|2 rdamedia
338			\|b cr \|2 rdacarrier
490	1		\|a Fields Institute monographs \|v 29
650	0	7	\|a Nichtlineare partielle Differentialgleichung \|0 (DE-588)4128900-6 \|2 gnd \|9 rswk-swf
650	0	7	\|a Finanzmathematik \|0 (DE-588)4017195-4 \|2 gnd \|9 rswk-swf
650	0	7	\|a Stochastische optimale Kontrolle \|0 (DE-588)4207850-7 \|2 gnd \|9 rswk-swf
650	0	7	\|a Stochastische Differentialgleichung \|0 (DE-588)4057621-8 \|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 Druck-Ausgabe, Hardcover \|z 978-1-4614-4285-1
830		0	\|a Fields Institute monographs \|v 29 \|w (DE-604)BV044757996 \|9 29
856	4	0	\|u https://doi.org/10.1007/978-1-4614-4286-8 \|x Verlag \|3 Volltext
856	4	2	\|m Springer Fremddatenuebernahme \|q application/pdf \|u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=025419767&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA \|3 Inhaltsverzeichnis
856	4	2	\|m Springer Fremddatenuebernahme \|q application/pdf \|u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=025419767&sequence=000003&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA \|3 Abstract
912			\|a ZDB-2-SMA
999			\|a oai:aleph.bib-bvb.de:BVB01-025419767
966	e		\|u https://doi.org/10.1007/978-1-4614-4286-8 \|l BTU01 \|p ZDB-2-SMA \|x Verlag \|3 Volltext
966	e		\|u https://doi.org/10.1007/978-1-4614-4286-8 \|l TUM01 \|p ZDB-2-SMA \|x Verlag \|3 Volltext
966	e		\|u https://doi.org/10.1007/978-1-4614-4286-8 \|l UBA01 \|p ZDB-2-SMA \|x Verlag \|3 Volltext
966	e		\|u https://doi.org/10.1007/978-1-4614-4286-8 \|l UBM01 \|p ZDB-2-SMA \|x Verlag \|3 Volltext
966	e		\|u https://doi.org/10.1007/978-1-4614-4286-8 \|l UBT01 \|p ZDB-2-SMA \|x Verlag \|3 Volltext
966	e		\|u https://doi.org/10.1007/978-1-4614-4286-8 \|l UBW01 \|p ZDB-2-SMA \|x Verlag \|3 Volltext
966	e		\|u https://doi.org/10.1007/978-1-4614-4286-8 \|l UPA01 \|p ZDB-2-SMA \|x Verlag \|3 Volltext

Datensatz im Suchindex

_version_	1804149677805797376
adam_text	OPTIMAL STOCHASTIC CONTROL, STOCHASTIC TARGET PROBLEMS, AND BACKWARD SDE / TOUZI, NIZAR : 2013 TABLE OF CONTENTS / INHALTSVERZEICHNIS PREFACE 1. CONDITIONAL EXPECTATION AND LINEAR PARABOLIC PDES 2. STOCHASTIC CONTROL AND DYNAMIC PROGRAMMING 3. OPTIMAL STOPPING AND DYNAMIC PROGRAMMING 4. SOLVING CONTROL PROBLEMS BY VERIFICATION 5. INTRODUCTION TO VISCOSITY SOLUTIONS 6. DYNAMIC PROGRAMMING EQUATION IN THE VISCOSITY SENSE 7. STOCHASTIC TARGET PROBLEMS 8. SECOND ORDER STOCHASTIC TARGET PROBLEMS 9. BACKWARD SDES AND STOCHASTIC CONTROL 10. QUADRATIC BACKWARD SDES 11. PROBABILISTIC NUMERICAL METHODS FOR NONLINEAR PDES 12. INTRODUCTION TO FINITE DIFFERENCES METHODS REFERENCES DIESES SCHRIFTSTUECK WURDE MASCHINELL ERZEUGT. OPTIMAL STOCHASTIC CONTROL, STOCHASTIC TARGET PROBLEMS, AND BACKWARD SDE / TOUZI, NIZAR : 2013 ABSTRACT / INHALTSTEXT THIS BOOK COLLECTS SOME RECENT DEVELOPMENTS IN STOCHASTIC CONTROL THEORY WITH APPLICATIONS TO FINANCIAL MATHEMATICS. IN THE FIRST PART OF THE VOLUME, STANDARD STOCHASTIC CONTROL PROBLEMS ARE ADDRESSED FROM THE VIEWPOINT OF THE RECENTLY DEVELOPED WEAK DYNAMIC PROGRAMMING PRINCIPLE. A SPECIAL EMPHASIS IS PUT ON REGULARITY ISSUES AND, IN PARTICULAR, ON THE BEHAVIOR OF THE VALUE FUNCTION NEAR THE BOUNDARY. THEN A QUICK REVIEW OF THE MAIN TOOLS FROM VISCOSITY SOLUTIONS ALLOWING ONE TO OVERCOME ALL REGULARITY PROBLEMS IS PROVIDED. THE SECOND PART IS DEVOTED TO THE CLASS OF STOCHASTIC TARGET PROBLEMS, WHICH EXTENDS IN A NONTRIVIAL WAY THE STANDARD STOCHASTIC CONTROL PROBLEMS. HERE THE THEORY OF VISCOSITY SOLUTIONS PLAYS A CRUCIAL ROLE IN THE DERIVATION OF THE DYNAMIC PROGRAMMING EQUATION AS THE INFINITESIMAL COUNTERPART OF THE CORRESPONDING GEOMETRIC DYNAMIC PROGRAMMING EQUATION.THE VARIOUS DEVELOPMENTS OF THIS THEORY HAVE BEEN STIMULATED BY APPLICATIONS IN FINANCE AND BY RELEVANT CONNECTIONS WITH GEOMETRIC FLOWS; NAMELY, THE SECOND ORDER EXTENSION WAS MOTIVATED BY ILLIQUIDITY MODELING, AND THE CONTROLLED LOSS VERSION WAS INTRODUCED FOLLOWING THE PROBLEM OF QUANTILE HEDGING. THE THIRD PART PRESENTS AN OVERVIEW OF BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS AND THEIR EXTENSIONS TO THE QUADRATIC CASE. BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS ARE INTIMATELY RELATED TO THE STOCHASTIC VERSION OF PONTRYAGIN’S MAXIMUM PRINCIPLE AND CAN BE VIEWED AS A STRONG VERSION OF STOCHASTIC TARGET PROBLEMS IN THE NON-MARKOV CONTEXT. THE MAIN APPLICATIONS TO THE HEDGING PROBLEM UNDER MARKET IMPERFECTIONS, THE OPTIMAL INVESTMENT PROBLEM IN THE EXPONENTIAL OR POWER EXPECTED UTILITY FRAMEWORK, AND SOME RECENT DEVELOPMENTS IN THE CONTEXT OF A NASH EQUILIBRIUM MODEL FOR INTERACTING INVESTORS, ARE PRESENTED. THE BOOK CONCLUDES WITH A REVIEW OF THE NUMERICAL APPROXIMATION TECHNIQUES FOR NONLINEAR PARTIAL DIFFERENTIAL EQUATIONS BASED ON MONOTONIC SCHEMES METHODS IN THE THEORY OF VISCOSITY SOLUTIONS DIESES SCHRIFTSTUECK WURDE MASCHINELL ERZEUGT.
any_adam_object	1
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	BV040591852
classification_rvk	SK 880
classification_tum	MAT 000 MAT 606f MAT 496f
collection	ZDB-2-SMA
ctrlnum	(OCoLC)812053679 (DE-599)BVBBV040591852
discipline	Mathematik
doi_str_mv	10.1007/978-1-4614-4286-8
format	Electronic eBook
fullrecord	<?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>03201nmm a2200601 cb4500</leader><controlfield tag="001">BV040591852</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20180213 </controlfield><controlfield tag="007">cr\|uuu---uuuuu</controlfield><controlfield tag="008">121127s2013 \|\|\|\| o\|\|u\| \|\|\|\|\|\|eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">1461442850</subfield><subfield code="9">1-4614-4285-0</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9781461442868</subfield><subfield code="c">eBook</subfield><subfield code="9">978-1-4614-4286-8</subfield></datafield><datafield tag="024" ind1="7" ind2=" "><subfield code="a">10.1007/978-1-4614-4286-8</subfield><subfield code="2">doi</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)812053679</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV040591852</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakwb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-634</subfield><subfield code="a">DE-20</subfield><subfield code="a">DE-703</subfield><subfield code="a">DE-19</subfield><subfield code="a">DE-91</subfield><subfield code="a">DE-739</subfield><subfield code="a">DE-384</subfield><subfield code="a">DE-83</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">SK 880</subfield><subfield code="0">(DE-625)143266:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">MAT 000</subfield><subfield code="2">stub</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">MAT 606f</subfield><subfield code="2">stub</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">MAT 496f</subfield><subfield code="2">stub</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Touzi, Nizar</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)171244451</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Optimal stochastic control, stochastic target problems, and backward SDE</subfield><subfield code="c">Nizar Touzi. With chapter 13 by Agnès Tourin</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">New York [u.a.]</subfield><subfield code="b">Springer</subfield><subfield code="c">2013</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 Online-Ressource (X, 214 S.)</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="1" ind2=" "><subfield code="a">Fields Institute monographs</subfield><subfield code="v">29</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Nichtlineare partielle Differentialgleichung</subfield><subfield code="0">(DE-588)4128900-6</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Finanzmathematik</subfield><subfield code="0">(DE-588)4017195-4</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Stochastische optimale Kontrolle</subfield><subfield code="0">(DE-588)4207850-7</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Stochastische Differentialgleichung</subfield><subfield code="0">(DE-588)4057621-8</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Stochastische optimale Kontrolle</subfield><subfield code="0">(DE-588)4207850-7</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Finanzmathematik</subfield><subfield code="0">(DE-588)4017195-4</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="2"><subfield code="a">Stochastische Differentialgleichung</subfield><subfield code="0">(DE-588)4057621-8</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="3"><subfield code="a">Nichtlineare partielle Differentialgleichung</subfield><subfield code="0">(DE-588)4128900-6</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Druck-Ausgabe, Hardcover</subfield><subfield code="z">978-1-4614-4285-1</subfield></datafield><datafield tag="830" ind1=" " ind2="0"><subfield code="a">Fields Institute monographs</subfield><subfield code="v">29</subfield><subfield code="w">(DE-604)BV044757996</subfield><subfield code="9">29</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">https://doi.org/10.1007/978-1-4614-4286-8</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">Springer Fremddatenuebernahme</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=025419767&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">Springer Fremddatenuebernahme</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=025419767&sequence=000003&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Abstract</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-2-SMA</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-025419767</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-1-4614-4286-8</subfield><subfield code="l">BTU01</subfield><subfield code="p">ZDB-2-SMA</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-1-4614-4286-8</subfield><subfield code="l">TUM01</subfield><subfield code="p">ZDB-2-SMA</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-1-4614-4286-8</subfield><subfield code="l">UBA01</subfield><subfield code="p">ZDB-2-SMA</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-1-4614-4286-8</subfield><subfield code="l">UBM01</subfield><subfield code="p">ZDB-2-SMA</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-1-4614-4286-8</subfield><subfield code="l">UBT01</subfield><subfield code="p">ZDB-2-SMA</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-1-4614-4286-8</subfield><subfield code="l">UBW01</subfield><subfield code="p">ZDB-2-SMA</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-1-4614-4286-8</subfield><subfield code="l">UPA01</subfield><subfield code="p">ZDB-2-SMA</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield></record></collection>
id	DE-604.BV040591852
illustrated	Not Illustrated
indexdate	2024-07-10T00:26:50Z
institution	BVB
isbn	1461442850 9781461442868
language	English
oai_aleph_id	oai:aleph.bib-bvb.de:BVB01-025419767
oclc_num	812053679
open_access_boolean
owner	DE-634 DE-20 DE-703 DE-19 DE-BY-UBM DE-91 DE-BY-TUM DE-739 DE-384 DE-83
owner_facet	DE-634 DE-20 DE-703 DE-19 DE-BY-UBM DE-91 DE-BY-TUM DE-739 DE-384 DE-83
physical	1 Online-Ressource (X, 214 S.)
psigel	ZDB-2-SMA
publishDate	2013
publishDateSearch	2013
publishDateSort	2013
publisher	Springer
record_format	marc
series	Fields Institute monographs
series2	Fields Institute monographs
spelling	Touzi, Nizar Verfasser (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 1 Online-Ressource (X, 214 S.) txt rdacontent c rdamedia cr rdacarrier Fields Institute monographs 29 Nichtlineare partielle Differentialgleichung (DE-588)4128900-6 gnd rswk-swf Finanzmathematik (DE-588)4017195-4 gnd rswk-swf Stochastische optimale Kontrolle (DE-588)4207850-7 gnd rswk-swf Stochastische Differentialgleichung (DE-588)4057621-8 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 Druck-Ausgabe, Hardcover 978-1-4614-4285-1 Fields Institute monographs 29 (DE-604)BV044757996 29 https://doi.org/10.1007/978-1-4614-4286-8 Verlag Volltext Springer Fremddatenuebernahme application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=025419767&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis Springer Fremddatenuebernahme application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=025419767&sequence=000003&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA Abstract
spellingShingle	Touzi, Nizar Optimal stochastic control, stochastic target problems, and backward SDE Fields Institute monographs Nichtlineare partielle Differentialgleichung (DE-588)4128900-6 gnd Finanzmathematik (DE-588)4017195-4 gnd Stochastische optimale Kontrolle (DE-588)4207850-7 gnd Stochastische Differentialgleichung (DE-588)4057621-8 gnd
subject_GND	(DE-588)4128900-6 (DE-588)4017195-4 (DE-588)4207850-7 (DE-588)4057621-8
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	Nichtlineare partielle Differentialgleichung (DE-588)4128900-6 gnd Finanzmathematik (DE-588)4017195-4 gnd Stochastische optimale Kontrolle (DE-588)4207850-7 gnd Stochastische Differentialgleichung (DE-588)4057621-8 gnd
topic_facet	Nichtlineare partielle Differentialgleichung Finanzmathematik Stochastische optimale Kontrolle Stochastische Differentialgleichung
url	https://doi.org/10.1007/978-1-4614-4286-8 http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=025419767&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=025419767&sequence=000003&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA
volume_link	(DE-604)BV044757996
work_keys_str_mv	AT touzinizar optimalstochasticcontrolstochastictargetproblemsandbackwardsde

Verfügbarkeit

Es ist kein Print-Exemplar vorhanden.

Fernleihe Bestellen Achtung: Nicht im THWS-Bestand! Volltext öffnen

MARC

Datensatz im Suchindex

Es ist kein Print-Exemplar vorhanden.

Ähnliche Einträge