An Introduction to Optimal Control of FBSDE with Incomplete Information More Books Like This

Continuous-Time Markov Jump Linear Systems Continuous-Time Markov Jump Linear Systems
2012
Control and Optimization with PDE Constraints Control and Optimization with PDE Constraints
2013
Probabilistic Theory of Mean Field Games with Applications I Probabilistic Theory of Mean Field Games with Applications I
2018
Stochastic Control Theory Stochastic Control Theory
2014
Optimization, Variational Analysis and Applications Optimization, Variational Analysis and Applications
2021
From Stochastic Calculus to Mathematical Finance From Stochastic Calculus to Mathematical Finance
2007
Discrete-Time Markov Jump Linear Systems Discrete-Time Markov Jump Linear Systems
2006
Operations Research, Engineering, and Cyber Security Operations Research, Engineering, and Cyber Security
2017
Non-Smooth and Complementarity-Based Distributed Parameter Systems Non-Smooth and Complementarity-Based Distributed Parameter Systems
2022
Trends in PDE Constrained Optimization Trends in PDE Constrained Optimization
2014
Frontiers in PDE-Constrained Optimization Frontiers in PDE-Constrained Optimization
2018
Backward Stochastic Differential Equations Backward Stochastic Differential Equations
2017
Recent Trends in Mathematical Modeling and High Performance Computing Recent Trends in Mathematical Modeling and High Performance Computing
2021
Modern Stochastics and Applications Modern Stochastics and Applications
2014
Optimal Control: Novel Directions and Applications Optimal Control: Novel Directions and Applications
2017