Optimal stochastic control, stochastic target problem, and backward SDE

Optimal Stochastic Control, Stochastic T

📁 Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE

✍ Nizar Touzi (auth.) 📂 Library 📅 2013 🏛 Springer-Verlag New York 🌐 English

<p>This book collects some recent developments in stochastic control theory with applications to financial mathematics. We first address standard stochastic control problems from the viewpoint of the recently developed weak dynamic programming principle. A special emphasis is put on the regularity

Deterministic and Stochastic Optimal Con

📁 Deterministic and Stochastic Optimal Control and Inverse Problems

✍ Baasansuren Jadamba (editor), Akhtar A. Khan (editor), Stanisław Migórski (edito 📂 Library 📅 2021 🏛 CRC Press 🌐 English

<p>Inverse problems of identifying parameters and initial/boundary conditions in deterministic and stochastic partial differential equations constitute a vibrant and emerging research area that has found numerous applications. A related problem of paramount importance is the optimal control problem

Deterministic and Stochastic Optimal Con

📁 Deterministic and Stochastic Optimal Control and Inverse Problems

✍ Baasansuren Jadamba (editor), Akhtar A. Khan (editor), Stanisław Migórski (edito 📂 Library 📅 2021 🏛 CRC Press 🌐 English

<span><p>Inverse problems of identifying random parameters and random initial/boundary conditions in stochastic partial differential equations constitute a vibrant and emerging research area that has found numerous applications. A related problem of paramount importance is the optimal control proble

Stoshastic processes and stochastic inte

📁 Stoshastic processes and stochastic integration

✍ Pivato M. 📂 Library 📅 1999 🌐 English

Optimal Design of Control Systems: Stoch

📁 Optimal Design of Control Systems: Stochastic and Deterministic Problems

✍ Gennadii E. Kolosov 📂 Library 📅 1999 🌐 English

"Covers design methods for optimal (or quasioptimal) control algorithms in the form of synthesis for deterministic and stochastic dynamical systems-with applications in aerospace, robotic, and servomechanical technologies. Providing new results on exact and approximate solutions of optimal control p

Optimal Design of Control Systems: Stoch

📁 Optimal Design of Control Systems: Stochastic and Deterministic Problems

✍ Gennadii E. Kolosov 📂 Library 📅 1999 🏛 CRC Press 🌐 English

"Covers design methods for optimal (or quasioptimal) control algorithms in the form of synthesis for deterministic and stochastic dynamical systems-with applications in aerospace, robotic, and servomechanical technologies. Providing new results on exact and approximate solutions of optimal control p