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Optimal stochastic control, stochastic target problems, and backward SDE / Nizar Touzi ; with chapter 13 by Agnès Tourin.
Author
Touzi, Nizar
[Browse]
Format
Book
Language
English
Published/Created
[Toronto, Ont.] : Fields Institute for Research in the Mathematical Sciences ; New York : Springer, c2013.
Description
x, 214 p. ; 24 cm.
Details
Subject(s)
Stochastic control theory
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Stochastic partial differential equations
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Stochastic analysis
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Related name
Tourin, Agnès
[Browse]
Series
Fields Institute monographs ; v. 29.
[More in this series]
Fields Institute monographs, 1069-5273 ; v. 29
[More in this series]
Bibliographic references
Includes bibliographical references (p. 213-214).
ISBN
9781461442851
1461442850
9781461442868 (ebk.)
1461442869 (ebk.)
LCCN
2012943958
OCLC
792880575
Statement on language in description
Princeton University Library aims to describe library materials in a manner that is respectful to the individuals and communities who create, use, and are represented in the collections we manage.
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Optimal stochastic control, stochastic target problems, and backward SDE [electronic resource] / by Nizar Touzi.
id
99125226724206421