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Lectures on BSDEs, Stochastic Control, and Stochastic Differential Games CCAA
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“THE COVERS SHOWS SHELF WEAR. THE PAGES INSIDE ARE LEGIBLE.”
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Located in: Salt Lake City, Utah, United States
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eBay item number:254706806228
Item specifics
- Condition
- Acceptable
- Seller Notes
- “THE COVERS SHOWS SHELF WEAR. THE PAGES INSIDE ARE LEGIBLE.”
- ISBN
- 9781611974232
- Publication Name
- Lectures on Bsdes, Stochastic Control, and Stochastic Differential Games with Financial Applications
- Item Length
- 9.7in
- Publisher
- Society for Industrial AND Applied Mathematics
- Publication Year
- 2016
- Series
- Financial Mathematics Ser.
- Type
- Textbook
- Format
- Trade Paperback
- Language
- English
- Item Height
- 0.7in
- Item Width
- 6.9in
- Item Weight
- 21.2 Oz
- Number of Pages
- 274 Pages
About this product
Product Information
The goal of this textbook is to introduce students to the stochastic analysis tools that play an increasing role in the probabilistic approach to optimization problems, including stochastic control and stochastic differential games.
Product Identifiers
Publisher
Society for Industrial AND Applied Mathematics
ISBN-10
1611974232
ISBN-13
9781611974232
eBay Product ID (ePID)
219560101
Product Key Features
Publication Name
Lectures on Bsdes, Stochastic Control, and Stochastic Differential Games with Financial Applications
Format
Trade Paperback
Language
English
Publication Year
2016
Series
Financial Mathematics Ser.
Type
Textbook
Number of Pages
274 Pages
Dimensions
Item Length
9.7in
Item Height
0.7in
Item Width
6.9in
Item Weight
21.2 Oz
Additional Product Features
Series Volume Number
1
Lc Classification Number
Qa274.23.C27 2016
Table of Content
Preface List of Notation Part I: Stochastic Calculus Chapter 1: Stochastic Differential Equations Chapter 2: Backward Stochastic Differential Equations Part II: Stochastic Control Chapter 3: Continuous Time Stochastic Optimization and Control Chapter 4: Probabilistic Approaches to Stochastic Control Part III: Stochastic Differential Games Chapter 5: Stochastic Differential Games Chapter 6: Mean Field Games Bibliography Author Index Subject Index
Copyright Date
2016
Target Audience
Scholarly & Professional
Topic
Differential Equations / General, Mechanics / Dynamics, Applied, Business Mathematics
Lccn
2015-038344
Dewey Decimal
519.2/7
Dewey Edition
23
Illustrated
Yes
Genre
Business & Economics, Science, Mathematics
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eBay item number:254706806228
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