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An Introduction to Optimal Control of FBSDE with Incomplete Information

This book focuses on maximum principle and verification theorem for incomplete information forward-backward stochastic differential equations (FBSDEs) and their applications in linear-quadratic optimal controls and mathematical finance. Lots of interesting phenomena arising from the area of mathemat...

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Bibliographic Details
Main Author:	Wang, Guangchen (Author)
Format:	Electronic eBook
Language:	English
Published:	Cham : Springer International Publishing, 2018.
Edition:	1st ed. 2018.
Series:	SpringerBriefs in Mathematics,
Subjects:	Calculus of variations. Probabilities. Actuarial science.
ISBN:	9783319790398
ISSN:	2191-8198
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