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Lectures on Bsdes, Stochastic Control, and Stochastic Differential Games With...
- Item No : 356845711811
- Condition : Brand New
- Brand : No brand Info
- Seller : greatbookprices1
- Current Bid : US $117.06
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* Item Description
- Lectures on Bsdes, Stochastic Control, and Stochastic Differential Games With Financial Applications, Paperback by Carmona, Rene, ISBN 1611974232, ISBN-13 9781611974232, Brand New, Free shipping in the US
In this book, author Ren<’e> Carmona presents readers with a comprehensive examination of the stochastic analysis tools that play an increasing role in the use of probability in approaches to optimization and analysis of problems. The author covers stochastic differential equations, backward stochastic differential equations, stochastic control, continuous time stochastic optimization and control, probabilistic approaches to stochastic control, stochastic differential games, and a wide variety of other related subjects. The author is a faculty member of Princeton University in New Jersey. Annotation ©2016 Ringgold, Inc., Portland, OR ()
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