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Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE · Study

BookOptimal Stochastic Control, Stochastic Target Problems, and Backward SDE

Nizar Touzi2012

Book2012

Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE

254 citations·0/0 files stored·Fields Institute monographs

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Stochastic processes and financial applications Risk and Portfolio Optimization Adaptive Dynamic Programming Control

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Year2012

Typebook

Published2012-09-24

VenueFields Institute monographs

ISSN-L1069-5273

Languageen

Citations254

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1007/978-1-4614-4286-8

openalex_workW592962635

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