Continuous-time stochastic control and optimization with financial applications
Continuous-time stochastic control and optimization with financial applications
Details
- OL Work ID
- OL15322793W
Subjects
Mathematical optimizationBusiness mathematicsStochastic control theoryProbabilitiesStochastic analysisControl theoryFinanzmathematikStochastische OptimierungKontrolltheorieStochastischer ProzessDynamische OptimierungPortfolio-ManagementTheorieMathematicsFinanceSystems theoryDistribution (Probability theory)Calculus of Variations and Optimal Control; Optimization