An introduction to optimal control o...
Wang, Guangchen.

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  • An introduction to optimal control of FBSDE with incomplete information
  • 紀錄類型: 書目-電子資源 : Monograph/item
    正題名/作者: An introduction to optimal control of FBSDE with incomplete information/ by Guangchen Wang, Zhen Wu, Jie Xiong.
    作者: Wang, Guangchen.
    其他作者: Wu, Zhen.
    出版者: Cham :Springer International Publishing : : 2018.,
    面頁冊數: xi, 116 p. :digital ;24 cm.
    內容註: Introduction -- Filtering of BSDE and FBSDE -- Optimal Control of Fully Coupled FBSDE with Partial Information -- Optimal Control of FBSDE with Partially Observable Information -- LQ Optimal Control Models with Incomplete Information -- Appendix: BSDE and FBSDE.
    Contained By: Springer eBooks
    標題: Stochastic partial differential equations. -
    電子資源: http://dx.doi.org/10.1007/978-3-319-79039-8
    ISBN: 9783319790398
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W9347724 電子資源 11.線上閱覽_V 電子書 EB QA274.25 .W364 2018 一般使用(Normal) 在架 0
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