The goal of this textbook is to introduce students to the stochastic analysis tools that play an increasing role in the probabilistic approach to optimization problems, including stochastic control and stochastic differential games. While optimal control is taught in many graduate programs in applied mathematics and operations research, the author was intrigued by the lack of coverage of the theory of stochastic differential games. This is the first title in SIAM's Financial Mathematics book series and is based on the ...
Read More
The goal of this textbook is to introduce students to the stochastic analysis tools that play an increasing role in the probabilistic approach to optimization problems, including stochastic control and stochastic differential games. While optimal control is taught in many graduate programs in applied mathematics and operations research, the author was intrigued by the lack of coverage of the theory of stochastic differential games. This is the first title in SIAM's Financial Mathematics book series and is based on the author's lecture notes. It will be helpful to students who are interested in stochastic differential equations (forward, backward, forward-backward); the probabilistic approach to stochastic control (dynamic programming and the stochastic maximum principle); and mean field games and control of McKean-Vlasov dynamics. The theory is illustrated by applications to models of systemic risk, macroeconomic growth, flocking/schooling, crowd behavior, and predatory trading, among others.
Read Less
Add this copy of Lectures on Bsdes, Stochastic Control, and Stochastic to cart. $40.00, good condition, Sold by BuenaWave rated 5.0 out of 5 stars, ships from Oklahoma City, OK, UNITED STATES, published 2016 by Society for Industrial and Applied Mathematics.
Edition:
2016, Society for Industrial & Applied Mathematics,U.S.
Publisher:
Society for Industrial & Applied Mathematics,U.S.
Published:
2016
Language:
English
Alibris ID:
18575468440
Shipping Options:
Standard Shipping: $4.99
Trackable Expedited: $9.99
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
Good. This is a pre-loved book that shows moderate signs of wear from previous reading. You may notice creases edge wear or a cracked spine but it remains in solid readable condition. Please note: -May include library or rental stickers stamps or markings. -Supplemental materials e.g. CDs access codes inserts are not guaranteed. -Box sets may not come with the original outer box. If it does the box will not be in perfect condition. -Sourced from donation centers; authenticity not verified with publisher. Your satisfaction is our top priority! If you have any questions or concerns about your order please don't hesitate to reach out. Thank you for shopping with us and supporting small business-happy reading!
Add this copy of Lectures on Bsdes, Stochastic Control, and Stochastic to cart. $75.56, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Santa Clarita, CA, UNITED STATES, published 2016 by Society for Industrial and App.
Edition:
2016, Society for Industrial & Applied Mathematics,U.S.
Add this copy of Lectures on BSDEs, Stochastic Control, and Stochastic to cart. $91.48, like new condition, Sold by GreatBookPrices rated 4.0 out of 5 stars, ships from Columbia, MD, UNITED STATES, published 2016 by Society for Industrial & Applied Mathematics,U.S..
Edition:
2016, Society for Industrial & Applied Mathematics,U.S.
Publisher:
Society for Industrial & Applied Mathematics,U.S.
Published:
2016
Language:
English
Alibris ID:
18632658757
Shipping Options:
Standard Shipping: $4.99
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
Fine. Financial Mathematics . Intended for professional and scholarly audience. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
Add this copy of Lectures on BSDEs, Stochastic Control, and Stochastic to cart. $104.86, new condition, Sold by GreatBookPrices rated 4.0 out of 5 stars, ships from Columbia, MD, UNITED STATES, published 2016 by Society for Industrial & Applied Mathematics,U.S..
Edition:
2016, Society for Industrial & Applied Mathematics,U.S.
Publisher:
Society for Industrial & Applied Mathematics,U.S.
Published:
2016
Language:
English
Alibris ID:
18632393385
Shipping Options:
Standard Shipping: $4.99
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
New. Financial Mathematics . Intended for professional and scholarly audience. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
Add this copy of Lectures on Bsdes, Stochastic Control, and Stochastic to cart. $104.87, new condition, Sold by Just one more Chapter rated 4.0 out of 5 stars, ships from Miramar, FL, UNITED STATES, published 2016 by Society for Industrial and App.
Edition:
2016, Society for Industrial & Applied Mathematics,U.S.
