General Pontryagin-Type Stochastic Maximum Principle and Backward Stochastic Evolution Equations in Infinite Dimensions

EISBN:9783319066325
PISBN:9783319066318
出版社:Springer International Publishing
出版类型:Brief
出版时间:2014
作者:Qi Lü,Xu Zhang
主题词:Systems Theory,Control,Calculus of Variations and Optimal Control,Optimization,Probability Theory and Stochastic Processes,Quantitative Finance,Statistics,general
语种:英语
所属数据库:SpringerLink电子图书
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