標(biāo)題: Titlebook: Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE; Nizar Touzi Book 2013 Springer Science+Business Media New York 2 [打印本頁] 作者: 鳴叫大步走 時(shí)間: 2025-3-21 17:57
書目名稱Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE影響因子(影響力)
書目名稱Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE影響因子(影響力)學(xué)科排名
書目名稱Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE網(wǎng)絡(luò)公開度
書目名稱Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE網(wǎng)絡(luò)公開度學(xué)科排名
書目名稱Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE被引頻次
書目名稱Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE被引頻次學(xué)科排名
書目名稱Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE年度引用
書目名稱Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE年度引用學(xué)科排名
書目名稱Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE讀者反饋
書目名稱Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE讀者反饋學(xué)科排名
作者: 有節(jié)制 時(shí)間: 2025-3-22 00:15
Backward SDEs and Stochastic Control,ramework of the previous chapters and the corresponding PDEs will be obtained under a specific construction. From this viewpoint, BSDEs can be viewed as the counterpart of PDEs in the non-Markov framework.作者: 嘮叨 時(shí)間: 2025-3-22 02:16 作者: 食品室 時(shí)間: 2025-3-22 05:35 作者: TOXIN 時(shí)間: 2025-3-22 11:14
1069-5273 .Approaches quadratic backward stochastic differential equatThis book collects some recent developments in stochastic control theory with applications to financial mathematics. We first address standard stochastic control problems from the viewpoint of the recently developed weak dynamic programming作者: 欄桿 時(shí)間: 2025-3-22 16:00
Introduction to Finite Differences Methods,t most 3 spatial dimensions. One of their merits is to be quite simple and easy to implement. Also, as shown in the previous chapter, they can also be combined with Monte Carlo methods to solve nonlinear parabolic PDEs.作者: 少量 時(shí)間: 2025-3-22 19:50 作者: 痛得哭了 時(shí)間: 2025-3-22 22:37
Nizar Touzinty.Includes supplementary material: As a branch of mathematics that studies the behavior of random, fuzzy and rough events, uncertainty theory is the generic name of probability theory, credibility theory, and trust theory. The main purpose of this book is to provide axiomatic foundations of uncert作者: bile648 時(shí)間: 2025-3-23 03:22 作者: 向外供接觸 時(shí)間: 2025-3-23 09:06
Nizar Touziry material: Water is the most important element for a life. Scientists have been doing thorough investigations on the properties of water while engineers have - ploited water in various industrial processes that aim at better optimization of the quality of industrial products. The knowledge of the 作者: gain631 時(shí)間: 2025-3-23 10:32
Nizar Touziloited water in various industrial processes that aim at better optimization of the quality of industrial products. The knowledge of the physico-chemical properties of various liquids is extremely important in the ?eld of life s- ences. Recently, the study of liquids containing nanoparticles has bee作者: Lymphocyte 時(shí)間: 2025-3-23 17:00 作者: 能夠支付 時(shí)間: 2025-3-23 20:42 作者: Pastry 時(shí)間: 2025-3-23 22:38
Nizar Touziwollen rechtzeitig die richtigen Entscheidungen treffen?..Hier sind Sie richtig!.Ihr optimiertes Gesamtkonzept von A (Aufbau) bis Z (Zukunftssicherung) aufbauen und die Zusammenh?nge verstehen, u.a.:.- Wie sich Erfolg planen l?sst.- Die Bank als Partner einbinden -- wie Sie ein gutes Rating erhalten作者: Ganglion-Cyst 時(shí)間: 2025-3-24 04:49 作者: Postulate 時(shí)間: 2025-3-24 06:33 作者: 背心 時(shí)間: 2025-3-24 14:14
Nizar Touzis of uncertain events. This model is based on systems analysis and on the identification of an exhaustive and mutually exclusive set of scenarios, their probabilities and their consequences. Both methods rely on an assumption of rationality and the use of Bayesian probability, and both assume separa作者: 徹底明白 時(shí)間: 2025-3-24 17:13 作者: ARCHE 時(shí)間: 2025-3-24 22:33
Nizar Touziinty propagation exercise in the practice. We first analyze the meaning of uncertainty propagation from a subjective decision-making point of view. We show that, in order to quantify uncertainty, one has to resort to the distribution of the expected utility (.) originated from parameter uncertainty.作者: 粗糙 時(shí)間: 2025-3-25 02:31
Agnès Tourinic discounting. Subjects are asked to choose between an earlier or later payoff in series of forty choice questions. Each question consists of a pair of monetary amounts determined by compounding a given base amount at a constant rate per period. Two bases (8 and 20 dollars), three compounding rates作者: 盲信者 時(shí)間: 2025-3-25 06:40 作者: 閃光你我 時(shí)間: 2025-3-25 11:12
Solving Control Problems by Verification,o the unknown value function. Namely, given a smooth solution . of the dynamic programming equation, we give sufficient conditions which allow to conclude that . coincides with the value function .. This is the so-called .. The statement of this result is heavy, but its proof is simple and relies es作者: 使腐爛 時(shí)間: 2025-3-25 14:39 作者: MELON 時(shí)間: 2025-3-25 17:45
Backward SDEs and Stochastic Control,rol to stochastic target problems. More importantly, the general theory in this chapter will be developed in the non-Markov framework. The Markovian framework of the previous chapters and the corresponding PDEs will be obtained under a specific construction. From this viewpoint, BSDEs can be viewed 作者: Deduct 時(shí)間: 2025-3-25 21:21
Quadratic Backward SDEs,wth. In the Markovian case, this corresponds to a problem of second-order semilinear PDE with quadratic growth in the gradient term. The first existence and uniqueness result in this context was established by M. Kobylanski in her Ph.D. thesis by adapting some previously established PDE techniques t作者: Microgram 時(shí)間: 2025-3-26 04:02
Introduction to Finite Differences Methods,g in quantitative finance. The approach is based on the very powerful and simple framework developed by Barles– Souganidis [4], see the review of the previous chapter. The key property here is the monotonicity which guarantees that the scheme satisfies the same ellipticity condition as the HJB opera作者: 貪婪的人 時(shí)間: 2025-3-26 07:54 作者: Latency 時(shí)間: 2025-3-26 11:53 作者: Trypsin 時(shí)間: 2025-3-26 12:51 作者: 純樸 時(shí)間: 2025-3-26 17:15
https://doi.org/10.1007/978-1-4614-4286-8backwards stochastic differential equations; dynamic programming; financial mathematics; stochastic con作者: 廢止 時(shí)間: 2025-3-26 21:06
Dynamic Programming Equation in the Viscosity Sense,rder to relax the smoothness condition on the value function . in the statement of Propositions 3.4 and 3.5. Notice that the following proofs are obtained by slight modification of the corresponding proofs in the smooth case.作者: enterprise 時(shí)間: 2025-3-27 02:22 作者: 上釉彩 時(shí)間: 2025-3-27 08:52
Stochastic Control and Dynamic Programming,In this chapter, we assume that the filtration . is the .?augmentation of the canonical filtration of the Brownian motion .. This restriction is only needed in order to simplify the presentation of the proof of the dynamic programming principle.作者: 斗爭(zhēng) 時(shí)間: 2025-3-27 10:40 作者: Gingivitis 時(shí)間: 2025-3-27 17:31 作者: gonioscopy 時(shí)間: 2025-3-27 18:17
Stochastic Target Problems,In this section, we study a special class of stochastic target problems which avoids facing some technical difficulties, but reflects in a transparent way the main ideas and arguments to handle this new class of stochastic control problems.作者: ventilate 時(shí)間: 2025-3-28 01:39 作者: Override 時(shí)間: 2025-3-28 02:15 作者: 小蟲 時(shí)間: 2025-3-28 09:24
Nizar TouziProvides a self-contained presentation of the recent developments in Stochastic target problems which cannot be found in any other monograph.Approaches quadratic backward stochastic differential equat作者: 組裝 時(shí)間: 2025-3-28 11:09 作者: 公社 時(shí)間: 2025-3-28 15:39 作者: 陰險(xiǎn) 時(shí)間: 2025-3-28 19:09 作者: 會(huì)犯錯(cuò)誤 時(shí)間: 2025-3-29 02:37
Nizar Touzihnology, such as machine vision, and in theory development, new measurement methods and theories have arisen, which may complement the older ones. One typical feature in modern optics is the demand on one hand that the optical constants are required with an increasing accuracy, and on the other hand作者: 十字架 時(shí)間: 2025-3-29 04:50 作者: BACLE 時(shí)間: 2025-3-29 08:56
Nizar Touzi?Einsteiger", die eine Arztpraxis gründen oder übernehmen wollen..Niedergelassene, die ihr Praxiskonzept optimieren und ihr ?Management-Wissen" entsprechend den aktuellen und zukünftigen (Konkurrenz-)Situationen auffrischen und erweitern wollen...?Ihr Buch trifft den Nerv der Zeit, niederlassungswil作者: squander 時(shí)間: 2025-3-29 13:33
Nizar Touzi?Einsteiger", die eine Arztpraxis gründen oder übernehmen wollen..Niedergelassene, die ihr Praxiskonzept optimieren und ihr ?Management-Wissen" entsprechend den aktuellen und zukünftigen (Konkurrenz-)Situationen auffrischen und erweitern wollen...?Ihr Buch trifft den Nerv der Zeit, niederlassungswil作者: laceration 時(shí)間: 2025-3-29 18:16
Nizar Touziluations violate them. The framing effect is significant only for the Spanish data. For this data the sign of the framing effect depends on the type of the Lorenz relation considered. For crossing Lorenz curves, a higher conformity corresponds to the lottery frame, for Lorenz dominance a higher conf作者: 以煙熏消毒 時(shí)間: 2025-3-29 21:16
Nizar Touzinown. Therefore, the definition of Bayesian probability as a degree of belief has to be adapted, for instance, by assuming implicit delegation of the user’s judgment to the analyst and the experts, which requires special care in the presentation of the results. Also, a risk analysis is often perform作者: faddish 時(shí)間: 2025-3-30 00:32 作者: 高度 時(shí)間: 2025-3-30 05:11 作者: 施魔法 時(shí)間: 2025-3-30 09:56
Agnès Tourinl period and delay varies), documenting the frequency of patterns consistent with exponential discounting and with hyperbolic discounting. We find that exponential discounting is the clear modal choice pattern in virtually all cases. Hyperbolic discounting is never the modal pattern (except in the s
