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

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

Qi Lü
    General Pontryagin-Type Stochastic Maximum Principle and Backward Stochastic Evolution Equations in Infinite Dimensions [Электронный ресурс] / Qi Lü, Xu Zhang. - Электроные текстовые данные. - 1007/978-3-319-06632-5. - [S. l.] : Springer International Publishing, 2014. - ( час. мин.), 1007/978-3-319-06632-5. - (SpringerBriefs in Mathematics) . - ISBN 9783319066325

Кл.слова (ненормированные):
mathematics -- Systems Theory, Control -- Calculus of Variations and Optimal Control -- Optimization -- Probability Theory and Stochastic Processes -- Quantitative Finance -- Statistics, general -- книги издательства Springer