Lectures on BSDEs, Stochastic Control, and Stochastic Differential Games with Financial Applications: 1 (SIAM Series on Financial Mathematics, Series Number 1) - Image 1

£67.79

Cambridge University Press Lectures on BSDEs, Stochastic Control, and Stochastic Differential Games with Financial Applications: 1 (SIAM Series on Financial Mathematics, Series Number 1)

Name: Lectures on BSDEs, Stochastic Control, and Stochastic Differential Games with Financial Applications: 1 (SIAM Series on Financial Mathematics, Series Number 1)
Brand: Cambridge University Press
Price: 67.79 GBP
Availability: InStock

Applied Mathematics

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Description

A vital introduction to the stochastic analysis tools which play an increasing role in the probabilistic approach to optimization problems, including stochastic control and stochastic differential games. As one of the few books on game theory and the theory of stochastic differential games, this book will be helpful to graduate students and young researchers interested in stochastic differential equations and the probabilistic approach to stochastic control, as well as mean field games and the control of McKean–Vlasov dynamics. The theory is illustrated by application to several areas, including application to models of systemic risk, macroeconomic growth, flocking/schooling, crowd behavior, and predatory trading. Based on the author's lecture notes, this is the first title in the SIAM Series on Financial Mathematics.

Product Specifications

Brand: Cambridge University Press
Format: paperback
ASIN: 1611974232
Category: Books > Subjects > Science, Nature & Maths > Mathematics > Applied Mathematics
Domain: Amazon UK
Release Date: 27 October 2016
Listed Since: 08 March 2016

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Cambridge University Press Lectures on BSDEs, Stochastic Control, and Stochastic Differential Games with Financial Applications: 1 (SIAM Series on Financial Mathematics, Series Number 1)

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