Documents liés : [7 document(s)]

Documents (Mots clés)

• [MathOuvrage] Dynamic optimization for beginners / Cannarsa, Piermarco ; Gazzola, Filippo. -Berlin : European mathematical Society, 2021. - xi, 345 p. ; 24 cm
  ISBN 9783985470129
  https://ems.press/books/etb
  
• [MathOuvrage] The Master equation and the convergence problem in mean field games / Cardaliaguet, Pierre ; Delarue, François ; Lasry, Jean-Michel ; Lions, Pierre-Louis. -Princeton NJ : Princeton university Press, 2019. - x, 212 p. ; 25 cm
  ISBN 9780691190709
  https://search-ebscohost-com.insmi.bib.cnrs.fr/login.aspx?direct=true&db=asn&jid=K535&lang=fr&site=ehost-live
  
• [MathOuvrage] Calculus of variations and optimal control theory / Liberzon, Daniel. -Princeton NJ : Princeton university Press, 2012. - xv, 235 p. ; 26 cm
  ISBN 9780691151878
  
• [MathOuvrage] Optimal stochastic control, stochastic target problems, and backward SDE / Touzi, Nizar. -New York NY : Springer, 2013. - x, 214 p. ; 24 cm
  ISBN 9781461442851
  https://link-springer-com.scd-rproxy.u-strasbg.fr/book/10.1007/978-1-4614-4286-8
  
• [MathOuvrage] Markov decision processes with applications to finance / Bäuerle, Nicole ; Rieder, Ulrich. -Berlin : Springer, 2011. - xvi, 388 p. ; 24 cm
  ISBN 9783642183232
  https://link.springer.com/openurl.asp?genre=journal&issn=2191-6675
  
• [MathOuvrage] Stochastic control and mathematical modeling / Morimoto, Hiroaki. -Cambridge : Cambridge university Press, 2010. - xiii, 325 p. ; 24 cm
  ISBN 9780521195034
  
• [MathOuvrage] Stochastic control in insurance / Schmidli, Hanspeter. -London : Springer, 2008. - xv, 254 p. ; 24 cm
  ISBN 9781848000025
  https://link-springer-com.scd-rproxy.u-strasbg.fr/openurl.asp?genre=journal&issn=1431-7028