Authors: Yves Achdou, Pierre Cardaliaguet, François Delarue, Alessio Porretta, Filippo Santambrogio

Resource Type: eBook.

Subjects: Differential equations, Probabilities, Stochastic processes, Mathematical optimization, Calculus of variations, Game theory, Mathematics—Data processing

Categories: MATHEMATICS / Differential Equations / General, MATHEMATICS / Game Theory, MATHEMATICS / Probability & Statistics / General, MATHEMATICS / Numerical Analysis, MATHEMATICS / Optimization, MATHEMATICS / Probability & Statistics / Stochastic Processes

Authors: Xi-Ren Cao

Resource Type: eBook.

Subjects: Control engineering, Mathematical optimization, Calculus of variations, Markov processes

Categories: TECHNOLOGY & ENGINEERING / Electrical, MATHEMATICS / Optimization, MATHEMATICS / Probability & Statistics / Stochastic Processes

Authors: Yasushi Ishikawa

Resource Type: eBook.

Subjects: Calculus of variations, Malliavin calculus, Jump processes, Stochastic processes

Categories: MATHEMATICS / Probability & Statistics / General, MATHEMATICS / Differential Equations / General, MATHEMATICS / Mathematical Analysis, MATHEMATICS / Probability & Statistics / Stochastic Processes