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Book
"Hu" non-Chinese as they appear in the materials from the Astana Graveyard at Turfan
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Year: 2002 Publisher: Philadelphia (Pa.) : University of Pennsylvania. Department of Asian and Middle Eastern studies,

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An Introduction to Optimal Control of FBSDE with Incomplete Information
Authors: --- ---
ISBN: 3319790390 3319790382 Year: 2018 Publisher: Cham : Springer International Publishing : Imprint: Springer,

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This book focuses on maximum principle and verification theorem for incomplete information forward-backward stochastic differential equations (FBSDEs) and their applications in linear-quadratic optimal controls and mathematical finance. Lots of interesting phenomena arising from the area of mathematical finance can be described by FBSDEs. Optimal control problems of FBSDEs are theoretically important and practically relevant. A standard assumption in the literature is that the stochastic noises in the model are completely observed. However, this is rarely the case in real world situations. The optimal control problems under complete information are studied extensively. Nevertheless, very little is known about these problems when the information is not complete. The aim of this book is to fill this gap. This book is written in a style suitable for graduate students and researchers in mathematics and engineering with basic knowledge of stochastic process, optimal control and mathematical finance.


Digital
An Introduction to Optimal Control of FBSDE with Incomplete Information
Authors: --- ---
ISBN: 9783319790398 Year: 2018 Publisher: Cham Springer International Publishing

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This book focuses on maximum principle and verification theorem for incomplete information forward-backward stochastic differential equations (FBSDEs) and their applications in linear-quadratic optimal controls and mathematical finance. Lots of interesting phenomena arising from the area of mathematical finance can be described by FBSDEs. Optimal control problems of FBSDEs are theoretically important and practically relevant. A standard assumption in the literature is that the stochastic noises in the model are completely observed. However, this is rarely the case in real world situations. The optimal control problems under complete information are studied extensively. Nevertheless, very little is known about these problems when the information is not complete. The aim of this book is to fill this gap. This book is written in a style suitable for graduate students and researchers in mathematics and engineering with basic knowledge of stochastic process, optimal control and mathematical finance.


Book
Mobile Networks and Management : 13th EAI International Conference, MONAMI 2023, Yingtan, China, October 27-29, 2023, Proceedings
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ISBN: 303155471X Year: 2024 Publisher: Cham : Springer Nature Switzerland : Imprint: Springer,

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This book constitutes the refereed post-conference proceedings of the 13th International Conference on Mobile Networks and Management, MONAMI 2023, held in Yingtan, China, in October 2023. The 21 full papers were carefully reviewed and selected from 41 submissions. The papers are divided into groups of content as follows: Wireless Communication and Networks; Network Security and Blockchain; Image Processing and Computer Vision; Distributed Computing; Emerging Applications.


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Mobile Networks and Management
Authors: --- --- --- ---
ISBN: 9783031554711 9783031554704 9783031554728 Year: 2024 Publisher: Cham Springer Nature Switzerland :Imprint: Springer

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