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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.
Mathematics. --- Actuarial science. --- Calculus of variations. --- Probabilities. --- Calculus of Variations and Optimal Control; Optimization. --- Probability Theory and Stochastic Processes. --- Actuarial Sciences. --- Stochastic partial differential equations. --- Differential equations, Partial. --- Partial differential equations --- Banach spaces, Stochastic differential equations in --- Hilbert spaces, Stochastic differential equations in --- SPDE (Differential equations) --- Stochastic differential equations in Banach spaces --- Stochastic differential equations in Hilbert spaces --- Differential equations, Partial --- Mathematical optimization. --- Distribution (Probability theory. --- Distribution functions --- Frequency distribution --- Characteristic functions --- Probabilities --- Optimization (Mathematics) --- Optimization techniques --- Optimization theory --- Systems optimization --- Mathematical analysis --- Maxima and minima --- Operations research --- Simulation methods --- System analysis --- Statistics --- Insurance --- Probability --- Statistical inference --- Combinations --- Mathematics --- Chance --- Least squares --- Mathematical statistics --- Risk --- Isoperimetrical problems --- Variations, Calculus of
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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.
Numerical methods of optimisation --- Operational research. Game theory --- Actuarial mathematics --- Probability theory --- waarschijnlijkheidstheorie --- stochastische analyse --- wiskunde --- actuariaat --- kansrekening --- optimalisatie
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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.
Computer engineering. --- Computer networks. --- Computers, Special purpose. --- Computers and civilization. --- Software engineering. --- Computer Engineering and Networks. --- Special Purpose and Application-Based Systems. --- Computers and Society. --- Computer Communication Networks. --- Software Engineering.
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Computer architecture. Operating systems --- Computer. Automation --- computers --- informatica --- maatschappij --- software engineering --- computernetwerken
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