Fields Institute Monographs - Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE
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Published By Springer New York

9781461442851, 9781461442868

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Optimal Stopping and Dynamic Programming

Fields Institute Monographs - Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE ◽

10.1007/978-1-4614-4286-8_4 ◽

2012 ◽

pp. 39-51

Author(s):

Nizar Touzi

Keyword(s):

Dynamic Programming ◽

Optimal Stopping

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Introduction to Viscosity Solutions

Fields Institute Monographs - Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE ◽

10.1007/978-1-4614-4286-8_6 ◽

2012 ◽

pp. 67-88

Author(s):

Nizar Touzi

Keyword(s):

Viscosity Solutions

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Probabilistic Numerical Methods for Nonlinear PDEs

Fields Institute Monographs - Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE ◽

10.1007/978-1-4614-4286-8_12 ◽

2012 ◽

pp. 189-199

Author(s):

Nizar Touzi

Keyword(s):

Numerical Methods ◽

Nonlinear Pdes

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Stochastic Target Problems

Fields Institute Monographs - Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE ◽

10.1007/978-1-4614-4286-8_8 ◽

2012 ◽

pp. 101-121 ◽

Cited By ~ 3

Author(s):

Nizar Touzi

Keyword(s):

Stochastic Target Problems

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Solving Control Problems by Verification

Fields Institute Monographs - Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE ◽

10.1007/978-1-4614-4286-8_5 ◽

2012 ◽

pp. 53-66

Author(s):

Nizar Touzi

Keyword(s):

Control Problems

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Second Order Stochastic Target Problems

Fields Institute Monographs - Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE ◽

10.1007/978-1-4614-4286-8_9 ◽

2012 ◽

pp. 123-147

Author(s):

Nizar Touzi

Keyword(s):

Second Order ◽

Stochastic Target Problems

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Quadratic Backward SDEs

Fields Institute Monographs - Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE ◽

10.1007/978-1-4614-4286-8_11 ◽

2012 ◽

pp. 165-188

Author(s):

Nizar Touzi

Keyword(s):

Backward Sdes

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Dynamic Programming Equation in the Viscosity Sense

Fields Institute Monographs - Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE ◽

10.1007/978-1-4614-4286-8_7 ◽

2012 ◽

pp. 89-99

Author(s):

Nizar Touzi

Keyword(s):

Dynamic Programming ◽

Dynamic Programming Equation ◽

Viscosity Sense

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Introduction to Finite Differences Methods

Fields Institute Monographs - Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE ◽

10.1007/978-1-4614-4286-8_13 ◽

2012 ◽

pp. 201-212 ◽

Cited By ~ 1

Author(s):

Agnès Tourin

Keyword(s):

Finite Differences

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Introduction

Fields Institute Monographs - Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE ◽

10.1007/978-1-4614-4286-8_1 ◽

2012 ◽

pp. 1-4

Author(s):

Nizar Touzi

Download Full-text

Fields Institute Monographs - Optimal Stochastic Control, Stochastic Target Problems, and Backward SDELatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer New York

Optimal Stopping and Dynamic Programming

Introduction to Viscosity Solutions

Probabilistic Numerical Methods for Nonlinear PDEs

Stochastic Target Problems

Solving Control Problems by Verification

Second Order Stochastic Target Problems

Quadratic Backward SDEs

Dynamic Programming Equation in the Viscosity Sense

Introduction to Finite Differences Methods

Introduction

Fields Institute Monographs - Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE
Latest Publications