The book deals with topics such as the pricing of various contingent claims within different fram...

The symposium discusses and explores the current and future development of some aspects of the th...

Mathematical analysis serves as a common foundation for many research areas of pure and applied m...

This volume is a survey monograph on the recently developed theory of forward-backward stochastic...

Mathematically, most of the interesting optimization problems can be formulated to optimize some ...

This book gathers the most essential results, including recent ones, on linear-quadratic optimal ...

Xunjing Li (1935-2003) was a pioneer in control theory in China. He was known in the Chinese comm...

  This book gathers the most essential results, including recent ones, on linear-quadratic o...

As is well known, Pontryagin's maximum principle and Bellman's dynamic programming are the two pr...

Infinite dimensional systems can be used to describe many phenomena in the real world. As is well...