Mathematical Control Theory and Finance

• Corporate Author: SpringerLink (Online service)
• Other Authors: Sarychev, Andrey (Editor), Shiryaev, Albert (Editor), Guerra, Manuel (Editor), Grossinho, Maria do Rosário (Editor)
• Format: Electronic eBook
• Language: English
• Published: Berlin, Heidelberg : Springer Berlin Heidelberg, 2008.
• Subjects: Mathematics.; Finance.; Economics, Mathematical.; System theory.; Quantitative Finance.; Finance, general.; Systems Theory, Control.

This book highlights recent developments in mathematical control theory and its applications to finance. It presents a collection of original contributions by distinguished scholars, addressing a large spectrum of problems and techniques. Control theory provides a large set of theoretical and comput...