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...

This book uses a small volume to present the most basic results for deterministic two-person diff...

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

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

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

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

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

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

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