Book Reviews

DOI10.1137/17N97446XMaRDI QIDQ4592957zbMATH OpenOpenAlexFDO

Authors Alan D. Kaplan

Publication date 9 November 2017

Published in SIAM Review (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/17n97446x

Mathematics Subject Classification ID

External book reviews (00A17) Research exposition (monographs, survey articles) pertaining to calculus of variations and optimal control (49-02) Existence of optimal solutions to problems involving randomness (49J55) Dynamic programming in optimal control and differential games (49L20) Differential games and control (49N70) Applications of optimal control and differential games (49N90) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic games, stochastic differential games (91A15) Differential games (aspects of game theory) (91A23) Financial applications of other theories (91G80) Optimal stochastic control (93E20)

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• Book review

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