This book focuses on maximum principle and verification theorem for incomplete information forward-backward stochastic differential equations (FBSDEs) and their

This is the first book to systematically present control theory for stochastic distributed parameter systems, a comparatively new branch of mathematical control

This book presents the texts of seminars presented during the years 1995 and 1996 at the Université Paris VI and is the first attempt to present a survey on th

This volume contains a collection of papers dedicated to Professor Eckhard Platen to celebrate his 60th birthday, which occurred in 2009. The contributions have

This book introduces the theory and applications of uncertain optimal control, and establishes two types of models including expected value uncertain optimal co