Stochastic control of path-dependent systems, application to the Principal-Agent problem.
Touzi, Nizar
Stochastic control of path-dependent systems, application to the Principal-Agent problem. - Rio de Janeiro: IMPA, 2016. - video online
Talk.
Matematica.
Stochastic control of path-dependent systems, application to the Principal-Agent problem. - Rio de Janeiro: IMPA, 2016. - video online
Talk.
Matematica.