Stochastic Optimal Control in Infinite Dimension: Dynamic Programming and HJB Equations (Bog, Paperback / softback, Engelsk)
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Stochastic Optimal Control in Infinite Dimension: Dynamic Programming and HJB Equations

(Bog, Paperback / softback, Engelsk)
Forfattere: Giorgio Fabbri, Fausto Gozzi, Andrzej Swiech
Stochastic Optimal Control in Infinite Dimension: Dynamic Programming and HJB Equations
Forlag: Springer International Publishing AG

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Providing an introduction to stochastic optimal control in in?nite dimension, this book gives a complete account of the theory of second-order HJB equations in in?nite-dimensional Hilbert spaces, focusing on its applicability to associated stochastic optimal control problems.

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Forlag Springer International Publishing AG
Forfattere Giorgio Fabbri, Fausto Gozzi, Andrzej Swiech
Type Bog
Format Paperback / softback
Sprog Engelsk
Udgave Softcover reprint of the original 1st ed. 2017
Udgivelsesdato 09-09-2018
Første udgivelsesår 2018
Serie Probability Theory and Stochastic Modelling
Illustrationer XXIV, 916 p.
Originalsprog Switzerland
Sideantal 916
Indbinding Paperback / softback
Forlag Springer International Publishing AG
Sideoplysninger 916 pages, XXIV, 916 p.
Mål 235 x 155
ISBN-13 / EAN-13 9783319850535