Items related to Stochastic Optimal Control in Infinite Dimension: Dynamic...

Stochastic Optimal Control in Infinite Dimension: Dynamic Programming and HJB Equations - Softcover

Fabbri, Giorgio; Gozzi, Fausto; Święch, Andrzej

 
9783319530680: Stochastic Optimal Control in Infinite Dimension: Dynamic Programming and HJB Equations
Softcover
ISBN 10: 3319530682 ISBN 13: 9783319530680
Publisher: Springer, 2017

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Synopsis

Preface.- 1.Preliminaries on stochastic calculus in infinite dimensions.- 2.Optimal control problems and examples.- 3.Viscosity solutions.- 4.Mild solutions in spaces of continuous functions.- 5.Mild solutions in L2 spaces.- 6.HJB Equations through Backward Stochastic Differential Equations (by M. Fuhrman and G. Tessitore).- Appendix A, B, C, D, E.- Bibliography.



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  • PublisherSpringer
  • Publication date2017
  • ISBN 10 3319530682
  • ISBN 13 9783319530680
  • BindingPaperback
  • LanguageEnglish
  • Number of pages942

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Other Popular Editions of the Same Title

9783319530666: Stochastic Optimal Control in Infinite Dimension: Dynamic Programming and HJB Equations (Probability Theory and Stochastic Modelling, 82)

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ISBN 10:  3319530666 ISBN 13:  9783319530666
Publisher: Springer, 2017
Hardcover