Stochastic Optimal Control in Infinite Dimension

Language: English

Published by Springer International Publishing Jul 2017, 2017

3319530666 / 9783319530666

Series: Book 16 of 35 - Probability Theory and Stochastic Modelling

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Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermanyBuchWeltWeit Ludwig Meier e.K.

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This item is printed on demand - it takes 3-4 days longer - Neuware -Providing an introduction to stochastic optimal control in infinite dimension, this book gives a complete account of the theory of second-order HJB equations in infinite-dimensional Hilbert spaces, focusing on its applicability to associated stochastic optimal control problems. It features a general introduction to optimal stochastic control, including basic results (e.g. the dynamic programming principle) with proofs, and provides examples of applications. A complete and up-to-date exposition of the existing theory of viscosity solutions and regular solutions of second-order HJB equations in Hilbert spaces is given, together with an extensive survey of other methods, with a full bibliography. In particular, Chapter 6, written by M. Fuhrman and G. Tessitore, surveys the theory of regular solutions of HJB equations arising in infinite-dimensional stochastic control, via BSDEs. The book is of interest to both pure and applied researchers working in the control theory of stochastic PDEs, and in PDEs in infinite dimension. Readers from other fields who want to learn the basic theory will also find it useful. The prerequisites are: standard functional analysis, the theory of semigroups of operators and its use in the study of PDEs, some knowledge of the dynamic programming approach to stochastic optimal control problems in finite dimension, and the basics of stochastic analysis and stochastic equations in infinite-dimensional spaces. 940 pp. Englisch.…

Seller Inventory # 9783319530666

Title
Stochastic Optimal Control in Infinite Dimension
Author
Giorgio Fabbri
Publisher
Springer International Publishing Jul 2017
Publication year
2017
Condition
Neu
Binding
Buch
Language
English
ISBN 10
3319530666
ISBN 13
9783319530666
Item weight
1,554 grams
Dimensions
241x160x56 mm
Series
Book 16 of 35: Probability Theory and Stochastic Modelling

BuchWeltWeit Ludwig Meier e.K.

Bergisch Gladbach, Germany

5-star seller

AbeBooks seller since January 11, 2012

Shipping rates from Germany to U.S.A.

Item5 to 15 business days5 to 15 business days
First itemUS$ 26.16US$ 26.16
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BuchWeltWeit Ludwig Meier e.K.

Germany