Stochastic Optimal Control in Infinite Dimension Dynamic Programming and HJB Equations /

Stochastic Optimal Control in Infinite Dimension Dynamic Programming and HJB Equations /

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...

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Bibliographic Details
Main Authors: Fabbri, Giorgio (Author), Gozzi, Fausto (Author), Święch, Andrzej (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:English
Published: Cham : Springer International Publishing : Imprint: Springer, 2017.
Series:Probability Theory and Stochastic Modelling, 82
Subjects:
Mathematics.
Functional analysis.
Partial differential equations.
System theory.
Calculus of variations.
Probabilities.
Calculus of Variations and Optimal Control; Optimization.
Probability Theory and Stochastic Processes.
Partial Differential Equations.
Systems Theory, Control.
Functional Analysis.
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ΒΚΠ - Πατρα: ALFd

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