Stochastic optimal control in infinite dimension dynamic programming and HJB equations /
Providing an introduction to stochastic optimal control in in{uFB01}nite dimension, this book gives a complete account of the theory of second-order HJB equations in in{uFB01}nite-dimensional Hilbert spaces, focusing on its applicability to associated stochastic optimal control problems. It features...
Full description
Saved in:
| Main Author: |
Fabbri, Giorgio, |
| Other Authors: |
Gozzi, Fausto,, Świec̜h, Andrezej,, SpringerLink (Online service) |
| Format: |
eBook
|
| Language: |
English
|
| Published: |
Cham, Switzerland :
Springer,
2017.
|
| Physical Description: |
1 online resource.
|
| Series: |
Probability theory and stochastic modelling ;
v. 82.
|
| Subjects: |
|