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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 i...
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Main Authors: | , , |
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Corporate Author: | |
Format: | eBook |
Language: | English |
Published: |
Cham, Switzerland :
Springer,
2017.
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Series: | Probability theory and stochastic modelling ;
v. 82. |
Physical Description: |
1 online resource. |
Subjects: | |
Online Access: | SpringerLink - Click here for access |
Copy 1 | CMU Electronic Access | Available |
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