Stochastic Optimal Control in Infinite Dimension
Andrzej Swiech, Fausto Gozzi, Giorgio Fabbri
Springer International Publishing AG, 2018
264,50 €On orderDelivery: 2-3 weeks
Providing an introduction to stochastic optimal control in in?nite dimension, this book gives a complete account of the theory of second-order HJB equations in in?nite-dimensional Hilbert spaces, focusing on its applicability to associated stochastic optimal control problems.
- ISBN-13
- 9783319850535
- ISBN-10
- 3319850539
- Publisher
- Springer International Publishing AG
- Year
- 2018
- Publication date
- 2018-09-09
- Pages
- 916
- Dimensions
- 235x155x