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Stochastic Optimal Control in Infinite Dimension: Dynamic Programming and HJB Equations - Probability Theory and Stochastic Modelling Giorgio Fabbri Softcover reprint of the original 1st ed. 2017 edition
Stochastic Optimal Control in Infinite Dimension: Dynamic Programming and HJB Equations - Probability Theory and Stochastic Modelling
Giorgio Fabbri
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.
916 pages, XXIV, 916 p.
| Media | Books Paperback Book (Book with soft cover and glued back) |
| Released | September 9, 2018 |
| ISBN13 | 9783319850535 |
| Publishers | Springer International Publishing AG |
| Pages | 916 |
| Dimensions | 150 × 220 × 10 mm · 1.89 kg |
| Language | German |