Stochastic optimal control in infinite dimension: Dynamic programming and HJB Equations

Fabbri Giorgio

Stochastic optimal control in infinite dimension: Dynamic programming and HJB Equations - Switzerland Springer 2017 - xxiii,916p. ill. cm - Probability theory and stochastic modelling 82 .

Appendix 783-873p.; References 875-899p.; Index 901-916p.

9783319530666 (hbk)

198172

4495, 09/10/2017, Ashutosh Technical Books Textual


Infinite dimension
Optimal control problems
Viscosity solutions
Mathematics

B28931, Q7
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