Fabbri Giorgio <br/><br/>
Stochastic optimal control in infinite dimension: Dynamic programming and HJB Equations 

 - Switzerland  Springer         2017 
 - xxiii,916p. ill.  cm 
 - Probability theory and stochastic modelling 82 .
<br/><br/> Appendix 783-873p.; References 875-899p.; Index 901-916p. 
<br/><br/><label>ISBN: </label>9783319530666 (hbk) 
<br/><br/><label>Standard No.: </label>198172 
<br/><br/><label>Source: </label> 4495, 09/10/2017, Ashutosh Technical Books  Textual 
<br/><br/><label>Subjects--Topical Terms: </label><br/> Infinite dimension<br/> Optimal control problems<br/> Viscosity solutions<br/>Mathematics
<br/><br/><label>Dewey Class. No.: </label>B28931, Q7