Stochastic optimal control in infinite dimension: dynamic programming and hjb equations
Auteur :
Fabbri, Giorgio / Gozzi, Fausto / Święch, Andrzej
Éditeur :
Springer International Publishing AG
ISBN :
9783319850535
Date de publication :
9 sept. 2018
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Suisse
Providing an introduction to stochastic optimal control in inï¬nite dimension, this book gives a complete account of the theory of second-order HJB equations in inï¬nite-dimensional Hilbert spaces, focusing on its applicability to associated stochastic optimal control problems.