Tallenna
Stochastic Optimal Control in Infinite Dimension
Kirjailija:
nidottu, 2018
englanti
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.
- Alaotsikko
- Dynamic Programming and HJB Equations
- Kirjailija
- Giorgio Fabbri, Fausto Gozzi, Andrzej Swiech
- Painos
- Softcover reprint of the original 1st ed. 2017
- ISBN
- 9783319850535
- Kieli
- englanti
- Paino
- 310 grammaa
- Julkaisupäivä
- 9.9.2018
- Kustantaja
- Springer International Publishing AG
- Sivumäärä
- 916
