Spar
Stochastic Optimal Control in Infinite Dimension
Forfatter:
heftet, 2018
Engelsk
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.
- Undertittel
- Dynamic Programming and HJB Equations
- Forfatter
- Giorgio Fabbri, Fausto Gozzi, Andrzej Swiech
- Opplag
- Softcover reprint of the original 1st ed. 2017
- ISBN
- 9783319850535
- Språk
- Engelsk
- Vekt
- 310 gram
- Utgivelsesdato
- 9.9.2018
- Antall sider
- 916
