Spara
Stochastic Optimal Control in Infinite Dimension
Författare:
häftad, 2018
Engelska
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.
- Undertitel
- Dynamic Programming and HJB Equations
- Författare
- Giorgio Fabbri, Fausto Gozzi, Andrzej Swiech
- Upplaga
- Softcover reprint of the original 1st ed. 2017
- ISBN
- 9783319850535
- Språk
- Engelska
- Vikt
- 310 gram
- Utgivningsdatum
- 2018-09-09
- Sidor
- 916
