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Fabbri, Giorgio

Stochastic Optimal Control in Infinite Dimension

Fabbri, Giorgio - Stochastic Optimal Control in Infinite Dimension, ebook

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ISBN: 9783319530673
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Table of contents

1. Preliminaries on Stochastic Calculus in Infinite Dimension
Giorgio Fabbri, Fausto Gozzi, Andrzej Święch

2. Optimal Control Problems and Examples
Giorgio Fabbri, Fausto Gozzi, Andrzej Święch

3. Viscosity Solutions
Giorgio Fabbri, Fausto Gozzi, Andrzej Święch

4. Mild Solutions in Spaces of Continuous Functions
Giorgio Fabbri, Fausto Gozzi, Andrzej Święch

5. Mild Solutions in



Giorgio Fabbri, Fausto Gozzi, Andrzej Święch

6. HJB Equations Through Backward Stochastic Differential Equations
Giorgio Fabbri, Fausto Gozzi, Andrzej Święch

Keywords: Mathematics, Calculus of Variations and Optimal Control; Optimization, Probability Theory and Stochastic Processes, Partial Differential Equations, Systems Theory, Control, Functional Analysis

Author(s)
 
 
Publisher
Springer
Publication year
2017
Language
en
Edition
1
Series
Probability Theory and Stochastic Modelling
Page amount
23 pages
Category
Natural Sciences
Format
Ebook
eISBN (PDF)
9783319530673
Printed ISBN
978-3-319-53066-6

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