Fabbri, Giorgio
Stochastic Optimal Control in Infinite Dimension
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 6. HJB Equations Through Backward Stochastic Differential Equations Avainsanat: Mathematics, Calculus of Variations and Optimal Control; Optimization, Probability Theory and Stochastic Processes, Partial Differential Equations, Systems Theory, Control, Functional Analysis
Giorgio Fabbri, Fausto Gozzi, Andrzej Święch
- Tekijä(t)
- Fabbri, Giorgio
- Gozzi, Fausto
- Święch, Andrzej
- Julkaisija
- Springer
- Julkaisuvuosi
- 2017
- Kieli
- en
- Painos
- 1
- Sarja
- Probability Theory and Stochastic Modelling
- Sivumäärä
- 23 sivua
- Kategoria
- Eksaktit luonnontieteet
- Tiedostomuoto
- E-kirja
- eISBN (PDF)
- 9783319530673
- Painetun ISBN
- 978-3-319-53066-6
