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Stochastic optimal control in infinite dimension: dynamic programming and HJB equations/

Fabbri, Giorgio

Stochastic optimal control in infinite dimension: dynamic programming and HJB equations/ Giorgio Fabbri, Fausto Gozzi, Andrezej Swiñech, ; with a contribution by Marco Fuhrman and Gianmario Tessitore. - xxiii, 916 pages; 25 cm - Probability theory and stochastic modelling, volume 82 2199-3149; . - Probability theory and stochastic modelling; v. 82. .

Includes bibliographical references (pages 875-899) and indexes.

ISBN: 9783319530666 3319530666

LCCN:

Subjects--Topical Terms:
Stochastic processes--Mathematical models.
Stochastic models.
Hamiltonian systems.
Hamilton-Jacobi equations.
Hilbert space.
Probabilités.
Mathematical optimization

Dewey Class. No.: 519.2

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