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.