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Record Nr. |
UNICAMPANIASUN0123826 |
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Autore |
Fabbri, Giorgio |
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Titolo |
Stochastic Optimal Control in Infinite Dimension : Dynamic Programming and HJB Equations / Giorgio Fabbri, Fausto Gozzi, Andrzej Święch ; With a Contribution by Marco Fuhrman and Gianmario Tessitore |
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Pubbl/distr/stampa |
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Edizione |
[Cham : Springer, 2017] |
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Descrizione fisica |
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Pubblicazione in formato elettronico |
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Altri autori (Persone) |
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Gozzi, Fausto |
Święch, Andrzej |
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Soggetti |
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35R15 - PDEs on infinite-dimensional (e.g., function) spaces (= PDEs in infinitely many variables) [MSC 2020] |
93E20 - Optimal stochastic control [MSC 2020] |
49L20 - Dynamic programming in optimal control and differential games [MSC 2020] |
49L25 - Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games [MSC 2020] |
65Hxx - Nonlinear algebraic or transcendental equations [MSC 2020] |
49Lxx - Hamilton-Jacobi theories [MSC 2020] |
35Q93 - PDEs in connection with control and optimization [MSC 2020] |
37L55 - Infinite-dimensional random dynamical systems; stochastic equations [MSC 2020] |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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