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Record Nr.

UNICAMPANIAVAN0103455

Autore

Lü, Qi

Titolo

General Pontryagin-type stochastic maximum principle and backward stochastic evolution equations in infinite dimensions / Qi Lü, Xu Zhang

Pubbl/distr/stampa

Cham, : Springer, 2014

Titolo uniforme

General Pontryagin-type stochastic maximum principle and backward stochastic evolution equations in infinite dimensions

Descrizione fisica

IX, 146 p. ; 24 cm

Altri autori (Persone)

Zhang, Xu

Soggetti

93E20 - Optimal stochastic control [MSC 2020]

60H10 - Stochastic ordinary differential equations [MSC 2020]

60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020]

49J55 - Existence of optimal solutions to problems involving randomness [MSC 2020]

49K45 - Optimality conditions for problems involving randomness [MSC 2020]

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia