02312nam0 2200433 i 450 SUN012382620191014032154.3300.00N978-3-319-53067-320191002d2017 |0engc50 baengCH|||| |||||*Stochastic Optimal Control in Infinite DimensionDynamic Programming and HJB EquationsGiorgio Fabbri, Fausto Gozzi, Andrzej ŚwięchWith a Contribution by Marco Fuhrman and Gianmario TessitoreCham : Springer, 2017xxiii916 p. ; 24 cmPubblicazione in formato elettronico001SUN01038262001 *Probability theory and stochastic modelling82210 BerlinSpringer.35R15PDEs on infinite-dimensional (e.g., function) spaces (= PDEs in infinitely many variables) [MSC 2020]MFSUNC01976293E20Optimal stochastic control [MSC 2020]MFSUNC01994649L20Dynamic programming in optimal control and differential games [MSC 2020]MFSUNC02008749L25Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games [MSC 2020]MFSUNC02131265HxxNonlinear algebraic or transcendental equations [MSC 2020]MFSUNC02305549LxxHamilton-Jacobi theories [MSC 2020]MFSUNC02330035Q93PDEs in connection with control and optimization [MSC 2020]MFSUNC02472337L55Infinite-dimensional random dynamical systems; stochastic equations [MSC 2020]MFSUNC025530CHChamSUNL001889Fabbri, GiorgioSUNV0952828826Gozzi, FaustoSUNV033272146864Święch, AndrzejSUNV095283767396Fuhrman, MarcoSUNV095284Tessitore, GianmarioSUNV095285SpringerSUNV000178650ITSOL20210503RICAhttp://doi.org/10.1007/978-3-319-53067-3SUN0123826UFFICIO DI BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08CONS e-book 0922 08eMF922 20191002 Stochastic Optimal Control in Infinite Dimension1562302UNICAMPANIA