02327nam0 2200445 i 450 VAN010345520220221100444.701N978-3-319-06632-520151109d2014 |0itac50 baengCH|||| |||||General Pontryagin-type stochastic maximum principle and backward stochastic evolution equations in infinite dimensionsQi Lü, Xu ZhangChamSpringer2014IX, 146 p.24 cm001VAN01025962001 SpringerBriefs in mathematics210 Berlin [etc.]SpringerVAN0240956General Pontryagin-type stochastic maximum principle and backward stochastic evolution equations in infinite dimensions141032093E20Optimal stochastic control [MSC 2020]VANC019946MF60H10Stochastic ordinary differential equations [MSC 2020]VANC020682MF60H15Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020]VANC021488MF49J55Existence of optimal solutions to problems involving randomness [MSC 2020]VANC025023MF49K45Optimality conditions for problems involving randomness [MSC 2020]VANC029376MFBackward stochastics evolution equationKW:KOptimal ControlKW:KPontryagin-type maximum principleKW:KQuantitative FinanceKW:KStochastic Evolution EquationsKW:KTransportation solutionKW:KCHChamVANL001889LüQiVANV080748721607ZhangXuVANV080749721606Springer <editore>VANV108073650ITSOL20240614RICAhttp://dx.doi.org/10.1007/978-3-319-06632-5E-book – Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o ShibbolethBIBLIOTECA CENTRO DI SERVIZIO SBAVAN15NVAN0103455BIBLIOTECA CENTRO DI SERVIZIO SBA15CONS SBA EBOOK 4613 15EB 4613 20191106 General Pontryagin-type stochastic maximum principle and backward stochastic evolution equations in infinite dimensions1410320UNICAMPANIA