02880nam0 2200529 i 450 VAN012382620230704114642.796N978331953067320191002d2017 |0itac50 baengCH|||| |||||Stochastic Optimal Control in Infinite DimensionDynamic Programming and HJB EquationsGiorgio Fabbri, Fausto Gozzi, Andrzej ŚwięchWith a Contribution by Marco Fuhrman and Gianmario TessitoreChamSpringer2017xxiii, 916 p.24 cm001VAN01038262001 Probability theory and stochastic modelling210 Berlin [etc.]Springer1988-82VAN0236012Stochastic Optimal Control in Infinite Dimension156230235R15PDEs on infinite-dimensional (e.g., function) spaces (= PDEs in infinitely many variables) [MSC 2020]VANC019762MF93E20Optimal stochastic control [MSC 2020]VANC019946MF49L20Dynamic programming in optimal control and differential games [MSC 2020]VANC020087MF49L25Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games [MSC 2020]VANC021312MF65HxxNonlinear algebraic or transcendental equations [MSC 2020]VANC023055MF49LxxHamilton-Jacobi theories [MSC 2020]VANC023300MF35Q93PDEs in connection with control and optimization [MSC 2020]VANC024723MF37L55Infinite-dimensional random dynamical systems; stochastic equations [MSC 2020]VANC025530MFBSDEs approach to HJB equationsKW:KHamilton-Jacobi-Bellman (HJB) equationsKW:KInfinite dimensional systemsKW:KMild solutions of HJB equationsKW:KPartial differential equationsKW:KStochastic optimal controlKW:KViscosity solutionsKW:KCHChamVANL001889FabbriGiorgioVANV0952828826GozziFaustoVANV033272146864ŚwięchAndrzejVANV095283767396FuhrmanMarcoVANV095284TessitoreGianmarioVANV095285Springer <editore>VANV108073650ITSOL20240614RICAhttp://doi.org/10.1007/978-3-319-53067-3E-book – Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o ShibbolethBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICAIT-CE0120VAN08NVAN0123826BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08CONS e-book 0922 08eMF922 20191002 Stochastic Optimal Control in Infinite Dimension1562302UNICAMPANIA