01870nam a2200493 i 4500991003428089707536171130s2017 sz 000 0 eng 9783319530666b14331767-39ule_instBibl. Dip.le Aggr. Matematica e Fisica - Sez. Matematicaeng519.223AMS 49LAMS 49-02AMS 93E20AMS 49L20AMS 35R15AMS 35Q93AMS 49L25AMS 65H15AMS 37L55Fabbri, Giorgio8826Stochastic optimal control in infinite dimension :dynamic programming and HJB equations /Giorgio Fabbri, Fausto Gozzi, Andrezej Święch ; with a contribution by Marco Fuhrman and Gianmario TessitoreNew York, NY :Springer,c2017xxiii, 916 pages ;24 cmtexttxtrdacontentunmediatednrdamediavolumencrdacarrierProbability theory and stochastic modelling ;82Includes bibliographical references and indexHamiltonian systemsHamilton-Jacobi equationsHilbert spaceMathematical optimizationProbabilitiesStochastic modelsStochastic processesMathematical modelsGozzi, Faustoauthorhttp://id.loc.gov/vocabulary/relators/aut146864Świc̨h, Andrezej.b1433176701-03-1830-11-17991003428089707536LE013 49L FAB11 (2017)12013000296197le013pE171.59-l- 00000.i1583693901-03-18Stochastic optimal control in infinite dimension1748386UNISALENTOle01330-11-17ma -engsz 00