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Stochastic Optimal Control in Infinite Dimension : Dynamic Programming and HJB Equations / Giorgio Fabbri, Fausto Gozzi, Andrzej Święch ; With a Contribution by Marco Fuhrman and Gianmario Tessitore



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Autore: Fabbri, Giorgio Visualizza persona
Titolo: Stochastic Optimal Control in Infinite Dimension : Dynamic Programming and HJB Equations / Giorgio Fabbri, Fausto Gozzi, Andrzej Święch ; With a Contribution by Marco Fuhrman and Gianmario Tessitore Visualizza cluster
Pubblicazione: Cham, : Springer, 2017
Titolo uniforme: Stochastic Optimal Control in Infinite Dimension  
Descrizione fisica: xxiii, 916 p. ; 24 cm
Soggetto topico: 35R15 - PDEs on infinite-dimensional (e.g., function) spaces (= PDEs in infinitely many variables) [MSC 2020]
93E20 - Optimal stochastic control [MSC 2020]
49L20 - Dynamic programming in optimal control and differential games [MSC 2020]
49L25 - Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games [MSC 2020]
65Hxx - Nonlinear algebraic or transcendental equations [MSC 2020]
49Lxx - Hamilton-Jacobi theories [MSC 2020]
35Q93 - PDEs in connection with control and optimization [MSC 2020]
37L55 - Infinite-dimensional random dynamical systems; stochastic equations [MSC 2020]
Soggetto non controllato: BSDEs approach to HJB equations
Hamilton-Jacobi-Bellman (HJB) equations
Infinite dimensional systems
Mild solutions of HJB equations
Partial differential equations
Stochastic optimal control
Viscosity solutions
Altri autori: Gozzi, Fausto  
Święch, Andrzej  
Persona (resp. second.): Fuhrman, Marco
Tessitore, Gianmario
Titolo autorizzato: Stochastic Optimal Control in Infinite Dimension  Visualizza cluster
Formato: Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione: Inglese
Record Nr.: VAN0123826
Lo trovi qui: Univ. Vanvitelli
Localizzazioni e accesso elettronico http://doi.org/10.1007/978-3-319-53067-3
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Serie: Probability theory and stochastic modelling Berlin [etc.] . -Springer , 1988- ; 82