| Autore: |
Fabbri, Giorgio
|
| 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
|
| 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 |
|
| 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 |
| Opac: |
Controlla la disponibilità qui |
