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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
| 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 |
| Autore | Fabbri, Giorgio |
| Pubbl/distr/stampa | Cham, : Springer, 2017 |
| Descrizione fisica | xxiii, 916 p. ; 24 cm |
| Altri autori (Persone) |
Gozzi, Fausto
Święch, Andrzej |
| 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 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0123826 |
Fabbri, Giorgio
|
||
| Cham, : Springer, 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
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
| 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 |
| Autore | Fabbri, Giorgio |
| Pubbl/distr/stampa | Cham, : Springer, 2017 |
| Descrizione fisica | xxiii, 916 p. ; 24 cm |
| Altri autori (Persone) |
Gozzi, Fausto
Święch, Andrzej |
| Soggetto topico |
35Q93 - PDEs in connection with control and optimization [MSC 2020]
35R15 - PDEs on infinite-dimensional (e.g., function) spaces (= PDEs in infinitely many variables) [MSC 2020] 37L55 - Infinite-dimensional random dynamical systems; stochastic equations [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] 49Lxx - Hamilton-Jacobi theories [MSC 2020] 65Hxx - Nonlinear algebraic or transcendental equations [MSC 2020] 93E20 - Optimal stochastic control [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 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00123826 |
|
Fabbri, Giorgio
|
||
| Cham, : Springer, 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
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
| 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 |
| Autore | Fabbri, Giorgio |
| Edizione | [Cham : Springer, 2017] |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Altri autori (Persone) |
Gozzi, Fausto
Święch, Andrzej |
| 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] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0123826 |
|
Fabbri, Giorgio
|
||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||