General Pontryagin-type stochastic maximum principle and backward stochastic evolution equations in infinite dimensions / Qi Lü, Xu Zhang
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| Autore: |
Lü, Qi
|
| Titolo: |
General Pontryagin-type stochastic maximum principle and backward stochastic evolution equations in infinite dimensions / Qi Lü, Xu Zhang
|
| Pubblicazione: | Cham, : Springer, 2014 |
| Titolo uniforme: | General Pontryagin-type stochastic maximum principle and backward stochastic evolution equations in infinite dimensions |
| Descrizione fisica: | IX, 146 p. ; 24 cm |
| Soggetto topico: | 93E20 - Optimal stochastic control [MSC 2020] |
| 60H10 - Stochastic ordinary differential equations [MSC 2020] | |
| 60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020] | |
| 49J55 - Existence of optimal solutions to problems involving randomness [MSC 2020] | |
| 49K45 - Optimality conditions for problems involving randomness [MSC 2020] | |
| Soggetto non controllato: | Backward stochastics evolution equation |
| Optimal Control | |
| Pontryagin-type maximum principle | |
| Quantitative Finance | |
| Stochastic Evolution Equations | |
| Transportation solution | |
| Altri autori: |
Zhang, Xu
|
| Titolo autorizzato: | General Pontryagin-type stochastic maximum principle and backward stochastic evolution equations in infinite dimensions |
| Formato: | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione: | Inglese |
| Record Nr.: | VAN0103455 |
| Lo trovi qui: | Univ. Vanvitelli |
| Localizzazioni e accesso elettronico | http://dx.doi.org/10.1007/978-3-319-06632-5 |
| Opac: | Controlla la disponibilità qui |
Serie:
SpringerBriefs in mathematics Berlin [etc.] . -Springer