Stochastic Optimal Control in Infinite Dimension Dynamic Programming and HJB Equations /
Providing an introduction to stochastic optimal control in infinite dimension, this book gives a complete account of the theory of second-order HJB equations in infinite-dimensional Hilbert spaces, focusing on its applicability to associated stochastic optimal control problems. It features a general...
| Main Authors: | , , |
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| Corporate Author: | |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Cham :
Springer International Publishing : Imprint: Springer,
2017.
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| Series: | Probability Theory and Stochastic Modelling,
82 |
| Subjects: | |
| Online Access: | Full Text via HEAL-Link |
