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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...
| Autores principales: | , , |
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| Lenguaje: | eng |
| Publicado: |
Springer
2017
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| Materias: | |
| Acceso en línea: | https://dx.doi.org/10.1007/978-3-319-53067-3 http://cds.cern.ch/record/2272834 |