Stochastic Optimal Control in Infinite Dimension

Name: Stochastic Optimal Control in Infinite Dimension
Brand: Springer Nature
SKU: 9783319530666
Availability: InStock

Stochastic Optimal Control in Infinite Dimension

Brand

Springer Nature

Manufacturer

N/A

Part Number

GTIN

9783319530666

Condition

New

0 Reviews

0 Questions | 0 Answers

Product Description

Providing an introduction to stochastic optimal control in innite dimension, this book gives a complete account of the theory of second-order HJB equations in innite-dimensional Hilbert spaces, focusing on its applicability to associated stochastic optimal control problems. It features a general introduction to optimal stochastic control, including basic results (e.g. the dynamic programming principle) with proofs, and provides examples of applications. A complete and up-to-date exposition of the existing theory of viscosity solutions and regular solutions of second-order HJB equations in Hilbert spaces is given, together with an extensive survey of other methods, with a full bibliography. In particular, Chapter 6, written by M. Fuhrman and G. Tessitore, surveys the theory of regular solutions of HJB equations arising in innite-dimensional stochastic control, via BSDEs. The book is of interest to both pure and applied researchers working in the control theory of stochastic PDEs,and in PDEs in innite dimension. Readers from other elds who want to learn the basic theory will also nd it useful. The prerequisites are: standard functional analysis, the theory of semigroups of operators and its use in the study of PDEs, some knowledge of the dynamic programming approach to stochastic optimal control problems in nite dimension, and the basics of stochastic analysis and stochastic equations in innite-dimensional spaces.

Available Colors

N/A

Available Sizes

N/A

1 Offer Price Range: $189.00 - $189.00

BEST PRICE

Single Product Purchase

$189.00

@ Link.springer.com BUY Now

Price Comparison

Seller	Contact Seller	List Price	On Sale	Shipping	Best Promo	Final Price	Volume Discount	Financing	Availability	Seller's Page
BEST PRICE 1 Product Purchase @ Link.springer.com Rate Seller This functionality is for registered users only. Go to Login/Register		$189.00	$189.00			$189.00		See Site	In stock	Visit Store