Compartir
Stochastic Optimal Control in Infinite Dimensions (en Inglés)
Giorgio Fabbri
(Autor)
·
Fausto Gozzi
(Autor)
·
Andrzej Święch
(Autor)
·
Springer
· Tapa Dura
Stochastic Optimal Control in Infinite Dimensions (en Inglés) - Fabbri, Giorgio ; Gozzi, Fausto ; Święch, Andrzej
307,16 €
341,29 €
Ahorras: 34,13 €
Elige la lista en la que quieres agregar tu producto o crea una nueva lista
✓ Producto agregado correctamente a la lista de deseos.
Ir a Mis Listas
Origen: Estados Unidos
(Costos de importación incluídos en el precio)
Se enviará desde nuestra bodega entre el
Martes 30 de Julio y el
Martes 13 de Agosto.
Lo recibirás en cualquier lugar de España entre 1 y 5 días hábiles luego del envío.
Reseña del libro "Stochastic Optimal Control in Infinite Dimensions (en Inglés)"
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 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 infinite-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 infinite dimension. Readers from other fields who want to learn the basic theory will also find 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 finite dimension, and the basics of stochastic analysis and stochastic equations in infinite-dimensional spaces.
- 0% (0)
- 0% (0)
- 0% (0)
- 0% (0)
- 0% (0)
Todos los libros de nuestro catálogo son Originales.
El libro está escrito en Inglés.
La encuadernación de esta edición es Tapa Dura.
✓ Producto agregado correctamente al carro, Ir a Pagar.
