£121.77

About as cheap as it gets — within 5% of the all-time low it hit 2 months ago.

£122 today · all-time low £121 (Aug 2026) · usually £122

Springer Stochastic Optimal Control in Infinite Dimension: Dynamic Programming and HJB Equations: 82 (Probability Theory and Stochastic Modelling, 82)

View at Amazon

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 62 days · 62 data points (no recent data)

Historical
Generating forecast…
£122.16 £121.13 £121.35 £121.58 £121.80 £122.03 £122.25 25 July 2026 09 August 2026 24 August 2026 08 September 2026 24 September 2026
View at Amazon ↗

Price data last checked 29 day(s) ago - will refresh soon

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↑ Price chart
when this has been cheap or pricey
↑ Forecast
where the price is heading next
↓ Statistics
all-time high & low, recent range
↑ Price alert
name your number, we'll email you

Price Distribution

Price distribution over 62 days • 2 price levels

Days at Price
Current Price
48 days · current 14 days · current 0 12 24 36 48 £121 £122 Days at Price

Price Analysis

Most common price: £121 (48 days, 77.4%)

Price range: £121 - £122

Price levels: 2 different prices over 62 days

Description

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.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
07 July 2017
Listed Since
22 December 2016

Barcode

No barcode data available

Similar Products You Might Like

Carleman Estimates for Second Order Partial Differential Operators and Applications: A Unified Approach (SpringerBriefs in Mathematics)
97% match

Carleman Estimates for Second Order Partial Differential Operators and Applications: A Unified Approach (SpringerBriefs in Mathematics)

Springer

£47.12 30 Sep 2026
Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE: 29 (Fields Institute Monographs, 29)
96% match

Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE: 29 (Fields Institute Monographs, 29)

Springer

£92.22 02 Oct 2026
Introduction to Stochastic Control Theory (Volume 70) (Mathematics in Science and Engineering, Volume 70)
96% match

Introduction to Stochastic Control Theory (Volume 70) (Mathematics in Science and Engineering, Volume 70)

Elsevier

£105.00 17 Sep 2026
General Pontryagin-Type Stochastic Maximum Principle and Backward Stochastic Evolution Equations in Infinite Dimensions (SpringerBriefs in Mathematics)
96% match

General Pontryagin-Type Stochastic Maximum Principle and Backward Stochastic Evolution Equations in Infinite Dimensions (SpringerBriefs in Mathematics)

Springer

£49.14 02 Oct 2026
Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE: 29 (Fields Institute Monographs, 29)
96% match

Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE: 29 (Fields Institute Monographs, 29)

Springer

£109.99 31 Aug 2026
Stability of Infinite Dimensional Stochastic Differential Equations with Applications: 135 (Monographs and Surveys in Pure and Applied Mathematics)
96% match

Stability of Infinite Dimensional Stochastic Differential Equations with Applications: 135 (Monographs and Surveys in Pure and Applied Mathematics)

CRC Press

£164.84 30 Sep 2026
Stability, Control and Differential Games: Proceedings of the International Conference “Stability, Control, Differential Games” (SCDG2019) (Lecture ... and Information Sciences - Proceedings)
96% match

Stability, Control and Differential Games: Proceedings of the International Conference “Stability, Control, Differential Games” (SCDG2019) (Lecture ... and Information Sciences - Proceedings)

Springer

£219.96 03 Oct 2026
Mathematical Methods in Robust Control of Discrete-Time Linear Stochastic Systems
96% match

Mathematical Methods in Robust Control of Discrete-Time Linear Stochastic Systems

Springer

£84.32 17 Sep 2026
Infinite Dimensional Linear Control Systems: The Time Optimal and Norm Optimal Problems (North-Holland Mathematics Studies): Volume 201
96% match

Infinite Dimensional Linear Control Systems: The Time Optimal and Norm Optimal Problems (North-Holland Mathematics Studies): Volume 201

Elsevier

£37.25 24 Sep 2026
Optimal Control of Partial Differential Equations: Theory, Methods and Applications (Graduate Studies in Mathematics)
96% match

Optimal Control of Partial Differential Equations: Theory, Methods and Applications (Graduate Studies in Mathematics)

£71.95 18 Sep 2026
Time Optimal Control of Evolution Equations: 92 (Progress in Nonlinear Differential Equations and Their Applications, 92)
96% match

Time Optimal Control of Evolution Equations: 92 (Progress in Nonlinear Differential Equations and Their Applications, 92)

Birkhauser

£37.00 25 Sep 2026
Control Theory for Partial Differential Equations: Continuous and Approximation Theories: 75 (Encyclopedia of Mathematics and its Applications, Series Number 75)
96% match

Control Theory for Partial Differential Equations: Continuous and Approximation Theories: 75 (Encyclopedia of Mathematics and its Applications, Series Number 75)

Cambridge University Press

£77.34 18 Sep 2026
Optimal Control Theory for Infinite Dimensional Systems (Systems & Control: Foundations & Applications)
96% match

Optimal Control Theory for Infinite Dimensional Systems (Systems & Control: Foundations & Applications)

Birkhauser

£193.00 30 Sep 2026
Weak Convergence Methods and Singularly Perturbed Stochastic Control and Filtering Problems (Systems & Control: Foundations & Applications)
96% match

Weak Convergence Methods and Singularly Perturbed Stochastic Control and Filtering Problems (Systems & Control: Foundations & Applications)

Birkhauser

£44.01 01 Oct 2026