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£158.39
Springer Stochastic Optimal Control in Infinite Dimension Book
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Description
Key Features
Covers the complete theory of second-order HJB equations in infinite-dimensional Hilbert spaces for advanced mathematical study.
Includes a general introduction to optimal stochastic control featuring essential results like the dynamic programming principle with proofs.
Provides a detailed and up-to-date exposition of viscosity solutions and regular solutions for second-order HJB equations.
Features practical examples of applications to help bridge the gap between mathematical theory and real-world stochastic control problems.
Part of the professional Probability Theory and Stochastic Modelling series (Volume 82) by Springer.
Product Specifications
- Brand
- Springer
- Format
- paperback
- ASIN
- 3319850539
- Domain
- Amazon UK
- Release Date
- 09 September 2018
- Listed Since
- 08 February 2019
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