wyszukanych pozycji: 2
Stochastic Optimal Control in Infinite Dimension: Dynamic Programming and Hjb Equations
ISBN: 9783319850535 / Angielski / Miękka / 2018 / 916 str. Termin realizacji zamówienia: 20 dni roboczych |
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506,71 zł |
Stochastic Optimal Control in Infinite Dimension: Dynamic Programming and Hjb Equations
ISBN: 9783319530666 / Angielski / Twarda / 2017 / 916 str. Termin realizacji zamówienia: 20 dni roboczych 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... Providing an introduction to stochastic optimal control in infinite dimension, this book gives a complete account of the theory of second-ord... |
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506,71 zł |