Stochastic Optimal Control in Infinite Dimension
-15%
portes grátis
Stochastic Optimal Control in Infinite Dimension
Dynamic Programming and HJB Equations
Swiech, Andrzej; Tessitore, Gianmario; Gozzi, Fausto; Fuhrman, Marco; Fabbri, Giorgio
Springer International Publishing AG
09/2018
916
Mole
Inglês
9783319850535
15 a 20 dias
1893
Descrição não disponível.
Preface.- 1.Preliminaries on stochastic calculus in infinite dimensions.- 2.Optimal control problems and examples.- 3.Viscosity solutions.- 4.Mild solutions in spaces of continuous functions.- 5.Mild solutions in L2 spaces.- 6.HJB Equations through Backward Stochastic Differential Equations (by M. Fuhrman and G. Tessitore).- Appendix A, B, C, D, E.- Bibliography.
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49Lxx, 93E20, 49L20, 35R15, 35Q93, 49L25, 65H15, 37L55;stochastic optimal control;infinite dimensional systems;Hamilton-Jacobi-Bellman (HJB) equations;viscosity solutions;mild solutions of HJB equations;BSDEs approach to HJB equations;partial differential equations
Preface.- 1.Preliminaries on stochastic calculus in infinite dimensions.- 2.Optimal control problems and examples.- 3.Viscosity solutions.- 4.Mild solutions in spaces of continuous functions.- 5.Mild solutions in L2 spaces.- 6.HJB Equations through Backward Stochastic Differential Equations (by M. Fuhrman and G. Tessitore).- Appendix A, B, C, D, E.- Bibliography.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
