Stochastic Optimal Control in Infinite Dimension: Dynamic Programming and HJB Equations - Probability Theory and Stochastic Modelling - Giorgio Fabbri - Grāmatas - Springer International Publishing AG - 9783319850535 - 2018. gada 9. septembris
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Stochastic Optimal Control in Infinite Dimension: Dynamic Programming and HJB Equations - Probability Theory and Stochastic Modelling Softcover reprint of the original 1st ed. 2017 edition


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Providing an introduction to stochastic optimal control in in?nite dimension, this book gives a complete account of the theory of second-order HJB equations in in?nite-dimensional Hilbert spaces, focusing on its applicability to associated stochastic optimal control problems.


916 pages, XXIV, 916 p.

Mediji Grāmatas     Paperback Book   (Grāmata ar mīksto vāku un līmēto muguru)
Izlaists 2018. gada 9. septembris
ISBN13 9783319850535
Izdevēji Springer International Publishing AG
Lapas 916
Izmēri 150 × 220 × 10 mm   ·   1,89 kg
Valoda Vācu  

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