9783319530666 - stochastic optimal control in infinite dimension: dynamic programming and hjb equations: 82 di fabbri, giorgio; gozzi, fausto; swiech, andrzej (10 risultati)
Lingua: Inglese
Editore: Springer, 2017
Serie: Libro 16 di 35 - Probability Theory and Stochastic Modelling
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Da: California Books, Miami, FL, U.S.A.California Books
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Condizione: New.
Lingua: Inglese
Editore: Springer, 2017
Serie: Libro 16 di 35 - Probability Theory and Stochastic Modelling
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Da: Ria Christie Collections, Uxbridge, Regno UnitoRia Christie Collections
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Lingua: Inglese
Editore: Springer, 2017
Serie: Libro 16 di 35 - Probability Theory and Stochastic Modelling
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Da: AHA-BUCH GmbH, Einbeck, GermaniaAHA-BUCH GmbH
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Buch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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 o…ptimal 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.
Lingua: Inglese
Editore: Springer, 2017
Serie: Libro 16 di 35 - Probability Theory and Stochastic Modelling
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Da: Revaluation Books, Exeter, Regno UnitoRevaluation Books
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Hardcover. Condizione: Brand New. 1st edition. 916 pages. 6.50x9.50x2.00 inches. In Stock.
Lingua: Inglese
Editore: Springer, 2017
Serie: Libro 16 di 35 - Probability Theory and Stochastic Modelling
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Da: Mispah books, Redhill, SURRE, Regno UnitoMispah books
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Hardcover. Condizione: New. NEW. SHIPS FROM MULTIPLE LOCATIONS. book.
Lingua: Inglese
Editore: Springer International Publishing Jul 2017, 2017
Serie: Libro 16 di 35 - Probability Theory and Stochastic Modelling
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Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermaniaBuchWeltWeit Ludwig Meier e.K.
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Buch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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 associa…ted 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. 940 pp. Englisch.
Lingua: Inglese
Editore: Springer, 2017
Serie: Libro 16 di 35 - Probability Theory and Stochastic Modelling
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Da: Basi6 International, Irving, TX, U.S.A.Basi6 International
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EUR 198,80
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Condizione: Brand New. New. US edition. Print on demand title. Delivery takes 20-25 days. Excellent Customer Service.
Lingua: Inglese
Editore: Springer International Publishing, 2017
Serie: Libro 16 di 35 - Probability Theory and Stochastic Modelling
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Da: moluna, Greven, Germaniamoluna
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Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. With a Contribution by M. Fuhrman and G. Tessitore|Provides a systematic survey of the main available results, with proofs and references Gives a complete presentation of the theory of regular and viscosity solutions… of second-order HJB equations.
Lingua: Inglese
Editore: Springer, Springer International Publishing Jul 2017, 2017
Serie: Libro 16 di 35 - Probability Theory and Stochastic Modelling
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Da: buchversandmimpf2000, Emtmannsberg, BAYE, Germaniabuchversandmimpf2000
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EUR 246,09
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Buch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -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 st…ochastic 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 in¿nite-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 in¿nite dimension. Readers from other ¿elds who want to learn the basic theory will also ¿nd 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 ¿nite dimension, and the basics of stochastic analysis and stochastic equations in in¿nite-dimensional spaces.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 940 pp. Englisch.
Lingua: Inglese
Editore: Springer, 2017
Serie: Libro 16 di 35 - Probability Theory and Stochastic Modelling
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Da: Brook Bookstore On Demand, Napoli, NA, ItaliaBrook Bookstore On Demand
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EUR 190,30
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Condizione: new. Questo è un articolo print on demand.
