| 书目名称 | Stochastic Optimal Control in Infinite Dimension | | 副标题 | Dynamic Programming | | 编辑 | Giorgio Fabbri,Fausto Gozzi,Andrzej Święch | | 视频video | | | 概述 | 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 in i | | 丛书名称 | Probability Theory and Stochastic Modelling | | 图书封面 |  | | 描述 | .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 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 ope | | 出版日期 | Book 2017 | | 关键词 | 49Lxx, 93E20, 49L20, 35R15, 35Q93, 49L25, 65H15, 37L55; stochastic optimal control; infinite dimension | | 版次 | 1 | | doi | https://doi.org/10.1007/978-3-319-53067-3 | | isbn_softcover | 978-3-319-85053-5 | | isbn_ebook | 978-3-319-53067-3Series ISSN 2199-3130 Series E-ISSN 2199-3149 | | issn_series | 2199-3130 | | copyright | Springer International Publishing AG 2017 |
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发表于 2025-3-21 17:33:13
