Übersicht			Auf mobile öffnen

Lieferstatus:	Auf Bestellung (Lieferzeit unbekannt)
Veröffentlichung:	September 2018
Genre:	Schulbücher
	Analysis / B / Calculus of variations / Calculus of Variations and Optimal Control; Optimization / Calculus of Variations and Optimization / Cybernetics & systems theory / Differential calculus & equations / Functional Analysis / Functional analysis & transforms / Mathematics and Statistics / Optimization / Partial Differential Equations / Probabilities / Probability & statistics / Probability Theory / Probability Theory and Stochastic Processes / Stochastics / System Theory / Systems Theory, Control
ISBN:	9783319850535
EAN-Code:	9783319850535
Verlag:	Springer Nature EN
Einband:	Kartoniert
Sprache:	English
Serie:	#82 - Probability Theory and Stochastic Modelling
Dimensionen:	H 235 mm / B 155 mm / D
Gewicht:	1893 gr
Seiten:	916
Illustration:	XXIV, 916 p.
Bewertung:	Titel bewerten / Meinung schreiben

Inhalt:

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. 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.