Stochastic Optimal Control in Infinite Dimension formatIsbn:Hardcover - 9783319530666 Christopher Columbus first landed on

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Stochastic Optimal Control in Infinite Dimension formatIsbn:Hardcover - 9783319530666 Christopher Columbus first landed onProviding an introduction to stochastic optimal control in innite dimension, this book gives a complete account of the theory of second order HJB equations in innite 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