Description: Stochastic Optimal Control in Infinite Dimension by Giorgio Fabbri, Fausto Gozzi, Andrzej Swiech, Marco Fuhrman, Gianmario Tessitore Estimated delivery 3-12 business days Format Hardcover Condition Brand New Description Providing 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. Publisher Description Providing 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 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 innite-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 innite 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 innite-dimensional spaces. Author Biography Giorgio Fabbri is a CNRS Researcher at the Aix-Marseille School of Economics, Marseille, France. He works on optimal control of deterministic and stochastic systems, notably in infinite dimensions, with applications to economics. He has also published various papers in several economic areas, in particular in growth theory and development economics. Fausto Gozzi is a Full Professor of Mathematics for Economics and Finance at Luiss University, Roma, Italy. His main research field is the optimal control of finite and infinite-dimensional systems and its economic and financial applications. He is the author of many papers in various subjects areas, from Mathematics, to Economics and Finance.Andrzej Swiech is a Full Professor at the School of Mathematics, Georgia Institute of Technology, Atlanta, USA. He received Ph.D. from UCSB in 1993. His main research interests are in nonlinear PDEs and integro-PDEs, PDEs in infinite dimensional spaces, viscosity solutions, stochastic and deterministic optimal control, stochastic PDEs, differential games, mean-field games, and the calculus of variations.*Marco Fuhrman* is a Full Professor of Probability and Mathematical Statistics at the University of Milano, Italy. His main research topics are stochastic dierential equations in innite dimensions and backward stochastic dierential equations for optimal control of stochastic processes. *Gianmario Tessitore* is a Full Professor of Probability and Mathematical Statistics at Milano-Bicocca University. He is the author of several scientic papers on control of stochastic dierential equations in nite and innite dimensions. He is, in particular, interested in the applications of backward stochastic dierential equations in stochastic control. Details ISBN 3319530666 ISBN-13 9783319530666 Title Stochastic Optimal Control in Infinite Dimension Author Giorgio Fabbri, Fausto Gozzi, Andrzej Swiech, Marco Fuhrman, Gianmario Tessitore Format Hardcover Year 2017 Pages 916 Edition 2017th Publisher Springer International Publishing AG GE_Item_ID:140219931; About Us Grand Eagle Retail is the ideal place for all your shopping needs! With fast shipping, low prices, friendly service and over 1,000,000 in stock items - you're bound to find what you want, at a price you'll love! Shipping & Delivery Times Shipping is FREE to any address in USA. Please view eBay estimated delivery times at the top of the listing. Deliveries are made by either USPS or Courier. We are unable to deliver faster than stated. International deliveries will take 1-6 weeks. NOTE: We are unable to offer combined shipping for multiple items purchased. This is because our items are shipped from different locations. 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ISBN-13: 9783319530666
Book Title: Stochastic Optimal Control in Infinite Dimension
Number of Pages: Xxiv, 916 Pages
Language: English
Publication Name: Stochastic Optimal Control in Infinite Dimensions : Dynamic Programming and Hjb Equations
Publisher: Springer International Publishing A&G
Publication Year: 2017
Subject: Differential Equations / General, Functional Analysis, Probability & Statistics / Stochastic Processes, Probability & Statistics / General, Mechanics / Dynamics, Geometry / General, Optimization
Type: Textbook
Item Weight: 534.2 Oz
Item Length: 9.3 in
Subject Area: Mathematics, Science
Author: Giorgio Fabbri, Andrzej ŚWięCh, Fausto Gozzi
Item Width: 6.1 in
Series: Probability Theory and Stochastic Modelling Ser.
Format: Hardcover
