Stochastic Optimal Control in Infinite Dimension (Record no. 426991)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 04553nam a22006255i 4500 |
| 020 ## - INTERNATIONAL STANDARD BOOKNUMBER | |
| International Standard Book Number | 9783319530673 |
| -- | 978-3-319-53067-3 |
| 024 7# - | |
| -- | 10.1007/978-3-319-53067-3 |
| -- | doi |
| 040 ## - | |
| -- | ISI Library, Kolkata |
| 050 #4 - | |
| -- | QA315-316 |
| 050 #4 - | |
| -- | QA402.3 |
| 050 #4 - | |
| -- | QA402.5-QA402.6 |
| 072 #7 - | |
| -- | PBKQ |
| -- | bicssc |
| 072 #7 - | |
| -- | MAT005000 |
| -- | bisacsh |
| 072 #7 - | |
| -- | PBKQ |
| -- | thema |
| 072 #7 - | |
| -- | PBU |
| -- | thema |
| 082 04 - DEWEYDECIMAL CLASSIFICATION NUMBER | |
| Classification number | 515.64 |
| Edition number | 23 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Fabbri, Giorgio. |
| Relator code | aut |
| -- | http://id.loc.gov/vocabulary/relators/aut |
| 245 10 - TITLE STATEMENT | |
| Title | Stochastic Optimal Control in Infinite Dimension |
| Medium | [electronic resource] : |
| Remainder of title | Dynamic Programming and HJB Equations / |
| Statement of responsibility, etc | by Giorgio Fabbri, Fausto Gozzi, Andrzej Święch. |
| 942 ## - ADDED ENTRY ELEMENTS(KOHA) | |
| Koha item type | E-BOOKS |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| -- | author. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE STATEMENTS | |
| Place of production, publication, distribution, manufacture | Cham : |
| Name of producer, publisher, distributor, manufacturer | Springer International Publishing : |
| -- | Imprint: Springer, |
| Date of production, publication, distribution, manufacture | 2017. |
| 300 ## - | |
| -- | XXIII, 916 p. |
| -- | online resource. |
| 336 ## - CONTENT TYPE | |
| Content Type Term | text |
| Content Type Code | txt |
| Source | rdacontent |
| 337 ## - MEDIA TYPE | |
| Media Type Term | computer |
| Media Type Code | c |
| Source | rdamedia |
| 338 ## - CARRIER TYPE | |
| Carrier Type Term | online resource |
| Carrier Type Code | cr |
| Source | rdacarrier |
| 347 ## - | |
| -- | text file |
| -- | |
| -- | rda |
| 490 1# - | |
| -- | Probability Theory and Stochastic Modelling, |
| -- | 2199-3130 ; |
| -- | 82 |
| 505 0# - | |
| -- | Preface -- 1.Preliminaries on stochastic calculus in infinite dimensions -- 2.Optimal control problems and examples -- 3.Viscosity solutions -- 4.Mild solutions in spaces of continuous functions -- 5.Mild solutions in L2 spaces -- 6.HJB Equations through Backward Stochastic Differential Equations (by M. Fuhrman and G. Tessitore) -- Appendix A, B, C, D, E -- Bibliography. |
| 520 ## - | |
| -- | 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 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. |
| 650 #0 - | |
| -- | Mathematical optimization. |
| 650 #0 - | |
| -- | Distribution (Probability theory. |
| 650 #0 - | |
| -- | Differential equations, partial. |
| 650 #0 - | |
| -- | Systems theory. |
| 650 #0 - | |
| -- | Functional analysis. |
| 650 14 - | |
| -- | Calculus of Variations and Optimal Control; Optimization. |
| -- | http://scigraph.springernature.com/things/product-market-codes/M26016 |
| 650 24 - | |
| -- | Probability Theory and Stochastic Processes. |
| -- | http://scigraph.springernature.com/things/product-market-codes/M27004 |
| 650 24 - | |
| -- | Partial Differential Equations. |
| -- | http://scigraph.springernature.com/things/product-market-codes/M12155 |
| 650 24 - | |
| -- | Systems Theory, Control. |
| -- | http://scigraph.springernature.com/things/product-market-codes/M13070 |
| 650 24 - | |
| -- | Functional Analysis. |
| -- | http://scigraph.springernature.com/things/product-market-codes/M12066 |
| 700 1# - | |
| -- | Gozzi, Fausto. |
| -- | author. |
| -- | aut |
| -- | http://id.loc.gov/vocabulary/relators/aut |
| 700 1# - | |
| -- | Święch, Andrzej. |
| -- | author. |
| -- | aut |
| -- | http://id.loc.gov/vocabulary/relators/aut |
| 710 2# - | |
| -- | SpringerLink (Online service) |
| 773 0# - | |
| -- | Springer eBooks |
| 776 08 - | |
| -- | Printed edition: |
| -- | 9783319530666 |
| 776 08 - | |
| -- | Printed edition: |
| -- | 9783319530680 |
| 776 08 - | |
| -- | Printed edition: |
| -- | 9783319850535 |
| 830 #0 - | |
| -- | Probability Theory and Stochastic Modelling, |
| -- | 2199-3130 ; |
| -- | 82 |
| 856 40 - | |
| -- | https://doi.org/10.1007/978-3-319-53067-3 |
| 912 ## - | |
| -- | ZDB-2-SMA |
| 950 ## - | |
| -- | Mathematics and Statistics (Springer-11649) |
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