Von dem Buch Stochastic Optimal Control in Infinite Dimension haben wir 3 gleiche oder sehr ähnliche Ausgaben identifiziert!
Falls Sie nur an einem bestimmten Exempar interessiert sind, können Sie aus der folgenden Liste jenes wählen, an dem Sie interessiert sind:
100%: Giorgio Fabbri; Fausto Gozzi; Andrzej Święch; Marco Fuhrman; Gianmario Tessitore: Stochastic Optimal Control in Infinite Dimension (ISBN: 9783319850535) Springer Shop, in Englisch, Taschenbuch.Nur diese Ausgabe anzeigen…
61%: Andrzej Swiech, Fausto Gozzi, Gianmario Tessitore, Giorgio Fabbri, Marco Fuhrman: Stochastic Optimal Control in Infinite Dimension (ISBN: 9783319530673) 2017, in Englisch, auch als eBook.Nur diese Ausgabe anzeigen…
52%: Fausto Gozzi; Andrzej Swiech; Giorgio Fabbri: Stochastic Optimal Control in Infinite Dimension als von Marco Fuhrman, Gianmario Tessitore (ISBN: 9783319530666) Springer-Verlag Gmbh, in Deutsch, Broschiert.Nur diese Ausgabe anzeigen…
Stochastic Optimal Control in Infinite Dimension - 13 Angebote vergleichen
Bester Preis: Fr. 10.12 (€ 10.34)¹ (vom 02.05.2019)1
Stochastic Optimal Control in Infinite Dimension
~EN PB NWISBN: 9783319850535 bzw. 3319850539, vermutlich in Englisch, Springer Shop, Taschenbuch, neu.
Lieferung aus: Japan, Lagernd, zzgl. Versandkosten.
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. Soft cover.
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. Soft cover.
2
Stochastic Optimal Control in Infinite Dimension
DE NW EB DLISBN: 9783319530673 bzw. 3319530674, in Deutsch, Springer Shop, neu, E-Book, elektronischer Download.
Lieferung aus: Deutschland, Lagernd.
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. eBook.
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. eBook.
3
Stochastic Optimal Control in Infinite Dimension (2017)
DE NW EB DLISBN: 9783319530673 bzw. 3319530674, in Deutsch, Springer, Springer, Springer, neu, E-Book, elektronischer Download.
Lieferung aus: Deutschland, in-stock.
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.
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.
4
Stochastic Optimal Control in Infinite Dimension - Dynamic Programming and HJB Equations
~EN NW EB DLISBN: 9783319530673 bzw. 3319530674, vermutlich in Englisch, Springer International Publishing, neu, E-Book, elektronischer Download.
Lieferung aus: Deutschland, Versandkostenfrei.
Stochastic Optimal Control in Infinite Dimension: 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. Englisch, Ebook.
Stochastic Optimal Control in Infinite Dimension: 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. Englisch, Ebook.
5
Stochastic Optimal Control in Infinite Dimension
DE NWISBN: 9783319530666 bzw. 3319530666, in Deutsch, neu.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
6
Stochastic Optimal Control in Infinite Dimension - Dynamic Programming and HJB Equations
DE HC NWISBN: 9783319530666 bzw. 3319530666, in Deutsch, Springer-Verlag Gmbh, gebundenes Buch, neu.
Lieferung aus: Deutschland, Versandkostenfrei.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
7
Stochastic Optimal Control in Infinite Dimension
DE NWISBN: 9783319530666 bzw. 3319530666, in Deutsch, neu.
Lieferung aus: Deutschland, Lieferzeit: 11 Tage.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
8
Stochastic Optimal Control in Infinite Dimension: Dynamic Programming and Hjb Equations
DE USISBN: 3319530666 bzw. 9783319530666, in Deutsch, Springer, gebraucht.
Lieferung aus: Vereinigte Staaten von Amerika, Lagernd.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
Lade…