SFr. 223.00
€ 223.00
BTC 0.0214
LTC 5.6
ETH 0.6564


bestellen

Artikel-Nr. 21236977


Diesen Artikel in meine
Wunschliste
Diesen Artikel
weiterempfehlen
Diesen Preis
beobachten

Weitersagen:



Autor(en): 
  • Giorgio Fabbri
  • Fausto Gozzi
  • Andrzej Swiech
  • Stochastic Optimal Control in Infinite Dimension: Dynamic Programming and HJB Equations 
     

    (Buch)
    Dieser Artikel gilt, aufgrund seiner Grösse, beim Versand als 3 Artikel!


    Übersicht

    Auf mobile öffnen
     
    Lieferstatus:   i.d.R. innert 4-7 Tagen versandfertig
    Veröffentlichung:  Juli 2017  
    Genre:  Schulbücher 
    ISBN:  9783319530666 
    EAN-Code: 
    9783319530666 
    Verlag:  Springer-Verlag GmbH 
    Einband:  Gebunden  
    Sprache:  English  
    Serie:  #82 - Probability Theory and Stochastic Modelling  
    Dimensionen:  H 241 mm / B 160 mm / D 55 mm 
    Gewicht:  1554 gr 
    Seiten:  916 
    Illustration:  Bibliographie 
    Zus. Info:  Book 
    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.


      
     Empfehlungen... 
     Stochastic Optimal Control in Infinite Dimension: - (Buch)
     Weitersuchen in   DVD/FILME   CDS   GAMES   BÜCHERN   



    Wird aktuell angeschaut...
     

    Zur├╝ck zur letzten Ansicht


    AGB | Datenschutzerklärung | Mein Konto | Impressum | Partnerprogramm
    Newsletter | 1Advd.ch RSS News-Feed Newsfeed | 1Advd.ch Facebook-Page Facebook | 1Advd.ch Twitter-Page Twitter
    Forbidden Planet AG © 1999-2020
    Alle Angaben ohne Gewähr
     
    SUCHEN

     
     Kategorien
    Im Sortiment stöbern
    Genres
    Hörbücher
    Aktionen
     Infos
    Mein Konto
    Warenkorb
    Meine Wunschliste
     Kundenservice
    Recherchedienst
    Fragen / AGB / Kontakt
    Partnerprogramm
    Impressum
    © by Forbidden Planet AG 1999-2020