Infinite Dimensions by Derek Powell 0000-00-00 00:00:00

Find Deals & PDF download Infinite Dimensions

by Derek Powell
Book Views: 35
Infinite Dimensions by Derek Powell
Author
Derek Powell
Publisher
Date of release
Pages
230
ISBN
0
Binding
Kindle Edition
Illustrations
Format
PDF, EPUB, MOBI, TXT, DOC
Rating
4
73
Verified safe to download
See available formats

Book review

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.


Find & Download Book — Infinite Dimensions

Click one of share button to proceed download:
Choose server for download:
Infinite Dimensions
6 mb
5 min
PDF
Infinite Dimensions
15 mb
3 min
ePub
Infinite Dimensions
14 mb
4 min
TXT
Infinite Dimensions
9 mb
1 min
MOBI
Get It!
If not downloading or you getting an error:
  • Try another server.
  • Try to reload page — press F5 on keyboard.
  • Clear browser cache.
  • Clear browser cookies.
  • Try other browser.
  • If you still getting an error — please contact us and we will fix this error ASAP.
Sorry for inconvenience!
For authors or copyright holders
Amazon Affiliate

Go to Removal form

Leave a comment

Readers reviews