Stochastic optimal control in infinite dimension: Dynamic programming and HJB Equations
Fabbri Giorgio; Gozzi Fausto; Swiech Andrezej
- Switzerland Springer 2017
- xxiii,916p. ill. cm
- Probability theory and stochastic modelling 82 .
Appendix 783-873p.; References 875-899p.; Index 901-916p.