Stochastic Optimal Control in Infinite Dimension - Probability Theory and Stochastic Modelling
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Published By Springer International Publishing

9783319530666, 9783319530673

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

HJB Equations Through Backward Stochastic Differential Equations

Stochastic Optimal Control in Infinite Dimension - Probability Theory and Stochastic Modelling ◽

10.1007/978-3-319-53067-3_6 ◽

2017 ◽

pp. 685-781

Author(s):

Marco Fuhrman ◽

Gianmario Tessitore

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Backward Stochastic Differential Equations ◽

Hjb Equations

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Optimal Control Problems and Examples

Stochastic Optimal Control in Infinite Dimension - Probability Theory and Stochastic Modelling ◽

10.1007/978-3-319-53067-3_2 ◽

2017 ◽

pp. 91-170

Author(s):

Giorgio Fabbri ◽

Fausto Gozzi ◽

Andrzej Święch

Keyword(s):

Optimal Control ◽

Optimal Control Problems ◽

Control Problems

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Erratum

Stochastic Optimal Control in Infinite Dimension - Probability Theory and Stochastic Modelling ◽

10.1007/978-3-319-53067-3_7 ◽

2017 ◽

pp. E1-E2 ◽

Cited By ~ 1

Author(s):

Giorgio Fabbri ◽

Fausto Gozzi ◽

Andrzej Święch

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Viscosity Solutions

Stochastic Optimal Control in Infinite Dimension - Probability Theory and Stochastic Modelling ◽

10.1007/978-3-319-53067-3_3 ◽

2017 ◽

pp. 171-365

Author(s):

Giorgio Fabbri ◽

Fausto Gozzi ◽

Andrzej Święch

Keyword(s):

Viscosity Solutions

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Mild Solutions in L2 Spaces

Stochastic Optimal Control in Infinite Dimension - Probability Theory and Stochastic Modelling ◽

10.1007/978-3-319-53067-3_5 ◽

2017 ◽

pp. 605-683

Author(s):

Giorgio Fabbri ◽

Fausto Gozzi ◽

Andrzej Święch

Keyword(s):

Mild Solutions

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Mild Solutions in Spaces of Continuous Functions

Stochastic Optimal Control in Infinite Dimension - Probability Theory and Stochastic Modelling ◽

10.1007/978-3-319-53067-3_4 ◽

2017 ◽

pp. 367-603

Author(s):

Giorgio Fabbri ◽

Fausto Gozzi ◽

Andrzej Święch

Keyword(s):

Mild Solutions ◽

Continuous Functions ◽

Spaces Of Continuous Functions

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Preliminaries on Stochastic Calculus in Infinite Dimension

Stochastic Optimal Control in Infinite Dimension - Probability Theory and Stochastic Modelling ◽

10.1007/978-3-319-53067-3_1 ◽

2017 ◽

pp. 1-90

Author(s):

Giorgio Fabbri ◽

Fausto Gozzi ◽

Andrzej Święch

Keyword(s):

Stochastic Calculus ◽

Infinite Dimension

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Stochastic Optimal Control in Infinite Dimension - Probability Theory and Stochastic ModellingLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer International Publishing

HJB Equations Through Backward Stochastic Differential Equations

Optimal Control Problems and Examples

Erratum

Viscosity Solutions

Mild Solutions in L2 Spaces

Mild Solutions in Spaces of Continuous Functions

Preliminaries on Stochastic Calculus in Infinite Dimension

Stochastic Optimal Control in Infinite Dimension - Probability Theory and Stochastic Modelling
Latest Publications