Fabbri, Giorgio

Stochastic optimal control in infinite dimension : Dynamic programming and HJB equations / Giorgio Fabbri, Fausto Gozzi and Andrzej Swiech - Cham Springer-Verlag 2017 - xxiii, 916p - Probability theory and stochastic modelling ; 82 .

9783319530666

2017934613


Mathematics
Stochastic processes--Mathematical models
Stochastic models

519.2 / FAB