Stochastic Optimal Control in Infinite Dimension (Запис № 445081)

МАРК-запис
000 -LEADER
fixed length control field 05080nam a22006855i 4500
001 - CONTROL NUMBER
control field 978-3-319-53067-3
003 - CONTROL NUMBER IDENTIFIER
control field DE-He213
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20210118121320.0
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION
fixed length control field cr nn 008mamaa
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 170623s2017 gw | s |||| 0|eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9783319530673
-- 978-3-319-53067-3
024 7# - OTHER STANDARD IDENTIFIER
Standard number or code 10.1007/978-3-319-53067-3
Source of number or code doi
050 #4 - LIBRARY OF CONGRESS CALL NUMBER
Classification number QA315-316
050 #4 - LIBRARY OF CONGRESS CALL NUMBER
Classification number QA402.3
072 #7 - SUBJECT CATEGORY CODE
Subject category code PBKQ
Source bicssc
072 #7 - SUBJECT CATEGORY CODE
Subject category code MAT005000
Source bisacsh
072 #7 - SUBJECT CATEGORY CODE
Subject category code PBKQ
Source thema
072 #7 - SUBJECT CATEGORY CODE
Subject category code PBU
Source thema
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 515.64
Edition number 23
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Fabbri, Giorgio.
Relator term author.
Relator code aut
-- http://id.loc.gov/vocabulary/relators/aut
245 10 - TITLE STATEMENT
Title Stochastic Optimal Control in Infinite Dimension
Medium [electronic resource] :
Remainder of title Dynamic Programming and HJB Equations /
Statement of responsibility, etc by Giorgio Fabbri, Fausto Gozzi, Andrzej Święch.
250 ## - EDITION STATEMENT
Edition statement 1st ed. 2017.
264 #1 -
-- Cham :
-- Springer International Publishing :
-- Imprint: Springer,
-- 2017.
300 ## - PHYSICAL DESCRIPTION
Extent XXIV, 916 p.
Other physical details online resource.
336 ## -
-- text
-- txt
-- rdacontent
337 ## -
-- computer
-- c
-- rdamedia
338 ## -
-- online resource
-- cr
-- rdacarrier
347 ## -
-- text file
-- PDF
-- rda
490 1# - SERIES STATEMENT
Series statement Probability Theory and Stochastic Modelling,
Міжнародний стандартний серійний номер для назви серії (ISSN) 2199-3130 ;
Том/ позначення послідовності 82
505 0# - FORMATTED CONTENTS NOTE
Formatted contents note Preface -- 1.Preliminaries on stochastic calculus in infinite dimensions -- 2.Optimal control problems and examples -- 3.Viscosity solutions -- 4.Mild solutions in spaces of continuous functions -- 5.Mild solutions in L2 spaces -- 6.HJB Equations through Backward Stochastic Differential Equations (by M. Fuhrman and G. Tessitore) -- Appendix A, B, C, D, E -- Bibliography.
520 ## - SUMMARY, ETC.
Summary, etc 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.
506 ## - RESTRICTIONS ON ACCESS NOTE
Terms governing access Available to subscribing member institutions only. Доступно лише організаціям членам підписки.
506 ## - RESTRICTIONS ON ACCESS NOTE
Standardized terminology for access restriction Online access from local network of NaUOA.
506 ## - RESTRICTIONS ON ACCESS NOTE
Standardized terminology for access restriction Online access with authorization at https://link.springer.com/
506 ## - RESTRICTIONS ON ACCESS NOTE
Standardized terminology for access restriction Онлайн-доступ з локальної мережі НаУОА.
506 ## - RESTRICTIONS ON ACCESS NOTE
Standardized terminology for access restriction Онлайн доступ з авторизацією на https://link.springer.com/
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Calculus of variations.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Probabilities.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Partial differential equations.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element System theory.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Functional analysis.
650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Calculus of Variations and Optimal Control; Optimization.
-- http://scigraph.springernature.com/things/product-market-codes/M26016
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Probability Theory and Stochastic Processes.
-- http://scigraph.springernature.com/things/product-market-codes/M27004
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Partial Differential Equations.
-- http://scigraph.springernature.com/things/product-market-codes/M12155
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Systems Theory, Control.
-- http://scigraph.springernature.com/things/product-market-codes/M13070
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Functional Analysis.
-- http://scigraph.springernature.com/things/product-market-codes/M12066
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Gozzi, Fausto.
Relator term author.
Relator code aut
-- http://id.loc.gov/vocabulary/relators/aut
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Święch, Andrzej.
Relator term author.
Relator code aut
-- http://id.loc.gov/vocabulary/relators/aut
710 2# - ADDED ENTRY--CORPORATE NAME
Corporate name or jurisdiction name as entry element SpringerLink (Online service)
773 0# - HOST ITEM ENTRY
Title Springer eBooks
776 08 - ADDITIONAL PHYSICAL FORM ENTRY
Display text Printed edition:
International Standard Book Number 9783319530666
776 08 - ADDITIONAL PHYSICAL FORM ENTRY
Display text Printed edition:
International Standard Book Number 9783319530680
776 08 - ADDITIONAL PHYSICAL FORM ENTRY
Display text Printed edition:
International Standard Book Number 9783319850535
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE
Uniform title Probability Theory and Stochastic Modelling,
-- 2199-3130 ;
Volume number/sequential designation 82
856 40 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier <a href="https://doi.org/10.1007/978-3-319-53067-3">https://doi.org/10.1007/978-3-319-53067-3</a>
912 ## -
-- ZDB-2-SMA
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Koha item type ЕКнига

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