Full Product Details
Author: Giorgio Fabbri ,
Fausto Gozzi ,
Andrzej Swiech ,
Marco Fuhrman
Publisher: Springer International Publishing AG
Imprint: Springer International Publishing AG
Edition: 2017 ed.
Volume: 82
Weight: 1.723kg
ISBN: 9783319530666
ISBN 10: 3319530666
Pages: 916
Publication Date: 07 July 2017
Audience:
Professional and scholarly
,
Professional & Vocational
Format: Hardback
Publisher's Status: Active
Availability: Manufactured on demand
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Reviews
“This book addresses a comprehensive study of the theory of stochastic optimal control when the underlying dynamic evolves as a stochastic differential equation in infinite dimension. It contains the most general models appearing in the literature and at the same time provides interesting applications. The book is well written and is mainly addressed to graduate students of engineering and of pure and applied mathematics.” (Hector Jasso, zbMATH 1379.93001, 2018)
This book addresses a comprehensive study of the theory of stochastic optimal control when the underlying dynamic evolves as a stochastic differential equation in infinite dimension. It contains the most general models appearing in the literature and at the same time provides interesting applications. The book is well written and is mainly addressed to graduate students of engineering and of pure and applied mathematics. (Hector Jasso, zbMATH 1379.93001, 2018)
Author Information
Giorgio Fabbri is a CNRS Researcher at the Aix-Marseille School of Economics, Marseille, France. He works on optimal control of deterministic and stochastic systems, notably in infinite dimensions, with applications to economics. He has also published various papers in several economic areas, in particular in growth theory and development economics. Fausto Gozzi is a Full Professor of Mathematics for Economics and Finance at Luiss University, Roma, Italy. His main research field is the optimal control of finite and infinite-dimensional systems and its economic and financial applications. He is the author of many papers in various subjects areas, from Mathematics, to Economics and Finance. Andrzej Swiech is a Full Professor at the School of Mathematics, Georgia Institute of Technology, Atlanta, USA. He received Ph.D. from UCSB in 1993. His main research interests are in nonlinear PDEs and integro-PDEs, PDEs in infinite dimensional spaces, viscosity solutions, stochastic and deterministic optimal control, stochastic PDEs, differential games, mean-field games, and the calculus of variations. *Marco Fuhrman* is a Full Professor of Probability and Mathematical Statistics at the University of Milano, Italy. His main research topics are stochastic differential equations in infinite dimensions and backward stochastic differential equations for optimal control of stochastic processes. *Gianmario Tessitore* is a Full Professor of Probability and Mathematical Statistics at Milano-Bicocca University. He is the author of several scientific papers on control of stochastic differential equations in finite and infinite dimensions. He is, in particular, interested in the applications of backward stochastic differential equations in stochastic control.
