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Stochastic Optimal Control in Infinite Dimension

Giorgio Fabbri , Fausto Gozzi , Andrzej Swiech

Providing an introduction to stochastic optimal control in in?nite dimension, this book gives a complete account of the theory of second-order HJB equations in in?nite-dimensional Hilbert spaces, focusing on its applicability to associated stochastic optimal control...

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