Stochastic Optimal Control in Infinite Dimension
Springer International Publishing
Chapter title |
HJB Equations Through Backward Stochastic Differential Equations
|
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Chapter number | 6 |
Book title |
Stochastic Optimal Control in Infinite Dimension
|
Published by |
Springer, Cham, January 2017
|
DOI | 10.1007/978-3-319-53067-3_6 |
Book ISBNs |
978-3-31-953066-6, 978-3-31-953067-3
|
Authors |
Marco Fuhrman, Gianmario Tessitore, Fuhrman, Marco, Tessitore, Gianmario |